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Results: 1-25 | 26-50 | 51-62

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Results : 26-50/62

Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions

Authors: Herwartz, Helmut Siedenburg, Florian Walle, Yabibal M

Journal: Econometric reviews

Citation: Herwartz, Helmut et al., Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions, Econometric reviews , 35(5), 2016, pp. 727-750

Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances

Authors: Demetrescu, Matei Hanck, Christoph

Journal: Econometric reviews

Citation: Demetrescu, Matei et Hanck, Christoph, Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances, Econometric reviews , 25(5), 2016, pp. 751-781

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests

Authors: Perron, Pierre Yamamoto, Yohei

Journal: Econometric reviews

Citation: Perron, Pierre et Yamamoto, Yohei, On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests, Econometric reviews , 35(5), 2016, pp. 782-844

The Local Power of the CADF and CIPS Panel Unit Root Tests

Authors: Westerlund, Joakim Hosseinkouchack, Mehdi Solberger, Martin

Journal: Econometric reviews

Citation: Westerlund, Joakim et al., The Local Power of the CADF and CIPS Panel Unit Root Tests, Econometric reviews , 35(5), 2016, pp. 845-870

On the Joint Estimation of Heterogeneous Technologies, Technical, and Allocative Inefficiency

Authors: Tsionas, Efthymios G Tran, Kien C

Journal: Econometric reviews

Citation: G. Tsionas, Efthymios et C. Tran, Kien, On the Joint Estimation of Heterogeneous Technologies, Technical, and Allocative Inefficiency, Econometric reviews , 35(5), 2016, pp. 871-893

A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors

Authors: Wan, Alan T K You, Jinhong Zhang, Riquan

Journal: Econometric reviews

Citation: K. Wan, Alan T et al., A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors, Econometric reviews , 35(5), 2016, pp. 894-928

The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets

Authors: Cartea, Álvaro Karyampas, Dimitrios

Journal: Econometric reviews

Citation: Cartea, Álvaro et Karyampas, Dimitrios, The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets, Econometric reviews , 35(6), 2016, pp. 929-950

Semiparametric Sieve-Type Generalized Least Squares Inference

Authors: Kapetanios, George Psaradakis, Zacharias

Journal: Econometric reviews

Citation: Kapetanios, George et Psaradakis, Zacharias, Semiparametric Sieve-Type Generalized Least Squares Inference, Econometric reviews , 35(6), 2016, pp. 951-985

A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data

Authors: Smallwood, Aaron D

Journal: Econometric reviews

Citation: D. Smallwood, Aaron, A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data, Econometric reviews , 35(6), 2016, pp. 986-1012

Imposing and Testing for Shape Restrictions in Flexible Parametric Models

Authors: Wolff, Hendrik

Journal: Econometric reviews

Citation: Wolff, Hendrik, Imposing and Testing for Shape Restrictions in Flexible Parametric Models, Econometric reviews , 35(6), 2016, pp. 1013-1039

Weighted-Average Least Squares Prediction

Authors: Magnus, Jan R Wang, Wendun Zhang, Xinyu

Journal: Econometric reviews

Citation: R. Magnus, Jan et al., Weighted-Average Least Squares Prediction, Econometric reviews , 35(6), 2016, pp. 1040-1074

Inference for Shared-Frailty Survival Models with Left-Truncated Data

Authors: van den Berg, Gerard J Drepper, Bettina

Journal: Econometric reviews

Citation: J. Van Den Berg, Gerard et Drepper, Bettina, Inference for Shared-Frailty Survival Models with Left-Truncated Data, Econometric reviews , 35(6), 2016, pp. 1057-1098

An Odd Couple: Monotone Instrumental Variables and Binary Treatments

Authors: Richey, Jeremiah

Journal: Econometric reviews

Citation: Richey, Jeremiah, An Odd Couple: Monotone Instrumental Variables and Binary Treatments, Econometric reviews , 35(6), 2016, pp. 1099-1110

A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models

Authors: Perera, Indeewara Hidalgo, Javier Silvapulle, Mervyn J

Journal: Econometric reviews

Citation: Perera, Indeewara et al., A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models, Econometric reviews , 35(6), 2016, pp. 1111-1141

Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series

Authors: Miller, J Isaac

Journal: Econometric reviews

Citation: Miller, J Isaac, Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series, Econometric reviews , 35(6), 2016, pp. 1142-1171

A General Quantile Function Model for Economic and Financial Time Series

Authors: Cai, Yuzhi

Journal: Econometric reviews

Citation: Cai, Yuzhi, A General Quantile Function Model for Economic and Financial Time Series, Econometric reviews , 35(7), 2016, pp. 1173-1193

Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors

Authors: Kim, Kun Ho

Journal: Econometric reviews

Citation: Kim, Kun Ho, Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors, Econometric reviews , 35(7), 2016, pp. 1194-1220

A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model

Authors: Fernandes, Marcelo Medeiros, Marcelo C Veiga, Alvaro

Journal: Econometric reviews

Citation: Fernandes, Marcelo et al., A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model, Econometric reviews , 35(7), 2016, pp. 1221-1250

Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change

Authors: Kulish, Mariano Pagan, Adrian

Journal: Econometric reviews

Citation: Kulish, Mariano et Pagan, Adrian, Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change, Econometric reviews , 35(7), 2016, pp. 1251-1270

Modified Profile Likelihood for Fixed-Effects Panel Data Models

Authors: Bartolucci, F Bellio, R Salvan, A Sartori, N

Journal: Econometric reviews

Citation: F. Bartolucci, et al., Modified Profile Likelihood for Fixed-Effects Panel Data Models, Econometric reviews , 35(7), 2016, pp. 1271-1289

Testing for Serial Correlation in Fixed-Effects Panel Data Models

Authors: Born, Benjamin Breitung, Jörg

Journal: Econometric reviews

Citation: Born, Benjamin et Breitung, Jörg, Testing for Serial Correlation in Fixed-Effects Panel Data Models, Econometric reviews , 35(7), 2016, pp. 1290-1316

Evidence of Convergence Clubs Using Mixture Models

Authors: Pittau, Maria Grazia Zelli, Roberto Massari, Riccardo

Journal: Econometric reviews

Citation: Pittau, Maria Grazia et al., Evidence of Convergence Clubs Using Mixture Models, Econometric reviews , 35(7), 2016, pp. 1317-1342

Model Selection and Shrinkage: An Overview

Authors: Caner, Mehmet Medeiros, Marcelo C

Journal: Econometric reviews

Citation: Caner, Mehmet et C. Medeiros, Marcelo, Model Selection and Shrinkage: An Overview, Econometric reviews , 35(8-10), 2016, pp. 1343-1346

Detection and Estimation of Block Structure in Spatial Weight Matrix

Authors: Lam, Clifford Souza, Pedro C L

Journal: Econometric reviews

Citation: Lam, Clifford et L. Souza, Pedro C, Detection and Estimation of Block Structure in Spatial Weight Matrix, Econometric reviews , 35(8-10), 2016, pp. 1347-1376

Oracle Inequalities for Convex Loss Functions with Nonlinear Targets

Authors: Caner, Mehmet Kock, Anders Bredahl

Journal: Econometric reviews

Citation: Caner, Mehmet et Kock, Anders Bredahl, Oracle Inequalities for Convex Loss Functions with Nonlinear Targets, Econometric reviews , 35(8-10), 2016, pp. 1377-1411

Results: 1-25 | 26-50 | 51-62