Hits 1-5 within 5 documents
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
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
A comparison of mean-variance efficiency tests [journal article]
Source: Journal of Econometrics, 154 (2009) 1. p.16-34
Adaptive estimation of the dynamics of a discrete time stochastic volatility model [journal article]
Source: Journal of Econometrics, 154 (2009) 1. p.59-73
An improved bootstrap test of stochastic dominance [journal article]
Source: Journal of Econometrics, 154 (2009) 2. p.186-202