| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Adaptive hierarchical priors for high-dimensional vector autoregressions
|
Korobilis, Dimitris
|
|
2019
|
212 |
1 |
p. 241-271
|
artikel
|
| 2 |
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
|
Chen, Jia
|
|
2019
|
212 |
1 |
p. 155-176
|
artikel
|
| 3 |
A quasi-Bayesian local likelihood approach to time varying parameter VAR models
|
Petrova, Katerina
|
|
2019
|
212 |
1 |
p. 286-306
|
artikel
|
| 4 |
Bayesian nonparametric sparse VAR models
|
Billio, Monica
|
|
2019
|
212 |
1 |
p. 97-115
|
artikel
|
| 5 |
Big data in dynamic predictive econometric modeling
|
Diebold, Francis X.
|
|
2019
|
212 |
1 |
p. 1-3
|
artikel
|
| 6 |
Combining statistical intervals and market prices: The worst case state price distribution
|
Mykland, Per Aslak
|
|
2019
|
212 |
1 |
p. 272-285
|
artikel
|
| 7 |
Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty
|
Babii, Andrii
|
|
2019
|
212 |
1 |
p. 47-77
|
artikel
|
| 8 |
Editorial Board
|
|
|
2019
|
212 |
1 |
p. ii
|
artikel
|
| 9 |
Extreme canonical correlations and high-dimensional cointegration analysis
|
Onatski, Alexei
|
|
2019
|
212 |
1 |
p. 307-322
|
artikel
|
| 10 |
Generalized high-dimensional trace regression via nuclear norm regularization
|
Fan, Jianqing
|
|
2019
|
212 |
1 |
p. 177-202
|
artikel
|
| 11 |
High-dimensional multivariate realized volatility estimation
|
Bollerslev, Tim
|
|
2019
|
212 |
1 |
p. 116-136
|
artikel
|
| 12 |
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
|
Carriero, Andrea
|
|
2019
|
212 |
1 |
p. 137-154
|
artikel
|
| 13 |
Large-scale portfolio allocation under transaction costs and model uncertainty
|
Hautsch, Nikolaus
|
|
2019
|
212 |
1 |
p. 221-240
|
artikel
|
| 14 |
Monitoring banking system connectedness with big data
|
Hale, Galina
|
|
2019
|
212 |
1 |
p. 203-220
|
artikel
|
| 15 |
Network quantile autoregression
|
Zhu, Xuening
|
|
2019
|
212 |
1 |
p. 345-358
|
artikel
|
| 16 |
Rank regularized estimation of approximate factor models
|
Bai, Jushan
|
|
2019
|
212 |
1 |
p. 78-96
|
artikel
|
| 17 |
Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices
|
Andreasen, Martin M.
|
|
2019
|
212 |
1 |
p. 26-46
|
artikel
|
| 18 |
Unified inference for nonlinear factor models from panels with fixed and large time span
|
Andersen, Torben G.
|
|
2019
|
212 |
1 |
p. 4-25
|
artikel
|
| 19 |
Variable selection in panel models with breaks
|
Smith, Simon C.
|
|
2019
|
212 |
1 |
p. 323-344
|
artikel
|
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