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2001 | The Distribution of Realized Exchange Rate Volatility RePEc:bes:jnlasa:v:96:y:2001:m:march:p:42-55 [Citation Analysis] | 180 |
2002 | Forecasting Using Principal Components From a Large Number of Predictors RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1167-1179 [Citation Analysis] | 157 |
2005 | A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data RePEc:bes:jnlasa:v:100:y:2005:p:1394-1411 [Citation Analysis] | 117 |
2005 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting RePEc:bes:jnlasa:v:100:y:2005:p:830-840 [Citation Analysis] | 110 |
2001 | Marginal Likelihood From the Metropolis-Hastings Output RePEc:bes:jnlasa:v:96:y:2001:m:march:p:270-281 [Citation Analysis] | 68 |
2002 | Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models RePEc:bes:jnlasa:v:97:y:2002:m:march:p:284-292 [Citation Analysis] | 45 |
2004 | Cross-Validation and the Estimation of Conditional Probability Densities RePEc:bes:jnlasa:v:99:y:2004:p:1015-1026 [Citation Analysis] | 43 |
2007 | Disability and Employment: Reevaluating the Evidence in Light of Reporting Errors RePEc:bes:jnlasa:v:102:y:2007:m:june:p:432-441 [Citation Analysis] | 32 |
2007 | Determining the Number of Factors in the General Dynamic Factor Model RePEc:bes:jnlasa:v:102:y:2007:m:june:p:603-617 [Citation Analysis] | 32 |
2002 | Accounting for the Black-White Wealth Gap: A Nonparametric Approach RePEc:bes:jnlasa:v:97:y:2002:m:september:p:663-673 [Citation Analysis] | 30 |
2001 | Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1348-1360 [Citation Analysis] | 26 |
2006 | Quantile Autoregression RePEc:bes:jnlasa:v:101:y:2006:p:980-990 [Citation Analysis] | 23 |
2006 | The Adaptive Lasso and Its Oracle Properties RePEc:bes:jnlasa:v:101:y:2006:p:1418-1429 [Citation Analysis] | 22 |
2001 | Markov Chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models RePEc:bes:jnlasa:v:96:y:2001:m:march:p:194-209 [Citation Analysis] | 20 |
2008 | Mixtures of g Priors for Bayesian Variable Selection RePEc:bes:jnlasa:v:103:y:2008:m:march:p:410-423 [Citation Analysis] | 19 |
2002 | Three-Step Censored Quantile Regression and Extramarital Affairs RePEc:bes:jnlasa:v:97:y:2002:m:september:p:872-882 [Citation Analysis] | 18 |
2007 | Testing Forecast Optimality Under Unknown Loss RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1172-1184 [Citation Analysis] | 18 |
2008 | Imputing Risk Tolerance From Survey Responses RePEc:bes:jnlasa:v:103:i:483:y:2008:p:1028-1038 [Citation Analysis] | 17 |
2008 | Multiple Inference and Gender Differences in the Effects of Early Intervention: A Reevaluation of the Abecedarian, Perry Preschool, and Early Training Projects RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1481-1495 [Citation Analysis] | 16 |
2010 | Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of Californiaâs Tobacco Control Program RePEc:bes:jnlasa:v:105:i:490:y:2010:p:493-505 [Citation Analysis] | 16 |
2004 | Getting It Right: Joint Distribution Tests of Posterior Simulators RePEc:bes:jnlasa:v:99:y:2004:p:799-804 [Citation Analysis] | 15 |
2004 | Causal Inference With General Treatment Regimes: Generalizing the Propensity Score RePEc:bes:jnlasa:v:99:y:2004:p:854-866 [Citation Analysis] | 15 |
2001 | Investigating Child Mortality in Malawi Using Family and Community Random Effects: A Bayesian Analysis RePEc:bes:jnlasa:v:96:y:2001:m:march:p:12-19 [Citation Analysis] | 15 |
2002 | Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture RePEc:bes:jnlasa:v:97:y:2002:m:june:p:432-442 [Citation Analysis] | 14 |
2007 | Strictly Proper Scoring Rules, Prediction, and Estimation RePEc:bes:jnlasa:v:102:y:2007:p:359-378 [Citation Analysis] | 14 |
