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Results: 76-100/689
Authors:
Fernandez, C.
Steel, M.F.J.
Citation: C. Fernandez, et Steel, M.f.j, Some comments on model development and posterior existence, Econometric reviews , 18(1), 1999, pp. 89-97
Authors:
Casas, Isabel
Gao, Jiti
Citation: Casas, Isabel et Gao, Jiti, Nonparametric methods in continuous time model specification, Econometric reviews , 26(1), 2007, pp. 91-106
Authors:
Williams, Benjamin
Citation: Williams, Benjamin, Identification of the linear factor model, Econometric reviews , 39(1), 2020, pp. 92-109
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Smiley, T. J.
Citation: J. Smiley, T., Comment, Econometric reviews , 4(1), 1985, pp. 93-99
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Pacini, David
Citation: Pacini, David, Two-sample least squares projection, Econometric reviews , 38(1), 2019, pp. 95-123
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G. Koop, G.
Poirier, D. J.
Citation: G. G. Koop, et J. Poirier, D., Incomplete models and reweighting, Econometric reviews , 18(1), 1999, pp. 97-104
Authors:
Liu, Xiaodong
Citation: Liu, Xiaodong, Nonparametric Estimation of Large Auctions with Risk Averse Bidders, Econometric reviews , 35(1), 2016, pp. 98-121
Authors:
Lopes, Hedibert F
Polson, Nicholas G
Citation: F. Lopes, Hedibert et G. Polson, Nicholas, Bayesian Instrumental Variables: Priors and Likelihoods, Econometric reviews , 33(1-4), 2014, pp. 100-121
Authors:
Cooley, Thomas F.
Citation: F. Cooley, Thomas, Comment, Econometric reviews , 3(1), 1984, pp. 101-104
Authors:
Swamy, P. A. V. B.
Conway, Roger K.
Muehlen, P. Von zur
Citation: B. Swamy, P. A. V. et al., Reply, Econometric reviews , 4(1), 1985, pp. 101-119
Authors:
De Luca, Giovanni
Gallo, Giampiero M.
Citation: De Luca, Giovanni et M. Gallo, Giampiero, Time-varying mixing weights in mixture autoregressive conditional duration models, Econometric reviews , 28(1-3), 2008, pp. 102-120
Authors:
Bierens, Herman J
Wang, Li
Citation: J. Bierens, Herman et Wang, Li, Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes, Econometric reviews , 36(1-3), 2017, pp. 103-135
Authors:
Van Dijk, H.K.
Citation: Van Dijk, H.k, Some remarks on the simulation revolution in bayesian econometric inference, Econometric reviews , 18(1), 1999, pp. 105-112
Authors:
Diewert, W Erwin
Haan, Jan de
Hendriks, Rens
Citation: Diewert, W Erwin et al., Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components, Econometric reviews , 34(1-2), 2015, pp. 106-126
Authors:
Koop, Gary
van Dijk, Herman K.
Citation: Koop, Gary et K. Van Dijk, Herman, Editors' introduction to the special Issue of econometric reviews on bayesian dynamic econometrics, Econometric reviews , 26(2-4), 2007, pp. 107-112
Authors:
Lechner, Michael
Citation: Lechner, Michael, The relation of different concepts of causality used in time series and microeconometrics, Econometric reviews , 30(1), 2010, pp. 109-127
Authors:
Troster, Victor
Wied, Dominik
Citation: Troster, Victor et Wied, Dominik, A specification test for dynamic conditional distribution models with function-valued parameters, Econometric reviews , 40(2), 2021, pp. 109-127
Authors:
Gengenbach, Christian
Palm, Franz C.
Urbain, Jean-Pierre
Citation: Gengenbach, Christian et al., Panel unit root tests in the presence of cross-sectional dependencies: comparison and implications for modelling, Econometric reviews , 29(2), 2009, pp. 111-145
Authors:
Hoshikawa, Toshiya
Nagai, Keiji
Kanatani, Taro
Nishiyama, Yoshihiko
Citation: Hoshikawa, Toshiya et al., Nonparametric estimation methods of integrated multivariate volatilities, Econometric reviews , 27(1-3), 2008, pp. 112-138
Authors:
Martin, G.M.
Forbes, C.S.
Citation: Martin, G.m et Forbes, C.s, Using simulation methods for bayesian econometric models: inference, development and communication: some comments, Econometric reviews , 18(1), 1999, pp. 113-118
Authors:
Malinvaud, E.
Citation: E. Malinvaud,, Comment, Econometric reviews , 3(1), 1984, pp. 113-117
Authors:
An, Sungbae
Schorfheide, Frank
Citation: An, Sungbae et Schorfheide, Frank, Bayesian analysis of DSGE models, Econometric reviews , 26(2-4), 2007, pp. 113-172
Authors:
Anatolyev, Stanislav
Kobotaev, Nikita
Citation: Anatolyev, Stanislav et Kobotaev, Nikita, Modeling and forecasting realized covariance matrices with accounting for leverage, Econometric reviews , 37(2), 2018, pp. 114-139
Authors:
Magazzini, Laura
Calzolari, Giorgio
Citation: Magazzini, Laura et Calzolari, Giorgio, Testing initial conditions in dynamic panel data models, Econometric reviews , 39(2), 2020, pp. 115-134
Authors:
Peixe, Fernanda P. M.
Hall, Alastair R.
Kyriakoulis, Kostas
Citation: M. Peixe, Fernanda P. et al., The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution, Econometric reviews , 25(1), 2006, pp. 117-138