Hits 1-10 within 56 documents
Consistent estimation of a general nonparametric regression function in time series [journal article]
Source: Journal of Econometrics, 152 (2009) 1. p.70-78
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.105-121
Comments on: Michael P. Keane 'Structural vs. atheoretic approaches to econometrics' [journal article]
Source: Journal of Econometrics, 156 (2009) 1. p.25-26
A comparison of two model averaging techniques with an application to growth empirics [journal article]
Source: Journal of Econometrics, 154 (2009) 2. p.139-153
Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.107-
Consistent noisy independent component analysis [journal article]
Source: Journal of Econometrics, 149 (2009) 1. p.12-25
Testing for a change in persistence in the presence of non-stationary volatility [journal article]
Source: Journal of Econometrics, 147 (2008) 1. p.84-98
The long-run cost of job loss as measured by consumption changes [journal article]
Source: Journal of Econometrics, 145 (2008) 1-2. p.109-120
Stochastic model specification search for Gaussian and partial non-Gaussian state space models [journal article]
Source: Journal of Econometrics, 154 (2009) 1. p.85-100
Local inference for locally stationary time series based on the empirical spectral measure [journal article]
Source: Journal of Econometrics, 151 (2009) 2. p.101-112