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Details about Shih-Kang Chao

Workplace:Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Sonderforschungsbereich 649: Ökonomisches Risiko (Collaborative Research Center 649: Economic Risk), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Shih-Kang Chao.

Last updated 2016-10-12. Update your information in the RePEc Author Service.

Short-id: pch1161


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Working Papers

2016

  1. Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
  2. Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads

2015

  1. Factorisable Sparse Tail Event Curves
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)

2014

  1. Confidence Corridors for Multivariate Generalized Quantile Regression
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)
  2. Credit Risk Calibration based on CDS Spreads
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads

2012

  1. Quantile Regression in Risk Calibration
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (10)

Journal Articles

 
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