Efficient mean-variance portfolio selection by double regularization Author(s) N'Golo Kone Read more about Efficient mean-variance portfolio selection by double regularization
The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success Author(s) Steven Lehrer Tian Xie Read more about The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success
Model Selection In Factor-augmented Regressions With Estimated Factors Author(s) Antoine A. Djogbenou Read more about Model Selection In Factor-augmented Regressions With Estimated Factors
Least Squares Model Averaging By Prediction Criterion Author(s) Tian Xie Read more about Least Squares Model Averaging By Prediction Criterion
Nonparametric Identification And Estimation Of Multivariate Mixtures Author(s) Hiroyuki Kasahara Katsumi Shimotsu Read more about Nonparametric Identification And Estimation Of Multivariate Mixtures
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test Author(s) Yu Ren Katsumi Shimotsu Read more about Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test
Size Matters: Covariance Matrix Estimation Under The Alternative Author(s) Jason Allen Read more about Size Matters: Covariance Matrix Estimation Under The Alternative
Dynamic Specification And Testing For Unit Roots And Co-integration Author(s) Anindya Banerjee Read more about Dynamic Specification And Testing For Unit Roots And Co-integration
Testing For Structural Breaks Author(s) Allan Gregory James M. Nason Read more about Testing For Structural Breaks
