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A weak instrument F -test in linear IV models with multiple endogenous variables
Online Contents | 2016| -
ANTIGONE: Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations
Online Contents | 2014| -
Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
Online Contents | 2015| -
Exploiting the errors: A simple approach for improved volatility forecasting
Online Contents | 2016| -
Inertial projection and contraction algorithms for variational inequalities
Online Contents | 2017| -
The three-pass regression filter: A new approach to forecasting using many predictors
Online Contents | 2015| -
Rolling window selection for out-of-sample forecasting with time-varying parameters
Online Contents | 2017| -
Derivative-free optimization: a review of algorithms and comparison of software implementations
Online Contents | 2012| -
Robust inference on average treatment effects with possibly more covariates than observations
Online Contents | 2015| -
VAR for VaR: Measuring tail dependence using multivariate regression quantiles
Online Contents | 2015|
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