ÂÜÀòÉç¹ÙÍø

In-sample tests of predictive ability: A new approach
–Todd E. Clark, Michael W. McCracken [] []

Functional coefficient regression models with time trend
–Zhongwen Liang, Qi Li [] []

Term structure models and the zero bound: An empirical investigation of Japanese yields
–Don H. Kim, Kenneth J. Singleton [] []

Distribution-free tests of stochastic monotonicity
–Miguel A. Delgado, Juan Carlos Escanciano [] []

Asymptotics for panel quantile regression models with individual effects
–Kengo Kato, Antonio F. Galvao, Gabriel V. Montes-Rojas [] []

Regression towards the mode
–Gordon C.R. Kemp, J.M.C. Santos Silva [] []

Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
–Francesco Bartolucci, Valentina Nigro [] []

International market links and volatility transmission
–Valentina Corradi, Walter Distaso, Marcelo Fernandes [] []

Towards estimating extremal serial dependence via the bootstrapped extremogram
–Richard A. Davis, Thomas Mikosch, Ivor Cribben [] []

Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
–Luca Fanelli [] []

A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
–Badi H. Baltagi, Qu Feng, Chihwa Kao [] []

On spatial processes and asymptotic inference under near-epoch dependence
–Nazgul Jenish, Ingmar R. Prucha [] []

Multiperiod corporate default prediction—A forward intensity approach
–Jin-Chuan Duan, Jie Sun, Tao Wang [] []

Estimation of semiparametric locally stationary diffusion models
–Bonsoo Koo, Oliver Linton [] []

Maximum likelihood estimation of stochastic frontier models by the Fourier transform
–Efthymios G. Tsionas [] []

What is sensible for your agents should be sensible for yourself
–Dale J. Poirier [] []

---

The Hardware and Software Behind ELMAR Is Paid for with ÂÜÀòÉç¹ÙÍø Dues Please Support ELMAR by or renewing your membership