Research
Research
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Maternal Full-Time Employment and Overweight Children: Parametric, Semi-Parametric, and Non-Parametric Assessment
Echu Liu, Cheng Hsiao, Tomoya Matsumoto, Shinyi Ch Journal of Econometrics 20131014
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Predictability of Time-varying Jump Premiums: Evidence Based on Calibration
Kent Wang, Yuqiang Guo The Australian Journal of Mana 20131014
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Can the Random Walk Model be Beaten in Out-Of-Sample Density Forecasts? Evidence from...
Yongmiao Hong, Haitao Li, Feng Zhao Journal of Econometrics 20131014
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Recent Macroeconomic Stability in China
Qing He, Haiqiang Chen China Economic Review 20131014
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A Markov Chain Model for Contagion
Angelos Dassios, Hongbiao Zhao Risks 20131014
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Nonparametric Estimation and Testing of Stochastic Discount Factor
Ying Fang, Yu Ren, Yufei Yuan Finance Research Letters 20131014
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Revealing the implied risk-neutral MGF from options: The wavelet method
Emmanuel Haven, Xiaoquan Liu, Chenghu Ma, Liya Sh Journal of Economic Dynamics a 20131014
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A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris
Georges Bresson, Cheng Hsiao Advances in Statistical Analys 20131014
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Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test
Yu Ren, Katsumi Shimotsu Journal of Empirical Finance 20131014
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Resource Abundance and Economic Growth in China
Rui Fan, Ying Fang, Sung Y. Park China Economic Review 20131014