TOC: J Bus Econ Stat
Introduction
Journal of Business & Economic Statistics, 25(4)
 : : : TOC
: : journals |
Relevant ARCategory: |
Moment-Based Copula Tests for Financial Returns
–Chen, Yi-Ting [] []
Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach
–Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda [] []
On the Role of Risk Premia in Volatility Forecasting
–Chernov, Mikhail [] []
Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation
–Nielsen, Morten Orregaard [] []
Testing for Neglected Nonlinearity in Long-Memory Models
–Baillie, Richard T.; Kapetanios, George [] []
Estimation of Fractional Dependent Variables in Dynamic Panel Data Models With an Application to Firm Dividend Policy
–Loudermilk, Margaret S. [] []
Inference in Panel Cointegration Models With Long Panels
–Larsson, Rolf; Lyhagen, Johan [] []
Does Wealth Explain Black-White Differences in Early Employment Careers?
–Rendon, Silvio [] []