Maxwell School News and Commentary
Filtered by: Journal of Econometrics
On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile
“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.
See related: Research Methods
Tuning Parameter-Free Nonparametric Density Estimation From Tabulated Summary Data
“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.
See related: Research Methods
Threshold Regression With Nonparametric Sample Splitting
“Threshold Regression With Nonparametric Sample Splitting,” co-authored by economists Yoonseok Lee and Yulong Wang, was published in the Journal of Econometrics.
See related: Research Methods
Baltagi paper on estimating high dimensional factor models published in Journal of Econometrics
Baltagi paper on testing for heteroskedasticity published in Journal of Econometrics
Wang paper on nearly weighted risk minimal unbiased estimation published in Jour of Econometrics
Baltagi article on panel data using ε-contamination published in Journal of Econometricsec
Baltagi article on domestic sales and exports with spillovers published in Journal of Econometrics
Baltagi large factor model with structural instability article published in Journal of Econometrics
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