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Disambiguation of "Ronchetti, Elvezio"

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Stock and bond return predictability: the discrimination power of model selection criteria

, and . Computational Statistics & Data Analysis, 50 (6): 1478--1495 (Mar 10, 2006)

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Other publications of authors with the same name

Between stability and higher-order asymptotics., and . Stat. Comput., 11 (1): 67-73 (2001)Robust inference with GMM estimators, and . Journal of Econometrics, 101 (1): 37--69 (March 2001)Robust and accurate inference for generalized linear models., and . J. Multivar. Anal., 100 (9): 2126-2136 (2009)A journey in single steps: robust one-step M-estimation in linear regression, and . Journal of Statistical Planning and Inference, 103 (1-2): 287--310 (Apr 15, 2002)Robust GMM analysis of models for the short rate process, , and . Journal of Empirical Finance, 10 (3): 373--397 (May 2003)Stock and bond return predictability: the discrimination power of model selection criteria, and . Computational Statistics & Data Analysis, 50 (6): 1478--1495 (Mar 10, 2006)Small sample asymptotics: a review with applications to robust statistics. Computational Statistics & Data Analysis, 10 (3): 207--223 (December 1990)Variance etable r-estimators, and . Statistics, 17 (2): 189--199 (1986)Indirect robust estimation of the short-term interest rate process, , and . Journal of Empirical Finance, 14 (4): 546--563 (September 2007)Robust Estimation of Heckman Model.. Robustness in Econometrics, volume 692 of Studies in Computational Intelligence, (2017)