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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] | 303 |
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] | 186 |
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] | 168 |
2005 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting RePEc:bes:jnlasa:v:100:y:2005:p:830-840 [Citation Analysis] | 146 |
2001 | Marginal Likelihood From the Metropolis-Hastings Output RePEc:bes:jnlasa:v:96:y:2001:m:march:p:270-281 [Citation Analysis] | 116 |
2004 | Cross-Validation and the Estimation of Conditional Probability Densities RePEc:bes:jnlasa:v:99:y:2004:p:1015-1026 [Citation Analysis] | 63 |
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] | 57 |
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] | 55 |
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] | 43 |
2006 | The Adaptive Lasso and Its Oracle Properties RePEc:bes:jnlasa:v:101:y:2006:p:1418-1429 [Citation Analysis] | 41 |
2006 | Quantile Autoregression RePEc:bes:jnlasa:v:101:y:2006:p:980-990 [Citation Analysis] | 39 |
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] | 36 |
2006 | Efficient Estimation of Semiparametric Multivariate Copula Models RePEc:bes:jnlasa:v:101:y:2006:p:1228-1240 [Citation Analysis] | 31 |
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] | 31 |
2007 | Strictly Proper Scoring Rules, Prediction, and Estimation RePEc:bes:jnlasa:v:102:y:2007:p:359-378 [Citation Analysis] | 31 |
2004 | Getting It Right: Joint Distribution Tests of Posterior Simulators RePEc:bes:jnlasa:v:99:y:2004:p:799-804 [Citation Analysis] | 27 |
2008 | Mixtures of g Priors for Bayesian Variable Selection RePEc:bes:jnlasa:v:103:y:2008:m:march:p:410-423 [Citation Analysis] | 27 |
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] | 27 |
2007 | Testing Forecast Optimality Under Unknown Loss RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1172-1184 [Citation Analysis] | 26 |
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] | 24 |
2008 | Imputing Risk Tolerance From Survey Responses RePEc:bes:jnlasa:v:103:i:483:y:2008:p:1028-1038 [Citation Analysis] | 24 |
2004 | Unit Root Quantile Autoregression Inference RePEc:bes:jnlasa:v:99:y:2004:p:775-787 [Citation Analysis] | 24 |
2002 | Parsimonious Covariance Matrix Estimation for Longitudinal Data RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1141-1153 [Citation Analysis] | 23 |
2005 | Weather Forecasting for Weather Derivatives RePEc:bes:jnlasa:v:100:y:2005:p:6-16 [Citation Analysis] | 22 |
2005 | Diagnostic Checking in ARMA Models With Uncorrelated Errors RePEc:bes:jnlasa:v:100:y:2005:p:532-544 [Citation Analysis] | 21 |
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] | 21 |
2005 | Quantiles for Counts RePEc:bes:jnlasa:v:100:y:2005:p:1226-1237 [Citation Analysis] | 21 |
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 |
2002 | Three-Step Censored Quantile Regression and Extramarital Affairs RePEc:bes:jnlasa:v:97:y:2002:m:september:p:872-882 [Citation Analysis] | 20 |
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] | 18 |
2003 | Semiparametric Estimation of Multivariate Fractional Cointegration RePEc:bes:jnlasa:v:98:y:2003:p:629-642 [Citation Analysis] | 18 |
2004 | Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models RePEc:bes:jnlasa:v:99:y:2004:p:673-686 [Citation Analysis] | 17 |
2001 | Goodness-of-Fit Tests for Parametric Regression Models RePEc:bes:jnlasa:v:96:y:2001:m:june:p:640-652 [Citation Analysis] | 16 |
2004 | Causal Inference With General Treatment Regimes: Generalizing the Propensity Score RePEc:bes:jnlasa:v:99:y:2004:p:854-866 [Citation Analysis] | 16 |
2003 | Bayesian Modeling and Forecasting of Intraday Electricity Load RePEc:bes:jnlasa:v:98:y:2003:p:839-849 [Citation Analysis] | 16 |
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] | 16 |
2003 | On Additive Conditional Quantiles With High Dimensional Covariates RePEc:bes:jnlasa:v:98:y:2003:p:135-146 [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 |
2007 | Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data RePEc:bes:jnlasa:v:102:y:2007:m:june:p:642-654 [Citation Analysis] | 14 |
2005 | Sufficient Dimension Reduction via Inverse Regression: A Minimum Discrepancy Approach RePEc:bes:jnlasa:v:100:y:2005:p:410-428 [Citation Analysis] | 13 |
2001 | Adaptive Regression by Mixing RePEc:bes:jnlasa:v:96:y:2001:m:june:p:574-588 [Citation Analysis] | 13 |
