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Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett

Authors: Heckman, James J Serletis, Apostolos

Journal: Econometric reviews

Citation: J. Heckman, James et Serletis, Apostolos, Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett, Econometric reviews , 34(1-2), 2015, pp. 1-5

Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs

Authors: Heckman, James J Pinto, Rodrigo

Journal: Econometric reviews

Citation: J. Heckman, James et Pinto, Rodrigo, Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs, Econometric reviews , 34(1-2), 2015, pp. 6-31

Factor Model Forecasts of Exchange Rates

Authors: Engel, Charles Mark, Nelson C West, Kenneth D

Journal: Econometric reviews

Citation: Engel, Charles et al., Factor Model Forecasts of Exchange Rates, Econometric reviews , 34(1-2), 2015, pp. 32-55

Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy

Authors: Zellner, Arnold Ngoie, Jacques Kibambe

Journal: Econometric reviews

Citation: Zellner, Arnold et Ngoie, Jacques Kibambe, Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy, Econometric reviews , 34(1-2), 2015, pp. 56-81

A Simple Estimator for Binary Choice Models with Endogenous Regressors

Authors: Dong, Yingying Lewbel, Arthur

Journal: Econometric reviews

Citation: Dong, Yingying et Lewbel, Arthur, A Simple Estimator for Binary Choice Models with Endogenous Regressors, Econometric reviews , 34(1-2), 2015, pp. 82-105

Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components

Authors: Diewert, W Erwin Haan, Jan de Hendriks, Rens

Journal: Econometric reviews

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

Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process

Authors: Sun, Yiguo Hsiao, Cheng Li, Qi

Journal: Econometric reviews

Citation: Sun, Yiguo et al., Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process, Econometric reviews , 34(1-2), 2015, pp. 127-145

What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models?

Authors: Iwata, Shigeru Li, Han

Journal: Econometric reviews

Citation: Iwata, Shigeru et Li, Han, What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models?, Econometric reviews , 24(1-2), 2015, pp. 146-173

Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach

Authors: Silvennoinen, Annastiina Teräsvirta, Timo

Journal: Econometric reviews

Citation: Silvennoinen, Annastiina et Teräsvirta, Timo, Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach, Econometric reviews , 34(1-2), 2015, pp. 174-197

Imposing Theoretical Regularity on Flexible Functional Forms

Authors: Serletis, Apostolos Feng, Guohua

Journal: Econometric reviews

Citation: Serletis, Apostolos et Feng, Guohua, Imposing Theoretical Regularity on Flexible Functional Forms, Econometric reviews , 34(1-2), 2015, pp. 198-227

Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy

Authors: Anderson, Richard G Chauvet, Marcelle Jones, Barry

Journal: Econometric reviews

Citation: G. Anderson, Richard et al., Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy, Econometric reviews , 34(1-2), 2015, pp. 228-254

Marginal Likelihood Estimation with the Cross-Entropy Method

Authors: Chan, Joshua C C Eisenstat, Eric

Journal: Econometric reviews

Citation: C. Chan, Joshua C et Eisenstat, Eric, Marginal Likelihood Estimation with the Cross-Entropy Method, Econometric reviews , 34(3), 2015, pp. 256-285

Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach

Authors: Hall, Alastair R Li, Yuyi Orme, Chris D Sinko, Arthur

Journal: Econometric reviews

Citation: R. Hall, Alastair et al., Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach, Econometric reviews , 34(3), 2015, pp. 286-327

Shrinkage of Variance for Minimum Distance Based Tests

Authors: Chaudhuri, Saraswata Renault, Eric

Journal: Econometric reviews

Citation: Chaudhuri, Saraswata et Renault, Eric, Shrinkage of Variance for Minimum Distance Based Tests, Econometric reviews , 34(3), 2015, pp. 328-351

Robustness of Bootstrap in Instrumental Variable Regression

Authors: Camponovo, Lorenzo Otsu, Taisuke

Journal: Econometric reviews

Citation: Camponovo, Lorenzo et Otsu, Taisuke, Robustness of Bootstrap in Instrumental Variable Regression, Econometric reviews , 34(3), 2015, pp. 352-393

Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval

Authors: Li, Song Silvapulle, Mervyn J Silvapulle, Param Zhang, Xibin

Journal: Econometric reviews

Citation: Li, Song et al., Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval, Econometric reviews , 34(3), 2015, pp. 394-412

Semiparametric Stochastic Frontier Estimation via Profile Likelihood

Authors: Martins-Filho, Carlos Yao, Feng

Journal: Econometric reviews

Citation: Martins-filho, Carlos et Yao, Feng, Semiparametric Stochastic Frontier Estimation via Profile Likelihood, Econometric reviews , 34(4), 2015, pp. 413-451

True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison

Authors: Leccadito, Arturo Rachedi, Omar Urga, Giovanni

Journal: Econometric reviews

Citation: Leccadito, Arturo et al., True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison, Econometric reviews , 34(4), 2015, pp. 452-479

Time-Deformation Modeling of Stock Returns Directed by Duration Processes

Authors: Feng, Dingan Song, Peter X-K Wirjanto, Tony S

Journal: Econometric reviews

Citation: Feng, Dingan et al., Time-Deformation Modeling of Stock Returns Directed by Duration Processes, Econometric reviews , 34(4), 2015, pp. 480-511

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility

Authors: Cavaliere, Giuseppe Phillips, Peter C B Smeekes, Stephan Taylor, A M Robert

Journal: Econometric reviews

Citation: Cavaliere, Giuseppe et al., Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility, Econometric reviews , 34(4), 2015, pp. 512-536

Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach

Authors: Jochmann, Markus

Journal: Econometric reviews

Citation: Jochmann, Markus, Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach, Econometric reviews , 35(5), 2015, pp. 537-558

Proximity-Structured Multivariate Volatility Models

Authors: Caporin, Massimiliano Paruolo, Paolo

Journal: Econometric reviews

Citation: Caporin, Massimiliano et Paruolo, Paolo, Proximity-Structured Multivariate Volatility Models, Econometric reviews , 34(5), 2015, pp. 559-593

M Tests with a New Normalization Matrix

Authors: Chen, Yi-Ting Qu, Zhongjun

Journal: Econometric reviews

Citation: Chen, Yi-ting et Qu, Zhongjun, M Tests with a New Normalization Matrix, Econometric reviews , 34(5), 2015, pp. 617-652

EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects

Authors: Baltagi, Badi H Deng, Ying

Journal: Econometric reviews

Citation: H. Baltagi, Badi et Deng, Ying, EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects, Econometric reviews , 35(6-10), 2015, pp. 659-694

Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models

Authors: Cai, Zongwu Chen, Linna Fang, Ying

Journal: Econometric reviews

Citation: Cai, Zongwu et al., Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models, Econometric reviews , 34(6-10), 2015, pp. 695-719

Results: 1-25 | 26-41