Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator
The Cauchy estimator of an autoregressive root uses the sign of the first lag as instrumental variable. The resulting IV t-type statistic follows a standard normal limiting distribution under a uni…
Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric In…
Nonparametric test procedures in predictive regressions have χ2 limiting null distributions under both low and high regressor persistence, but low local power compared to misspecified linear predi…
Monitoring Value-at-Risk and Expected Shortfall Forecasts
This paper introduces formal monitoring procedures as a risk-management tool. Continuously monitoring risk forecasts allows practitioners to swiftly review and update their forecasting procedures a…
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Karya Umum 
Filsafat 
Agama 
Ilmu-ilmu Sosial 
Bahasa 
Ilmu-ilmu Murni 
Ilmu-ilmu Terapan 
Kesenian, Hiburan, dan Olahraga 
Kesusastraan 
Geografi dan Sejarah