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Maxwell School News and Commentary

Filtered by: Journal of Econometrics

On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile

Yuya Sasaki, Yulong Wang

“On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Econometrics.

September 16, 2024

See related: Research Methods

Tuning Parameter-Free Nonparametric Density Estimation From Tabulated Summary Data

Ji Hyung Lee, Yuya Sasaki, Alexis Akira Toda, Yulong Wang

“Tuning Parameter-Free Nonparametric Density Estimation From Tabulated Summary Data,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Econometrics.

November 4, 2023

See related: Research Methods

Threshold Regression With Nonparametric Sample Splitting

Yoonseok Lee, Yulong Wang

“Threshold Regression With Nonparametric Sample Splitting,” co-authored by economists Yoonseok Lee and Yulong Wang, was published in the Journal of Econometrics.

June 15, 2023

See related: Research Methods

Baltagi paper on testing for heteroskedasticity published in Journal of Econometrics

Badi H.Baltagi, Byoung Cheol Jung & Seuck HeunSong
January 31, 2020

Baltagi article on panel data using ε-contamination published in Journal of Econometricsec

Badi H.Baltagi, Georges Bresson, Anoop Chaturvedi & Guy Lacroix
December 31, 2017

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