C52
Model Evaluation, Validation, and Selection
Title | Authors | Year | JEL Codes |
---|---|---|---|
Do consumption-based asset pricing models explain the dynamics of stock market returns? | Ashby, M., Linton, O. B. | [2022] | C52 C58 G12 |
Testing and Modelling Time Series with Time Varying Tails | Palumbo, D. | [2021] | C12 C18 C51 C52 C46 C58 G12 |
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models | Chudik, A., and Kapetanios, G. and Pesaran, Hashem | [2016] | C52 C55 |
Big Data Analytics: A New Perspective | Chudik, A., Kapetanios, G. and Pesaran, M. H. | [2016] | C52 C55 |
Does Weather Have an Impact on Electricity Distribution Efficiency? Evidence from South America | Anaya, K. L. and Pollitt, M. | [2014] | C23 C52 D24 L94 Q50 |
Robust Growth Determinants | Doppelhofer, G. and Weeks, M. | [2011] | C11 C21 C52 O20 O47 O50 |
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market | Pesaran , M. H. | [2010] | C51 C52 G11 |
<< Back to CWPE Home | See all JEL Codes >>