Discover open access scientific publications

Search, annotate, share and cite publications

Publications in Philosophy of Science

Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2019English

Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, With an Application to Price Dynamics in Commodity Spot and Futures Markets

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2015English

Robust Confidence Sets in the Presence of Weak Instruments

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2010English

Nonparametric Assessment of Hedge Fund Performance

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2020English

A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2012English

A Spatial Autoregressive Stochastic Frontier Model for Panel Data With Asymmetric Efficiency Spillovers

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2016English

Quasi ML Estimation of the Panel AR(1) Model With Arbitrary Initial Conditions

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2013English

A Semiparametric Model for Heterogeneous Panel Data With Fixed Effects

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2015English

Nonparametric Identification of Dynamic Models With Unobserved State Variables

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2012English

Model Selection Criteria in Multivariate Models With Multiple Structural Changes

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy