Hits 1-10 within 24 documents
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.105-121
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
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
Goodness of fit for lattice processes [journal article]
Source: Journal of Econometrics, 151 (2009) 2. p.113-128
Regression density estimation using smooth adaptive Gaussian mixtures [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.155-173
Sequential conditional correlations: Inference and evaluation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.122-132
A test of cross section dependence for a linear dynamic panel model with regressors [journal article]
Source: Journal of Econometrics, 148 (2009) 2. p.149-161
Structural estimation of jump-diffusion processes in macroeconomics [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.196-210
Increasing the price variation in a repeated cross section [journal article]
Source: Journal of Econometrics, 147 (2008) 2. p.316-325
Quantiles, expectiles and splines [journal article]
Source: Journal of Econometrics, 152 (2009) 2. p.179-185