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Economic Statistics, Econometrics, Business Informatics
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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
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
Sequential conditional correlations: Inference and evaluation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.122-132
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