Now showing items 1-2 of 2

    • Asymptotic Inference about Predictive Accuracy Using High Frequency Data 

      Li, J; Patton, AJ (Economic Research Initiatives at Duke (ERID) Working Paper, 2013-07-06)
      This paper provides a general framework that enables many existing inference methods for predictive accuracy to be used in applications that involve forecasts of latent target variables. Such applications include the forecasting ...
    • Volatility and Uncertainty in Environmental Policy 

      Maniloff, Peter (2013)
      Environmental policy is increasingly implemented via market mechanisms. While this is in many ways a great success for the economics profession, a number of questions remain. In this dissertation, I empirically explore ...