string(237) "select * FROM articoli_opac WHERE fonte <> 'ISI' AND fonte='ACNP' AND fasc_anno_pubbl='2016' AND fasc_issn='07474938' order by level desc, fasc_key desc, NULLIF(regexp_replace(pagina_ini, E'\\D', '', 'g'), '')::int asc offset 0 limit 25" ACNP - Italian Periodicals Catalogue
Results: 1-25 | 26-50 | 51-62    

Articles table of contents

Results : 1-25/62
Meritocracy Voting: Measuring the Unmeasurable
Authors: Phillips, Peter C B
Journal: Econometric reviews
Citation: B. Phillips, Peter C, Meritocracy Voting: Measuring the Unmeasurable, Econometric reviews , 35(1), 2016, pp. 2-40
Meritocracy Voting: Measuring the Unmeasurable
Authors: Schmidt, Peter
Journal: Econometric reviews
Citation: Schmidt, Peter, Meritocracy Voting: Measuring the Unmeasurable, Econometric reviews , 35(1), 2016, pp. 41-43
Elites and Secret Handshakes Versus Metrics and Rule-Based Acclamation: A Comment on .Measuring the Unmeasurable.
Authors: Oxley, Les
Journal: Econometric reviews
Citation: Oxley, Les, Elites and Secret Handshakes Versus Metrics and Rule-Based Acclamation: A Comment on .Measuring the Unmeasurable., Econometric reviews , 35(1), 2016, pp. 44-49
Robust Ranking of Journal Quality: An Application to Economics
Authors: Chang, Chia-Lin Maasoumi, Esfandiar McAleer, Michael
Journal: Econometric reviews
Citation: Chang, Chia-lin et al., Robust Ranking of Journal Quality: An Application to Economics, Econometric reviews , 35(1), 2016, pp. 50-97
Nonparametric Estimation of Large Auctions with Risk Averse Bidders
Authors: Liu, Xiaodong
Journal: Econometric reviews
Citation: Liu, Xiaodong, Nonparametric Estimation of Large Auctions with Risk Averse Bidders, Econometric reviews , 35(1), 2016, pp. 98-121
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
Authors: del Barrio Castro, Tomás Osborn, Denise R Taylor, AM Robert
Journal: Econometric reviews
Citation: Del Barrio Castro, Tomás et al., The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests, Econometric reviews , 35(1), 2016, pp. 122-168
The Co-Integrated Vector Autoregression with Errors.in.Variables
Authors: Nielsen, Heino Bohn
Journal: Econometric reviews
Citation: Nielsen, Heino Bohn, The Co-Integrated Vector Autoregression with Errors.in.Variables, Econometric reviews , 35(2), 2016, pp. 169-200
Empirical Likelihood in Causal Inference
Authors: Zhang, Biao
Journal: Econometric reviews
Citation: Zhang, Biao, Empirical Likelihood in Causal Inference, Econometric reviews , 35(2), 2016, pp. 201-231
Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators
Authors: Audrino, Francesco Corsi, Fulvio Filipova, Kameliya
Journal: Econometric reviews
Citation: Audrino, Francesco et al., Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators, Econometric reviews , 35(2), 2016, pp. 232-256
Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method
Authors: Alghalith, Moawia
Journal: Econometric reviews
Citation: Alghalith, Moawia, Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method, Econometric reviews , 35(2), 2016, pp. 257-262
Conditional VAR and Expected Shortfall: A New Functional Approach
Authors: Ferraty, Frédéric Quintela-Del-Río, Alejandro
Journal: Econometric reviews
Citation: Ferraty, Frédéric et Quintela-del-río, Alejandro, Conditional VAR and Expected Shortfall: A New Functional Approach, Econometric reviews , 35(2), 2016, pp. 263-292
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model
Authors: Anyfantaki, Sofia Demos, Antonis
Journal: Econometric reviews
Citation: Anyfantaki, Sofia et Demos, Antonis, Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model, Econometric reviews , 35(2), 2016, pp. 293-310
Exact Estimation of Demand Functions under Block-Rate Pricing
Authors: Miyawaki, Koji Omori, Yasuhiro Hibiki, Akira
Journal: Econometric reviews
Citation: Miyawaki, Koji et al., Exact Estimation of Demand Functions under Block-Rate Pricing, Econometric reviews , 35(3), 2016, pp. 311-343
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data
Authors: Guay, Alain Pelgrin, Florian
Journal: Econometric reviews
Citation: Guay, Alain et Pelgrin, Florian, Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data, Econometric reviews , 35(3), 2016, pp. 344-372
The Multistep Beveridge.Nelson Decomposition
Authors: Proietti, Tommaso
Journal: Econometric reviews
Citation: Proietti, Tommaso, The Multistep Beveridge.Nelson Decomposition, Econometric reviews , 35(3), 2016, pp. 373-395
Pooled Panel Unit Root Tests and the Effect of Past Initialization
Authors: Westerlund, Joakim
Journal: Econometric reviews
Citation: Westerlund, Joakim, Pooled Panel Unit Root Tests and the Effect of Past Initialization, Econometric reviews , 35(3), 2016, pp. 396-427
Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
Authors: Everaert, Gerdie de Groote, Tom
Journal: Econometric reviews
Citation: Everaert, Gerdie et De Groote, Tom, Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence, Econometric reviews , 35(3), 2016, pp. 428-463
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification
Authors: Dovonon, Prosper
Journal: Econometric reviews
Citation: Dovonon, Prosper, Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification, Econometric reviews , 35(4), 2016, pp. 465-514
Regression Analysis of Multivariate Fractional Data
Authors: Murteira, José M R Ramalho, Joaquim J S
Journal: Econometric reviews
Citation: R. Murteira, José M et S. Ramalho, Joaquim J, Regression Analysis of Multivariate Fractional Data, Econometric reviews , 35(4), 2016, pp. 515-552
Improving the Power of Tests of Stochastic Dominance
Authors: Donald, Stephen G Hsu, Yu-Chin
Journal: Econometric reviews
Citation: G. Donald, Stephen et Hsu, Yu-chin, Improving the Power of Tests of Stochastic Dominance, Econometric reviews , 35(4), 2016, pp. 553-585
Understanding Estimators of Treatment Effects in Regression Discontinuity Designs
Authors: Yu, Ping
Journal: Econometric reviews
Citation: Yu, Ping, Understanding Estimators of Treatment Effects in Regression Discontinuity Designs, Econometric reviews , 35(4), 2016, pp. 586-637
Independent Factor Autoregressive Conditional Density Model
Authors: Ghalanos, Alexios Rossi, Eduardo Urga, Giovanni
Journal: Econometric reviews
Citation: Ghalanos, Alexios et al., Independent Factor Autoregressive Conditional Density Model, Econometric reviews , 40(5), 2016, pp. 594-616
Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model
Authors: Baltagi, Badi H Liu, Long
Journal: Econometric reviews
Citation: H. Baltagi, Badi et Liu, Long, Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model, Econometric reviews , 35(4), 2016, pp. 638-658
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
Authors: Mesters, G Koopman, S J Ooms, M
Journal: Econometric reviews
Citation: G. Mesters, et al., Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models, Econometric reviews , 35(4), 2016, pp. 659-687
Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate
Authors: Reza, Sadat Rilstone, Paul
Journal: Econometric reviews
Citation: Reza, Sadat et Rilstone, Paul, Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate, Econometric reviews , 35(5), 2016, pp. 693-726
Results: 1-25 | 26-50 | 51-62