Poignard, Benjamin; Fermanian, Jean-David High-dimensional penalized ARCH processes. (English) Zbl 1490.62264 Econom. Rev. 40, No. 1, 86-107 (2021). MSC: 62M10 62H12 62J07 62P05 91G10 PDFBibTeX XMLCite \textit{B. Poignard} and \textit{J.-D. Fermanian}, Econom. Rev. 40, No. 1, 86--107 (2021; Zbl 1490.62264) Full Text: DOI
Berenguer-Rico, Vanessa; Wilms, Ines Heteroscedasticity testing after outlier removal. (English) Zbl 1490.62172 Econom. Rev. 40, No. 1, 51-85 (2021). MSC: 62J05 62F35 62M10 62P20 PDFBibTeX XMLCite \textit{V. Berenguer-Rico} and \textit{I. Wilms}, Econom. Rev. 40, No. 1, 51--85 (2021; Zbl 1490.62172) Full Text: DOI Link
Yang, Cynthia Fan Common factors and spatial dependence: an application to US house prices. (English) Zbl 1490.62493 Econom. Rev. 40, No. 1, 14-50 (2021). MSC: 62P20 62M10 62M30 62H12 62H25 PDFBibTeX XMLCite \textit{C. F. Yang}, Econom. Rev. 40, No. 1, 14--50 (2021; Zbl 1490.62493) Full Text: DOI Link
Caner, Mehmet; Han, Xu An upper bound for functions of estimators in high dimensions. (English) Zbl 1490.62189 Econom. Rev. 40, No. 1, 1-13 (2021). MSC: 62J07 62H12 62F12 62P20 PDFBibTeX XMLCite \textit{M. Caner} and \textit{X. Han}, Econom. Rev. 40, No. 1, 1--13 (2021; Zbl 1490.62189) Full Text: DOI arXiv