2005 | Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing RePEc:bes:jnlasa:v:100:y:2005:p:94-108 [Citation Analysis] | 13 |
2006 | Variable Selection for Model-Based Clustering RePEc:bes:jnlasa:v:101:y:2006:p:168-178 [Citation Analysis] | 13 |
2004 | An ANOVA Model for Dependent Random Measures RePEc:bes:jnlasa:v:99:y:2004:p:205-215 [Citation Analysis] | 13 |
2005 | Functional Data Analysis for Sparse Longitudinal Data RePEc:bes:jnlasa:v:100:y:2005:p:577-590 [Citation Analysis] | 12 |
2005 | Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model RePEc:bes:jnlasa:v:100:y:2005:p:212-221 [Citation Analysis] | 12 |
2004 | Semiparametric Regression Analysis With Missing Response at Random RePEc:bes:jnlasa:v:99:y:2004:p:334-345 [Citation Analysis] | 12 |
2003 | Measurement of Higher Education in the Census and Current Population Survey RePEc:bes:jnlasa:v:98:y:2003:p:545-554 [Citation Analysis] | 12 |
2003 | A Reexamination of Diffusion Estimators With Applications to Financial Model Validation RePEc:bes:jnlasa:v:98:y:2003:p:118-134 [Citation Analysis] | 12 |
2005 | Bootstrapping Unit Root Tests for Autoregressive Time Series RePEc:bes:jnlasa:v:100:y:2005:p:545-553 [Citation Analysis] | 12 |
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2011 | An approach to modeling asymmetric multivariate spatial covariance structures RePEc:eee:jmvana:v:102:y:2011:i:10:p:1445-1453 | [Citation Analysis] |
2011 | Efficient semiparametric estimation via Cholesky decomposition for longitudinal data RePEc:eee:csdana:v:55:y:2011:i:12:p:3344-3354 | [Citation Analysis] |
2011 | An empirical evaluation of easily implemented, nonparametric methods for generating synthetic datasets RePEc:eee:csdana:v:55:y:2011:i:12:p:3232-3243 | [Citation Analysis] |
2011 | Estimating structural mean models with multiple instrumental variables using the generalised method of moments RePEc:ifs:cemmap:28/11 | [Citation Analysis] |
2011 | Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments RePEc:bri:cmpowp:11/266 | [Citation Analysis] |
2011 | Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices RePEc:msh:ebswps:2011-9 | [Citation Analysis] |
2011 | Large covariance estimation by thresholding principal orthogonal complements RePEc:pra:mprapa:38697 | [Citation Analysis] |
2011 | CUSUM control charts for monitoring optimal portfolio weights RePEc:eee:csdana:v:55:y:2011:i:11:p:2991-3009 | [Citation Analysis] |
2011 | Dynamic Large Spatial Covariance Matrix Estimation in Application to
Semiparametric Model Construction via Variable Clustering: the SCE approach RePEc:arx:papers:1106.3921 | [Citation Analysis] |
2011 | Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data RePEc:dgr:uvatin:20110172 | [Citation Analysis] |
2011 | The benefit of data-based model complexity selection via prediction error curves in time-to-event data RePEc:spr:compst:v:26:y:2011:i:2:p:293-302 | [Citation Analysis] |
2011 | Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis RePEc:eca:wpaper:2013/104763 | [Citation Analysis] |
2011 | Non-compete Agreements: Barriers to Entryâ¦and Exit? RePEc:nbr:nberch:12452 | [Citation Analysis] |
2011 | Credit Reporting, Access to Finance and Identification Systems: International Evidence RePEc:jrp:jrpwrp:2011-031 | [Citation Analysis] |
2011 | Does better local governance improve district growth
performance in Indonesia? RePEc:sus:susewp:1711 | [Citation Analysis] |
2011 | Synth: An R Package for Synthetic Control Methods in Comparative Case Studies RePEc:jss:jstsof:42:i13 | [Citation Analysis] |
2011 | Did the 2007 Legal Arizona Workers Act Reduce the States Unauthorized Immigrant Population? RePEc:iza:izadps:dp5682 | [Citation Analysis] |
2011 | Coverage of Infertility Treatment and Fertility Outcomes: Do Women Catch Up? RePEc:iza:izadps:dp5783 | [Citation Analysis] |
2011 | Right-to-Work Laws and State-Level Economic Outcomes: Evidence from the Case Studies of Idaho and Oklahoma Using Synthetic Control Method RePEc:nlv:wpaper:1101 | [Citation Analysis] |
2011 | The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises RePEc:mar:magkse:201151 | [Citation Analysis] |
2011 | Identifying and evaluating large scale policy interventions : what questions can we answer ? RePEc:wbk:wbrwps:5918 | [Citation Analysis] |
2011 | Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions RePEc:mis:wpaper:20111001 | [Citation Analysis] |
2011 | Error rates for multivariate outlier detection RePEc:eee:csdana:v:55:y:2011:i:1:p:544-553 | [Citation Analysis] |
