palette
发表于 2025-3-26 21:39:45
Book 2013 a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical
FEMUR
发表于 2025-3-27 02:35:32
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objection
发表于 2025-3-27 05:19:21
Optimizing Robust Conditional Moment Tests: An Estimating Function Approach,mality without sacrificing robustness in estimating and testing partial specifications. We illustrate our method using various partial specifications and demonstrate the improved power property of the optimized tests by simulations.
integral
发表于 2025-3-27 10:16:12
A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastischemes, drawing on Corradi and Swanson (Int Econ Rev 48:67–109, 2007a). We then review recent extensions to the evaluation of multiple confidence intervals and predictive densities, for both the case of a known conditional distribution Corradi and Swanson (J Econ 135:187–228, 2006a; Handbook of eco
脱毛
发表于 2025-3-27 14:38:28
New Directions in Information Matrix Testing: Eigenspectrum Tests,power of these new GIMTs using simulation studies on realistic epidemiological data and find that they exhibit appealing performance on sample sizes typically encountered in practice. Our results suggest that these new GIMTs are important tools for detecting and assessing model misspecification, and
Lumbar-Spine
发表于 2025-3-27 18:08:06
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生气地
发表于 2025-3-28 00:13:18
Predictability and Specification in Models of Exchange Rate Determination,ts suggest significant differences between the observed densities and their in- and out- of sample forecasts and fitted values. Much like the Diebold-Mariano approach, we are able to report statistical significance of the differences with our more general measures of forecast performance.
DECRY
发表于 2025-3-28 06:10:29
NoVaS Transformations: Flexible Inference for Volatility Forecasting,ber of real data sets and compare it to realized and range-based volatility measures. Our empirical results show that the NoVaS -based forecasts lead to a much ‘tighter’ distribution of the forecasting performance measure. Perhaps our most remarkable finding is the . of the NoVaS forecasts in the co
千篇一律
发表于 2025-3-28 07:42:30
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影响带来
发表于 2025-3-28 12:56:44
ok will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index m978-1-4899-9971-9978-1-4614-1653-1