ÂÜÀòÉç¹ÙÍø

INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

---

State-domain change point detection for nonlinear time series regression
—Yan Cui, Jun Yang, Zhou Zhou []

Improved marginal likelihood estimation via power posteriors and importance sampling
—Yong Li, Nianling Wang, Jun Yu []

Bias reduction in spot volatility estimation from options
—Viktor Todorov, Yang Zhang []

Maximum likelihood estimation of stochastic frontier models with endogeneity
—Samuele Centorrino, María Pérez-Urdiales []

Irregular identification of structural models with nonparametric unobserved heterogeneity
—Juan Carlos Escanciano []

Vector copulas
—Yanqin Fan, Marc Henry []

Most powerful test against a sequence of high dimensional local alternatives
—Yi He, Sombut Jaidee, Jiti Gao []

Conditional asymmetry in Power ARCH(∞) models
—Julien Royer []

Quantile regression with censoring and sample selection
—Songnian Chen, Qian Wang []

A new robust inference for predictive quantile regression
—Zongwu Cai, Haiqiang Chen, Xiaosai Liao []

Quasi score-driven models
—F. Blasques, Christian Francq, Sébastien Laurent []

Structural inference in sparse high-dimensional vector autoregressions
—J. Krampe, E. Paparoditis, C. Trenkler []

Identification of unobserved distribution factors and preferences in the collective household model
—Stefan Hubner []

Finite-sample corrected inference for two-step GMM in time series
—Jungbin Hwang, Gonzalo Valdés []

PELVE: Probability Equivalent Level of VaR and ES
—Hengxin Li, Ruodu Wang []