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Journal of econometrics
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ECONIS (ZBW)
1,839
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1
Advances in nowcasting economic activity : the role of heterogeneous dynamics and fat tails
Antolín-Díaz, Juan
;
Drechsel, Thomas
;
Petrella, Ivan
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10015073934
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2
Machine learning panel data regressions with heavy-tailed dependent data :
theory
and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
3
Calculation of maximum entropy densities with application to income distribution
Wu, Ximing
- In:
Journal of econometrics
115
(
2003
)
2
,
pp. 347-354
Persistent link: https://www.econbiz.de/10001768327
Saved in:
4
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
;
Scaillet, Olivier
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
Saved in:
5
Expected utility and catastrophic
risk
in a stochastic economy-climate model
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
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6
Tuning parameter-free nonparametric density estimation from tabulated summary data
Lee, Ji Hyung
;
Sasaki, Yuya
;
Akira Toda, Alexis
;
Wang, …
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015073814
Saved in:
7
Variance trading and market price of variance
risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
8
Partial identification and inference in censored quantile regression
Fan, Yanqin
;
Liu, Ruixuan
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012110350
Saved in:
9
ExpectHill estimation, extreme
risk
and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
10
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
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