22-094/III - Multivariate quantile regression using superlevel sets of conditional densities
Date: December 16, 2022
15 Discussion Papers
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22-093/III - Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison
Date: December 08, 2022
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22-092/III - Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?
Date: December 08, 2022
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22-089/III - Finding the European crime drop using a panel data model with stochastic trends
Date: November 30, 2022
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22-080/III - Robust Inference for Non-Gaussian SVAR models
Date: October 27, 2022
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22-075/III - Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation
Date: October 13, 2022
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22-070/III - Dynamic Partial Correlation Models
Date: September 29, 2022
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22-069/III - Does economic uncertainty predict real activity in real-time?
Date: September 27, 2022
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22-066/III - Implicit score-driven filters for time-varying parameter models
Date: September 20, 2022
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22-053/III - A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods
Date: August 09, 2022
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22-038/III - Confidence Intervals for Recursive Journal Impact Factors
Date: June 13, 2022
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22-022/III - Asymptotic properties of the weighted-average least squares (WALS) estimator
Date: March 03, 2022
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22-013/III - A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods
Date: February 14, 2022
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22-011/III - A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Date: February 03, 2022
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22-001/III - Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions
Date: January 06, 2022