Items where Author is "Härdle, W.K."
Article
Härdle, W.K., Wang, W. & Yu, L. (2016). TENET: Tail-Event driven NETwork risk. Journal of Econometrics, 192(2), pp. 499-513. doi: 10.1016/j.jeconom.2016.02.013
Wang, W., Fan, Y., Härdle, W.K. & Zhu, L. (2016). Single index based CoVaR with very high dimensional covariates. Journal of Business & Economic Statistics, 36(2), pp. 212-226. doi: 10.1080/07350015.2016.1180990
Wang, W., Härdle, W.K., Cabrera, B.L. & Okhrin, O. (2016). Localising temperature risk. Journal of the American Statistical Association, 111(516), pp. 1491-1508. doi: 10.1080/01621459.2016.1180985
Monograph
Chernozhukov, V., Härdle, W.K., Huang, C. & Wang, W. (2018). LASSO-Driven Inference in Time and Space (18/04). London, UK: Department of Economics, City, University of London.
Cui, W., Härdle, W.K. & Wang, W. (2016). Estimation of NAIRU with In ation Expectation Data (16/05). London, UK: Department of Economics, City, Univeristy of London.
Chen, S., Härdle, W.K. & Wang, W. (2016). Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach (16/06). London, UK: Department of Economics, City, University of London.
Zbonakova, L., Härdle, W.K. & Wang, W. (2016). Time Varying Quantile Lasso (16/07). London, UK: Department of Economics, City, University of London.