JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C5 - Econometric Modeling (171) C50 - General (35) C51 - Model Construction and Estimation (45) C52 - Model Evaluation and Selection (54) C53 - Forecasting and Other Model Applications (48) C59 - Other (3)
Number of items at this level: 12.
Article
  • Bovens, Luc, Rabinowicz, Wlodek (2011). Bets on hats: on Dutch books against groups, degrees of belief as betting rates, and group-reflection. Episteme, 8(3), 281-300. https://doi.org/10.3366/epi.2011.0022
  • Cho, Haeran, Fryzlewicz, Piotr (2012). High dimensional variable selection via tilting. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 74(3), 593-622. https://doi.org/10.1111/j.1467-9868.2011.01023.x
  • Danielsson, Jon, Peñaranda, Francisco (2011). On the impact of fundamentals, liquidity, and coordination on market stability. International Economic Review, 52(3), 621-638. https://doi.org/10.1111/j.1468-2354.2011.00642.x
  • Delgado, Miguel A., Hidalgo, Javier, Velasco, Carlos (2011). Bootstrap assisted specification tests for the afirma model. Econometric Theory, 27(05), 1083-1116. https://doi.org/10.1017/S0266466610000642
  • Donkers, Bas, Schafgans, Marcia M. A. (2008). Specification and estimation of semiparametric multiple-index models. Econometric Theory, 24(06), p. 1584. https://doi.org/10.1017/S0266466608080626
  • Fan, Yanqin, Gentry, Matthew, Li, Tong (2011). A new class of asymptotically efficient estimators for moment condition models. Journal of Econometrics, 162(2), 268-277. https://doi.org/10.1016/j.jeconom.2011.01.006
  • Lam, Clifford, Feng, Phoenix (2018). A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. Journal of Econometrics, 206(1), 226-257. https://doi.org/10.1016/j.jeconom.2018.06.001
  • Piccione, Michele (2002). The repeated prisoner's dilemma with imperfect private monitoring. Journal of Economic Theory, 102(1), 70-83. https://doi.org/10.1006/jeth.2001.2819
  • Veraart, Almut E. D., Veraart, Luitgard A. M. (2012). Stochastic volatility and stochastic leverage. Annals of Finance, 8(2-3), 205-233. https://doi.org/10.1007/s10436-010-0157-3
  • Yuan, Kathy (2005). Asymmetric price movements and borrowing constraints: a rational expectations equilibrium model of crises, contagion, and confusion. Journal of Finance, 60(1), 379-411.
    • Chapter
  • Elaluf-Calderwood, Silvia, Dini, Paolo (2010). BIONETS economics and business simulation: an alternative approach to quantifying the added value for distributed mobile communications and exchanges. In Altman, Eitan, Carrera, Iacopo, El-Azouzi, Rachid, Hart, Emma, Hayel, Yezekael (Eds.), Bioinspired Models of Network, Information, and Computing Systems: 4th International Conference, Bionetics 2009, Avignon, France (pp. 77-87). Springer Berlin / Heidelberg. https://doi.org/10.1007/978-3-642-12808-0_7
  • Gibbons, Stephen, Overman, Henry G., Patacchini, Eleonora (2015). Spatial methods. In Duranton, Gilles, Henderson, J. Vernon, Strange, William C. (Eds.), Handbook of Regional and Urban Economics (pp. 115-168). North-Holland. https://doi.org/10.1016/B978-0-444-59517-1.00003-9