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LIKELIHOOD INFERENCE FOR A FRACTIONALLY COINTEGRATED VECTOR AUTOREGRESSIVE MODEL

Econometrica, 2012-11, Vol.80 (6), p.2667-2732

2012

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DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

Econometrica, 2012-05, Vol.80 (3), p.911-967

Hansen, Lars Peter

2012

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Efficient Estimation of an Additive Quantile Regression Model

Scandinavian journal of statistics, 2011-03, Vol.38 (1), p.46-62

2011

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Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

Scandinavian journal of statistics, 2011-03, Vol.38 (1), p.1-22

2011

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RICCI FLOW, ENTROPY AND OPTIMAL TRANSPORTATION

American journal of mathematics, 2010-06, Vol.132 (3), p.711-730

2010

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Structured Spatio-Temporal Shot-Noise Cox Point Process Models, with a View to Modelling Forest Fires

Scandinavian journal of statistics, 2010-03, Vol.37 (1), p.2-25

2010

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Large Risks, Limited Liability, and Dynamic Moral Hazard

Econometrica, 2010-01, Vol.78 (1), p.73-118

2010

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An Elementary Theory of Comparative Advantage

Econometrica, 2009-07, Vol.77 (4), p.1165-1192

Costinot, Arnaud

2009

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Long-Term Risk: An Operator Approach

Econometrica, 2009-01, Vol.77 (1), p.177-234

2009

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Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Journal of the American Statistical Association, 2008-12, Vol.103 (484), p.1570-1583

2008

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Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Scandinavian journal of statistics, 2008-12, Vol.35 (4), p.701-718

2008

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Testing Models of Low-Frequency Variability

Econometrica, 2008-09, Vol.76 (5), p.979-1016

2008

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Accuracy of Simulations for Stochastic Dynamic Models

Econometrica, 2005-11, Vol.73 (6), p.1939-1976

2005

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A Space-Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index

Journal of the American Statistical Association, 2005-03, Vol.100 (469), p.26-35

2005

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Statistical Inference under Symmetry

International statistical review, 2004-12, Vol.72 (3), p.409-422

Helland, Inge S.

2004

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the Block-Block Bootstrap: Improved Asymptotic Refinements

Econometrica, 2004-05, Vol.72 (3), p.673-700

Andrews, Donald W. K.

2004

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Multidimensional Residual Analysis of Point Process Models for Earthquake Occurrences

Journal of the American Statistical Association, 2003-12, Vol.98 (464), p.789-795

Schoenberg, Frederic Paik

2003

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Bootstrap Unit Root Tests

Econometrica, 2003-11, Vol.71 (6), p.1845-1895

Park, Joon Y.

2003

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Bootstrap Methods for Markov Processes

Econometrica, 2003-07, Vol.71 (4), p.1049-1082

Horowitz, Joel L.

2003

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Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Scandinavian journal of statistics, 2003-06, Vol.30 (2), p.277-295

2003

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A Theory of Diversity

Econometrica, 2002-05, Vol.70 (3), p.1155-1198

2002

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Moderate Deviations for Bayes Posteriors

Scandinavian journal of statistics, 2002-03, Vol.29 (1), p.153-167

2002

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Finite Groups of Matrices Whose Entries Are Integers

The American mathematical monthly, 2002-02, Vol.109 (2), p.173-186

2002

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Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

Econometrica, 2002-01, Vol.70 (1), p.119-162

Andrews, Donald W. K.

2002

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Nonparametric Estimation With Recurrent Event Data

Journal of the American Statistical Association, 2001-12, Vol.96 (456), p.1299-1315

2001

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LIKELIHOOD INFERENCE FOR A FRACTIONALLY COINTEGRATED VECTOR AUTOREGRESSIVE MODEL

DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

Efficient Estimation of an Additive Quantile Regression Model

Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

RICCI FLOW, ENTROPY AND OPTIMAL TRANSPORTATION

Structured Spatio-Temporal Shot-Noise Cox Point Process Models, with a View to Modelling Forest Fires

Large Risks, Limited Liability, and Dynamic Moral Hazard

An Elementary Theory of Comparative Advantage

Long-Term Risk: An Operator Approach

Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Testing Models of Low-Frequency Variability

Accuracy of Simulations for Stochastic Dynamic Models

A Space-Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index

Statistical Inference under Symmetry

the Block-Block Bootstrap: Improved Asymptotic Refinements

Multidimensional Residual Analysis of Point Process Models for Earthquake Occurrences

Bootstrap Unit Root Tests

Bootstrap Methods for Markov Processes

Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

A Theory of Diversity

Moderate Deviations for Bayes Posteriors

Finite Groups of Matrices Whose Entries Are Integers

Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

Nonparametric Estimation With Recurrent Event Data

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