Hits 1-10 within 40 documents
Comments on: Michael P. Keane 'Structural vs. atheoretic approaches to econometrics' [journal article]
Source: Journal of Econometrics, 156 (2009) 1. p.25-26
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.105-121
Consistent estimation of a general nonparametric regression function in time series [journal article]
Source: Journal of Econometrics, 152 (2009) 1. p.70-78
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
Consistent noisy independent component analysis [journal article]
Source: Journal of Econometrics, 149 (2009) 1. p.12-25
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
Risk behaviour in the presence of government programs [journal article]
Source: Journal of Econometrics, (2009). p.33
Goodness of fit for lattice processes [journal article]
Source: Journal of Econometrics, 151 (2009) 2. p.113-128
Testing the assumptions behind importance sampling [journal article]
Source: Journal of Econometrics, 149 (2009) 1. p.2-11
Regression density estimation using smooth adaptive Gaussian mixtures [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.155-173