string(238) "select * FROM articoli_opac WHERE fonte <> 'ISI' AND fonte='ACNP' AND fasc_anno_pubbl='2017' AND fasc_issn='07474938' order by level desc, fasc_key desc, NULLIF(regexp_replace(pagina_ini, E'\\D', '', 'g'), '')::int asc offset 25 limit 25" ACNP - Italian Periodicals Catalogue
Results: 1-25 | 26-50 | 51-55    

Articles table of contents

Results : 26-50/55
Econometric Reviews honors Esfandiar Maasoumi
Authors: Phillips, Peter C B Ullah, Aman
Journal: Econometric reviews
Citation: B. Phillips, Peter C et Ullah, Aman, Econometric Reviews honors Esfandiar Maasoumi, Econometric reviews , 36(6-9), 2017, pp. 563-567
The impact of integrated measurement errors on modeling long-run macroeconomic time series
Authors: Duffy, James A Hendry, David F
Journal: Econometric reviews
Citation: A. Duffy, James et F. Hendry, David, The impact of integrated measurement errors on modeling long-run macroeconomic time series, Econometric reviews , 36(6-9), 2017, pp. 568-587
Assessing point forecast accuracy by stochastic error distance
Authors: Diebold, Francis X Shin, Minchul
Journal: Econometric reviews
Citation: X. Diebold, Francis et Shin, Minchul, Assessing point forecast accuracy by stochastic error distance, Econometric reviews , 36(6-9), 2017, pp. 588-598
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Authors: Catani, Paul Teräsvirta, Timo Yin, Meiqun
Journal: Econometric reviews
Citation: Catani, Paul et al., A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model, Econometric reviews , 36(6-9), 2017, pp. 599-621
Adaptive LASSO estimation for ARDL models with GARCH innovations
Authors: Medeiros, Marcelo C Mendes, Eduardo F
Journal: Econometric reviews
Citation: C. Medeiros, Marcelo et F. Mendes, Eduardo, Adaptive LASSO estimation for ARDL models with GARCH innovations, Econometric reviews , 36(6-9), 2017, pp. 622-637
The impact of jumps and leverage in forecasting covolatility
Authors: Asai, Manabu McAleer, Michael
Journal: Econometric reviews
Citation: Asai, Manabu et Mcaleer, Michael, The impact of jumps and leverage in forecasting covolatility, Econometric reviews , 36(6-9), 2017, pp. 638-650
Tests for an end-of-sample bubble in financial time series
Authors: Astill, Sam Harvey, David I Leybourne, Stephen J Taylor, A M Robert
Journal: Econometric reviews
Citation: Astill, Sam et al., Tests for an end-of-sample bubble in financial time series, Econometric reviews , 36(6-9), 2017, pp. 651-666
The asymptotic behaviour of the residual sum of squares in models with multiple break points
Authors: Hall, Alastair R Osborn, Denise R Sakkas, Nikolaos
Journal: Econometric reviews
Citation: R. Hall, Alastair et al., The asymptotic behaviour of the residual sum of squares in models with multiple break points, Econometric reviews , 36(6-9), 2017, pp. 667-698
Correlated defaults, temporal correlation, expert information and predictability of default rates
Authors: Kiefer, Nicholas M
Journal: Econometric reviews
Citation: M. Kiefer, Nicholas, Correlated defaults, temporal correlation, expert information and predictability of default rates, Econometric reviews , 36(6-9), 2017, pp. 699-712
Identification-robust moment-based tests for Markov switching in autoregressive models
Authors: Dufour, Jean-Marie Luger, Richard
Journal: Econometric reviews
Citation: Dufour, Jean-marie et Luger, Richard, Identification-robust moment-based tests for Markov switching in autoregressive models, Econometric reviews , 36(6-9), 2017, pp. 713-727
An efficient integrated nonparametric entropy estimator of serial dependence
Authors: Hong, Yongmiao Wang, Xia Zhang, Wenjie Wang, Shouyang
Journal: Econometric reviews
Citation: Hong, Yongmiao et al., An efficient integrated nonparametric entropy estimator of serial dependence, Econometric reviews , 36(6-9), 2017, pp. 728-780
