Journal of Statistical and Econometric Methods
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Volume 7, Issue 1
- DF-IV Unit Root Tests Using Stationary Instrument Variables Kyung So Im, Junsoo Lee, Vladimir Arcabic and Mansik Hur
- Highly Accurate Inference on the Sharpe Ratio for Autocorrelated Return Data J. Qi, M. Rekkas and A. Wong
- Modeling High Dimensional Multilevel Data using the Lasso Estimator: A Simulation Study W. Holmes Finch
- Interaction between the VaR of cash flow and the interest rate using the ALM El Hachloufi Mostafa, Ezouine Driss and El Haddad Mohammed