2005 | Quantiles for Counts RePEc:bes:jnlasa:v:100:y:2005:p:1226-1237 [Citation Analysis] | 12 |
2003 | Semiparametric Estimation of Multivariate Fractional Cointegration RePEc:bes:jnlasa:v:98:y:2003:p:629-642 [Citation Analysis] | 12 |
2001 | Goodness-of-Fit Tests for Parametric Regression Models RePEc:bes:jnlasa:v:96:y:2001:m:june:p:640-652 [Citation Analysis] | 11 |
2002 | Parsimonious Covariance Matrix Estimation for Longitudinal Data RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1141-1153 [Citation Analysis] | 11 |
2006 | Efficient Estimation of Semiparametric Multivariate Copula Models RePEc:bes:jnlasa:v:101:y:2006:p:1228-1240 [Citation Analysis] | 10 |
2001 | Empirical Bayes Analysis of a Microarray Experiment RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1151-1160 [Citation Analysis] | 10 |
2004 | Unit Root Quantile Autoregression Inference RePEc:bes:jnlasa:v:99:y:2004:p:775-787 [Citation Analysis] | 10 |
2003 | Principal Stratification Approach to Broken Randomized Experiments: A Case Study of School Choice Vouchers in New York City RePEc:bes:jnlasa:v:98:y:2003:p:299-323 [Citation Analysis] | 10 |
2004 | Monte Carlo Smoothing for Nonlinear Time Series RePEc:bes:jnlasa:v:99:y:2004:p:156-168 [Citation Analysis] | 10 |
2005 | Diagnostic Checking in ARMA Models With Uncorrelated Errors RePEc:bes:jnlasa:v:100:y:2005:p:532-544 [Citation Analysis] | 10 |
2005 | Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing RePEc:bes:jnlasa:v:100:y:2005:p:94-108 [Citation Analysis] | 10 |
2005 | Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model RePEc:bes:jnlasa:v:100:y:2005:p:212-221 [Citation Analysis] | 10 |
2005 | Weather Forecasting for Weather Derivatives RePEc:bes:jnlasa:v:100:y:2005:p:6-16 [Citation Analysis] | 10 |
2004 | An ANOVA Model for Dependent Random Measures RePEc:bes:jnlasa:v:99:y:2004:p:205-215 [Citation Analysis] | 10 |
2002 | Model-Based Clustering, Discriminant Analysis, and Density Estimation RePEc:bes:jnlasa:v:97:y:2002:m:june:p:611-631 [Citation Analysis] | 9 |
2004 | Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes: Proportional Hazards, Marked Point Processes, and Panel Count Data RePEc:bes:jnlasa:v:99:y:2004:p:175-190 [Citation Analysis] | 9 |
2004 | New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis RePEc:bes:jnlasa:v:99:y:2004:p:710-723 [Citation Analysis] | 9 |
2005 | Bootstrapping Unit Root Tests for Autoregressive Time Series RePEc:bes:jnlasa:v:100:y:2005:p:545-553 [Citation Analysis] | 9 |
2004 | Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models RePEc:bes:jnlasa:v:99:y:2004:p:673-686 [Citation Analysis] | 9 |
2001 | A Note on the Efficiency of Sandwich Covariance Matrix Estimation RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1387-1396 [Citation Analysis] | 9 |
2002 | Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data RePEc:bes:jnlasa:v:97:y:2002:m:march:p:77-87 [Citation Analysis] | 8 |
2002 | A Powerful Portmanteau Test of Lack of Fit for Time Series RePEc:bes:jnlasa:v:97:y:2002:m:june:p:601-610 [Citation Analysis] | 8 |
2008 | Bandwidth Selection in Nonparametric Kernel Testing RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1584-1594 [Citation Analysis] | 8 |
2003 | On Additive Conditional Quantiles With High Dimensional Covariates RePEc:bes:jnlasa:v:98:y:2003:p:135-146 [Citation Analysis] | 8 |
2007 | Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1349-1362 [Citation Analysis] | 8 |
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2010 | Computer experiments: a review RePEc:spr:alstar:v:94:y:2010:i:4:p:311-324 | [Citation Analysis] |
2010 | Enhanced Objective Bayesian Testing for the Equality of two Proportions RePEc:pav:wpaper:248 | [Citation Analysis] |
