C52

Model Evaluation and Testing

Efficient mean-variance portfolio selection by double regularization

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The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success

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Model Selection In Factor-augmented Regressions With Estimated Factors

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Antoine A. Djogbenou

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Least Squares Model Averaging By Prediction Criterion

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Nonparametric Identification And Estimation Of Multivariate Mixtures

Author(s)

Hiroyuki Kasahara

Katsumi Shimotsu

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Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test

Author(s)

Katsumi Shimotsu

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Size Matters: Covariance Matrix Estimation Under The Alternative

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Dynamic Specification And Testing For Unit Roots And Co-integration

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Anindya Banerjee

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Testing For Structural Breaks

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