Results : 1-25/55
Authors:
Maasoumi, Esfandiar
Sickles, Robin
Journal: Econometric reviews
Citation: Maasoumi, Esfandiar et Sickles, Robin, Peter Schmidt: Econometrician and consummate professional, Econometric reviews , 36(3-1), 2017, pp. 1-5
Authors:
Ai, Chunrong
Zhang, Yuanqing
Journal: Econometric reviews
Citation: Ai, Chunrong et Zhang, Yuanqing, Estimation of partially specified spatial panel data models with fixed-effects, Econometric reviews , 36(1-3), 2017, pp. 6-22
Authors:
Andrews, Martyn
Elamin, Obbey
Sutton, Matthew
Hall, Alastair R
Kyriakoulis, Kostas
Journal: Econometric reviews
Citation: Andrews, Martyn et al., Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England, Econometric reviews , 36(1-3), 2017, pp. 23-41
Authors:
Asai, Manabu
McAleer, Michael
Journal: Econometric reviews
Citation: Asai, Manabu et Mcaleer, Michael, A fractionally integrated Wishart stochastic volatility model, Econometric reviews , 36(1-3), 2017, pp. 42-59
Authors:
Baillie, Richard T
Kapetanios, George
Papailias, Fotis
Journal: Econometric reviews
Citation: T. Baillie, Richard et al., Inference for impulse response coefficients from multivariate fractionally integrated processes, Econometric reviews , 36(1-3), 2017, pp. 60-84
Authors:
Baltagi, Badi H
Kao, Chihwa
Liu, Long
Journal: Econometric reviews
Citation: H. Baltagi, Badi et al., Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term, Econometric reviews , 36(1-3), 2017, pp. 85-102
Authors:
Bierens, Herman J
Wang, Li
Journal: Econometric reviews
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:
Chang, Yoosoon
Sickles, Robin C
Song, Wonho
Journal: Econometric reviews
Citation: Chang, Yoosoon et al., Bootstrapping unit root tests with covariates, Econometric reviews , 36(1-3), 2017, pp. 136-155
Authors:
Daouia, Abdelaati
Simar, Léopold
Wilson, Paul W
Journal: Econometric reviews
Citation: Daouia, Abdelaati et al., Measuring firm performance using nonparametric quantile-type distances, Econometric reviews , 36(1-3), 2017, pp. 156-181
Authors:
Dufour, Jean-Marie
Trognon, Alain
Tuvaandorj, Purevdorj
Journal: Econometric reviews
Citation: Dufour, Jean-marie et al., Invariant tests based on M-estimators, estimating functions, and the generalized method of moments, Econometric reviews , 36(1-3), 2017, pp. 182-204
Authors:
Green, Carl
Li, Qi
Zhang, Yu Yvette
Journal: Econometric reviews
Citation: Green, Carl et al., Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method, Econometric reviews , 36(1-3), 2017, pp. 205-224
Authors:
Han, Chirok
Phillips, Peter C B
Sul, Donggyu
Journal: Econometric reviews
Citation: Han, Chirok et al., Lag length selection in panel autoregression, Econometric reviews , 36(1-3), 2017, pp. 225-240
Authors:
Kiefer, Nicholas M
Racine, Jeffrey S
Journal: Econometric reviews
Citation: M. Kiefer, Nicholas et S. Racine, Jeffrey, The smooth colonel and the reverend find common ground, Econometric reviews , 36(1-3), 2017, pp. 241-256
Authors:
Lahiri, Kajal
Peng, Huaming
Zhao, Yongchen
Journal: Econometric reviews
Citation: Lahiri, Kajal et al., Online learning and forecast combination in unbalanced panels, Econometric reviews , 36(1-3), 2017, pp. 257-288
Authors:
Li, Ye
Perron, Pierre
Journal: Econometric reviews
Citation: Li, Ye et Perron, Pierre, Inference on locally ordered breaks in multiple regressions, Econometric reviews , 36(1-3), 2017, pp. 289-353
Authors:
Isaksson, Anders
Shang, Chenjun
Sickles, Robin C
Journal: Econometric reviews
Citation: Isaksson, Anders et al., Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach, Econometric reviews , 36(4), 2017, pp. 321-358
Authors:
Li, Kunpeng
Li, Degui
Liang, Zhongwen
Hsiao, Cheng
Journal: Econometric reviews
Citation: Li, Kunpeng et al., Estimation of semi-varying coefficient models with nonstationary regressors, Econometric reviews , 36(1-3), 2017, pp. 354-369
Authors:
Jiang, Liang
Wang, Xiaohu
Yu, Jun
Journal: Econometric reviews
Citation: Jiang, Liang et al., In-fill asymptotic theory for structural break point in autoregressions, Econometric reviews , 36(4), 2017, pp. 359-386
Authors:
Ullah, Aman
Wan, Alan T K
Wang, Huansha
Zhang, Xinyu
Zou, Guohua
Journal: Econometric reviews
Citation: Ullah, Aman et al., A semiparametric generalized ridge estimator and link with model averaging, Econometric reviews , 36(1-3), 2017, pp. 370-384
Authors:
Wansbeek, Tom
Prak, Dennis
Journal: Econometric reviews
Citation: Wansbeek, Tom et Prak, Dennis, LIML in the static linear panel data model, Econometric reviews , 36(1-3), 2017, pp. 385-395
Authors:
Yu, Shu-Hui
Sin, Chor-yiu CY
Journal: Econometric reviews
Citation: Yu, Shu-hui et Cy. Sin, Chor-yiu, On asymptotic risk of selecting models for possibly nonstationary time-series, Econometric reviews , 36(4), 2017, pp. 387-414
Authors:
Zhang, Ruohao
Kumbhakar, Subal C
Lai, Hung-pin
Journal: Econometric reviews
Citation: Zhang, Ruohao et al., Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors, Econometric reviews , 36(4), 2017, pp. 415-432
Authors:
McElroy, Tucker
McCracken, Michael W
Journal: Econometric reviews
Citation: Mcelroy, Tucker et W. Mccracken, Michael, Multistep ahead forecasting of vector time series, Econometric reviews , 36(5), 2017, pp. 495-513
Authors:
Chevillon, Guillaume
Journal: Econometric reviews
Citation: Chevillon, Guillaume, Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming, Econometric reviews , 36(5), 2017, pp. 514-545
Authors:
Nakajima, Jouchi
Journal: Econometric reviews
Citation: Nakajima, Jouchi, Bayesian analysis of multivariate stochastic volatility with skew return distribution, Econometric reviews , 36(5), 2017, pp. 546-562