Interval estimation: An information theoretic approach
Authors: Golan, Amos Ullah, Aman
Journal: Econometric reviews
Citation: Golan, Amos et Ullah, Aman, Interval estimation: An information theoretic approach, Econometric reviews , 36(6-9), 2017, pp. 781-795
Uncertainty, information, and disagreement of economic forecasters
Authors: Shoja, Mehdi Soofi, Ehsan S
Journal: Econometric reviews
Citation: Shoja, Mehdi et S. Soofi, Ehsan, Uncertainty, information, and disagreement of economic forecasters, Econometric reviews , 36(6-9), 2017, pp. 796-817
Reduced forms and weak instrumentation
Authors: Phillips, Peter C B
Journal: Econometric reviews
Citation: B. Phillips, Peter C, Reduced forms and weak instrumentation, Econometric reviews , 36(6-9), 2017, pp. 818-839
Stein-like 2SLS estimator
Authors: Hansen, Bruce E
Journal: Econometric reviews
Citation: E. Hansen, Bruce, Stein-like 2SLS estimator, Econometric reviews , 36(6-9), 2017, pp. 840-852
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
Authors: Baltagi, Badi H Kao, Chihwa Wang, Fa
Journal: Econometric reviews
Citation: H. Baltagi, Badi et al., Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model, Econometric reviews , 36(6-9), 2017, pp. 853-882
First difference or forward demeaning: Implications for the method of moments estimators
Authors: Hsiao, Cheng Zhou, Qiankun
Journal: Econometric reviews
Citation: Hsiao, Cheng et Zhou, Qiankun, First difference or forward demeaning: Implications for the method of moments estimators, Econometric reviews , 36(6-9), 2017, pp. 883-897
Exponential class of dynamic binary choice panel data models with fixed effects
Authors: Al-Sadoon, Majid M Li, Tong Pesaran, M Hashem
Journal: Econometric reviews
Citation: M. Al-sadoon, Majid et al., Exponential class of dynamic binary choice panel data models with fixed effects, Econometric reviews , 36(6-9), 2017, pp. 898-927
On the relevance of weaker instruments
Authors: Antoine, Bertille Renault, Eric
Journal: Econometric reviews
Citation: Antoine, Bertille et Renault, Eric, On the relevance of weaker instruments, Econometric reviews , 36(6-9), 2017, pp. 928-945
Determining the number of factors with potentially strong within-block correlations in error terms
Authors: Han, Xu Caner, Mehmet
Journal: Econometric reviews
Citation: Han, Xu et Caner, Mehmet, Determining the number of factors with potentially strong within-block correlations in error terms, Econometric reviews , 36(6-9), 2017, pp. 946-969
Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions
Authors: Li, Cong Li, Hongjun Racine, Jeffrey S
Journal: Econometric reviews
Citation: Li, Cong et al., Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions, Econometric reviews , 36(6-9), 2017, pp. 970-987
Nonparametric Knn estimation with monotone constraints
Authors: Li, Zheng Liu, Guannan Li, Qi
Journal: Econometric reviews
Citation: Li, Zheng et al., Nonparametric Knn estimation with monotone constraints, Econometric reviews , 36(6-9), 2017, pp. 988-1006
Stochastic metafrontiers
Authors: Amsler, Christine O'Donnell, Christopher J Schmidt, Peter
Journal: Econometric reviews
Citation: Amsler, Christine et al., Stochastic metafrontiers, Econometric reviews , 36(6-9), 2017, pp. 1007-1020
Diagnostics for the bootstrap and fast double bootstrap
Authors: Davidson, Russell
Journal: Econometric reviews
Citation: Davidson, Russell, Diagnostics for the bootstrap and fast double bootstrap, Econometric reviews , 36(6-9), 2017, pp. 1021-1038
Distribution of the mean reversion estimator in the Ornstein.Uhlenbeck process
Authors: Bao, Yong Ullah, Aman Wang, Yun
Journal: Econometric reviews
Citation: Bao, Yong et al., Distribution of the mean reversion estimator in the Ornstein.Uhlenbeck process, Econometric reviews , 36(6-9), 2017, pp. 1039-1056
Results: 1-25 | 26-50 | 51-55