2011 | Estimation of the proportion of true null hypotheses in high-dimensional data under dependence RePEc:eee:csdana:v:55:y:2011:i:9:p:2665-2676 | [Citation Analysis] |
2011 | Omega performance measure and portfolio insurance RePEc:eee:jbfina:v:35:y:2011:i:7:p:1811-1823 | [Citation Analysis] |
2011 | Variable selection for varying coefficient models with measurement errors RePEc:spr:metrik:v:74:y:2011:i:2:p:231-245 | [Citation Analysis] |
2011 | Sampling schemes for generalized linear Dirichlet process random effects models RePEc:spr:stmapp:v:20:y:2011:i:3:p:259-290 | [Citation Analysis] |
2011 | Principal Stratification in sample selection problems with non normal error terms RePEc:rtv:ceisrp:194 | [Citation Analysis] |
2011 | A half-region depth for functional data RePEc:eee:csdana:v:55:y:2011:i:4:p:1679-1695 | [Citation Analysis] |
2011 | Variable selection for additive partially linear models with measurement error RePEc:spr:metrik:v:74:y:2011:i:2:p:185-202 | [Citation Analysis] |
2011 | Forecasting the price of oil RePEc:fip:fedgif:1022 | [Citation Analysis] |
2011 | A Bayesian approach to model-based clustering for binary panel probit models RePEc:eee:csdana:v:55:y:2011:i:1:p:261-279 | [Citation Analysis] |
2011 | Reduce computation in profile empirical likelihood method RePEc:pra:mprapa:33744 | [Citation Analysis] |
2011 | Parametric Conditional Monte Carlo Density Estimation RePEc:acb:cbeeco:2011-562 | [Citation Analysis] |
2011 | Goodness-of-fit test for interest rate models: An approach based on empirical processes RePEc:eee:csdana:v:55:y:2011:i:12:p:3073-3092 | [Citation Analysis] |
2011 | Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models RePEc:eee:econom:v:161:y:2011:i:2:p:304-324 | [Citation Analysis] |
2011 | A martingale approach for testing diffusion models based on infinitesimal operator RePEc:eee:econom:v:162:y:2011:i:2:p:189-212 | [Citation Analysis] |
2011 | Generalized spectral testing for multivariate continuous-time models RePEc:eee:econom:v:164:y:2011:i:2:p:268-293 | [Citation Analysis] |
2011 | Semi-nonparametric estimation and misspecification testing of diffusion models RePEc:eee:econom:v:164:y:2011:i:2:p:382-403 | [Citation Analysis] |
2011 | Maximum likelihood estimation of mixtures of factor analyzers RePEc:eee:csdana:v:55:y:2011:i:9:p:2712-2723 | [Citation Analysis] |
2011 | Heterogeneity in the intergenerational transmission of alcohol consumption: A quantile regression approach RePEc:eee:jhecon:v:30:y:2011:i:1:p:33-42 | [Citation Analysis] |
2011 | Factor Analysis via Components Analysis RePEc:spr:psycho:v:76:y:2011:i:3:p:461-470 | [Citation Analysis] |
2011 | High Dimensional Low Rank and Sparse Covariance Matrix Estimation via
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2011 | Large covariance estimation by thresholding principal orthogonal complements RePEc:pra:mprapa:38697 | [Citation Analysis] |
2011 | Model-based SIR for dimension reduction RePEc:eee:csdana:v:55:y:2011:i:11:p:3010-3026 | [Citation Analysis] |
2011 | Propensity Score Methods for Causal Inference: On the Relative Importance of Covariate Selection, Reliable Measurement, and Choice of Propensity Score Technique RePEc:laa:wpaper:09 | [Citation Analysis] |
2011 | Assessing the Interaction between Real Estate and Equity in Households Portfolio Choice RePEc:hal:wpaper:halshs-00635582 | [Citation Analysis] |
2011 | Estimating the Marginal Law of a Time Series with Applications to Heavy Tailed Distributions RePEc:crs:wpaper:2011-30 | [Citation Analysis] |
2011 | Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix RePEc:eee:csdana:v:55:y:2011:i:5:p:1909-1918 | [Citation Analysis] |
2011 | Functional density synchronization RePEc:eee:csdana:v:55:y:2011:i:7:p:2234-2249 | [Citation Analysis] |
2011 | Consistent tuning parameter selection in high dimensional sparse linear regression RePEc:eee:jmvana:v:102:y:2011:i:7:p:1141-1151 | [Citation Analysis] |
2011 | Useful models for time series of counts or simply wrong ones? RePEc:spr:alstar:v:95:y:2011:i:1:p:59-91 | [Citation Analysis] |
2011 | From Natural Variation to Optimal Policy? The Lucas Critique Meets Peer Effects RePEc:nbr:nberwo:16865 | [Citation Analysis] |
2011 | A latent process model for time series of attributed random graphs RePEc:spr:sistpr:v:14:y:2011:i:3:p:231-253 | [Citation Analysis] |
2011 | Global Bahadur representation for nonparametric censored regression quantiles and its applications RePEc:ifs:cemmap:33/11 | [Citation Analysis] |