2010 | Partial Linear Quantile Regression and Bootstrap Confidence Bands RePEc:hum:wpaper:sfb649dp2010-002 | [Citation Analysis] |
2010 | Smoothed jackknife empirical likelihood method for tail copulas RePEc:spr:testjl:v:19:y:2010:i:3:p:514-536 | [Citation Analysis] |
2010 | Modeling hourly Electricity Spot Market Prices as non stationary functional times series RePEc:pra:mprapa:25017 | [Citation Analysis] |
2010 | A note on the mixture transition distribution and hidden Markov models RePEc:bla:jtsera:v:31:y:2010:i:2:p:132-138 | [Citation Analysis] |
2010 | Vast Volatility Matrix Estimation using High Frequency Data for
Portfolio Selection RePEc:arx:papers:1004.4956 | [Citation Analysis] |
2010 | Vectors of two-parameter Poisson-Dirichlet processes RePEc:pav:wpaper:242 | [Citation Analysis] |
2010 | On principal Hessian directions for multivariate response regressions RePEc:spr:compst:v:25:y:2010:i:4:p:619-632 | [Citation Analysis] |
2010 | On the extension of sliced average variance estimation to multivariate regression RePEc:spr:stmapp:v:19:y:2010:i:4:p:529-540 | [Citation Analysis] |
2010 | Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models RePEc:adl:wpaper:2010-28 | [Citation Analysis] |
2010 | Househould portfolios and implicit risk preferences RePEc:ubs:wpaper:1006 | [Citation Analysis] |
2010 | The Effects of the Financial Crisis on the Well-Being of Older Americans: Evidence from the Cognitive Economics Study RePEc:mrr:papers:wp228 | [Citation Analysis] |
2010 | RISK PREFERENCE HETEROGENEITY AND MULTIPLE DEMAND FOR INSURANCE RePEc:yor:hectdg:10/17 | [Citation Analysis] |
2010 | Enhanced Objective Bayesian Testing for the Equality of two Proportions RePEc:pav:wpaper:248 | [Citation Analysis] |
2010 | Vectors of two-parameter Poisson-Dirichlet processes RePEc:pav:wpaper:119 | [Citation Analysis] |
2010 | Mentoring, Educational Services, and Economic Incentives: Longer-Term Evidence on Risky Behaviors from a Randomized Trial RePEc:iza:izadps:dp4968 | [Citation Analysis] |
2010 | The effect of preschool on the school performance of children from
immigrant families. Results from an introduction of free preschool
in two districts in Oslo RePEc:ssb:dispap:631 | [Citation Analysis] |
2010 | The determinants of macroeconomic volatility: A Bayesian model averaging approach RePEc:pra:mprapa:26832 | [Citation Analysis] |
2010 | Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe RePEc:onb:oenbwp:160 | [Citation Analysis] |
2010 | Market Freedom and the Global Recession RePEc:eca:wpaper:2013/57647 | [Citation Analysis] |
2010 | Moment Priors for Bayesian Model Choice with Applications to Directed Acyclic Graphs RePEc:pav:wpaper:238 | [Citation Analysis] |
2010 | Moment Priors for Bayesian Model Choice with Applications to Directed Acyclic Graphs RePEc:pav:wpaper:115 | [Citation Analysis] |
2010 | Dynamic relations for sparsely sampled Gaussian processes RePEc:spr:testjl:v:19:y:2010:i:1:p:1-29 | [Citation Analysis] |
2010 | Rejoinder on: dynamic relations for sparsely sampled Gaussian processes RePEc:spr:testjl:v:19:y:2010:i:1:p:60-67 | [Citation Analysis] |
2010 | Models for Heavy-tailed Asset Returns RePEc:pra:mprapa:25494 | [Citation Analysis] |
2010 | Heavy-tailed distributions in VaR calculations RePEc:wuu:wpaper:hsc1005 | [Citation Analysis] |
2010 | ? 1-penalization for mixture regression models RePEc:spr:testjl:v:19:y:2010:i:2:p:209-256 | [Citation Analysis] |
2010 | Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates RePEc:dgr:uvatin:20090041 | [Citation Analysis] |
2010 | Computer experiments: a review RePEc:spr:alstar:v:94:y:2010:i:4:p:311-324 | [Citation Analysis] |