econometrics

econometrics

Top Clicked Bibliographies from Search

2019 Covariance Prediction in Large Portfolio Allocation Clicks: 280

2014 A One Line Derivation of EGARCH Clicks: 260

2017 Short-Term Expectation Formation Versus Long-Term Equilibrium Conditions: The Danish Housing Market Clicks: 227

2013 Polynomial Regressions and Nonsense Inference Clicks: 225

2018 Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics Clicks: 224

2019 Optimal multi-step-ahead prediction of ARCH/GARCH models and NoVaS transformation Clicks: 191

2019 Interval-based hypothesis testing and its applications to economics and finance Clicks: 170