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Estimation of nonseparable models with censored dependent variables and endogenous regressors

Authors: Taylor, Luke Otsu, Taisuke

Journal: Econometric reviews

Citation: Taylor, Luke et Otsu, Taisuke, Estimation of nonseparable models with censored dependent variables and endogenous regressors, Econometric reviews , 38(1), 2019, pp. 4-24

A goodness-of-fit test for regular vine copula models

Authors: Schepsmeier, Ulf

Journal: Econometric reviews

Citation: Schepsmeier, Ulf, A goodness-of-fit test for regular vine copula models, Econometric reviews , 38(1), 2019, pp. 25-46

Information measures of kernel estimation

Authors: Beheshti, Neshat Racine, Jeffrey S Soofi, Ehsan S

Journal: Econometric reviews

Citation: Beheshti, Neshat et al., Information measures of kernel estimation, Econometric reviews , 38(1), 2019, pp. 47-68

Wavelet energy ratio unit root tests

Authors: Troki., Mirza

Journal: Econometric reviews

Citation: Troki., Mirza, Wavelet energy ratio unit root tests, Econometric reviews , 38(1), 2019, pp. 69-94

Two-sample least squares projection

Authors: Pacini, David

Journal: Econometric reviews

Citation: Pacini, David, Two-sample least squares projection, Econometric reviews , 38(1), 2019, pp. 95-123

Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression

Authors: Dong, Chaohua Gao, Jiti

Journal: Econometric reviews

Citation: Dong, Chaohua et Gao, Jiti, Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression, Econometric reviews , 38(2), 2019, pp. 125-150

Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors

Authors: Zhang, Rongmao Li, Chenxue Peng, Liang

Journal: Econometric reviews

Citation: Zhang, Rongmao et al., Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors, Econometric reviews , 38(2), 2019, pp. 151-169

Bias-corrected realized variance

Authors: Yeh, Jin-Huei Wang, Jying-Nan

Journal: Econometric reviews

Citation: Yeh, Jin-huei et Wang, Jying-nan, Bias-corrected realized variance, Econometric reviews , 38(2), 2019, pp. 170-192

Practical procedures to deal with common support problems in matching estimation

Authors: Lechner, Michael Strittmatter, Anthony

Journal: Econometric reviews

Citation: Lechner, Michael et Strittmatter, Anthony, Practical procedures to deal with common support problems in matching estimation, Econometric reviews , 38(2), 2019, pp. 193-207

The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model

Authors: Forchini, Giovanni Jiang, Bin

Journal: Econometric reviews

Citation: Forchini, Giovanni et Jiang, Bin, The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model, Econometric reviews , 38(2), 2019, pp. 208-247

Portmanteau tests for linearity of stationary time series

Authors: Psaradakis, Zacharias Vávra, Marián

Journal: Econometric reviews

Citation: Psaradakis, Zacharias et Vávra, Marián, Portmanteau tests for linearity of stationary time series, Econometric reviews , 38(2), 2019, pp. 248-262

Authors: Gayer, Gabi Lieberman, Offer Yaffe, Omer

Journal: Econometric reviews

Citation: Gayer, Gabi et al., Similarity-based model for ordered categorical data, Econometric reviews , 38(3), 2019, pp. 263-278

The estimation uncertainty of permanent-transitory decompositions in co-integrated systems

Authors: Schreiber, Sven

Journal: Econometric reviews

Citation: Schreiber, Sven, The estimation uncertainty of permanent-transitory decompositions in co-integrated systems, Econometric reviews , 38(4), 2019, pp. 279-300

Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects

Authors: Ramírez Hassan, Andrés Montoya Blandón, Santiago

Journal: Econometric reviews

Citation: Ramírez Hassan, Andrés et Montoya Blandón, Santiago, Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects, Econometric reviews , 38(3), 2019, pp. 301-318

Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity

Authors: Li, Dong Guo, Shaojun Zhu, Ke

Journal: Econometric reviews

Citation: Li, Dong et al., Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity, Econometric reviews , 38(3), 2019, pp. 319-331

Estimation bias and bias correction in reduced rank autoregressions

Authors: Nielsen, Heino Bohn

Journal: Econometric reviews

Citation: Nielsen, Heino Bohn, Estimation bias and bias correction in reduced rank autoregressions, Econometric reviews , 38(3), 2019, pp. 322-349

Identification of average marginal effects under misspecification when covariates are normal

Authors: Cuesta, José Ignacio Davis, Jonathan M V Gianou, Andrew Hoyos, Alejandro

Journal: Econometric reviews

Citation: Cuesta, José Ignacio et al., Identification of average marginal effects under misspecification when covariates are normal, Econometric reviews , 38(3), 2019, pp. 350-357

GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity

Authors: Liu, Xiaodong Saraiva, Paulo

Journal: Econometric reviews

Citation: Liu, Xiaodong et Saraiva, Paulo, GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity, Econometric reviews , 38(4), 2019, pp. 359-385

Nonstationary nonlinear quantile regression

Authors: Uematsu, Yoshimasa

Journal: Econometric reviews

Citation: Uematsu, Yoshimasa, Nonstationary nonlinear quantile regression, Econometric reviews , 38(5), 2019, pp. 386-416

Common threshold in quantile regressions with an application to pricing for reputation

Authors: Su, Liangjun Xu, Pai

Journal: Econometric reviews

Citation: Su, Liangjun et Xu, Pai, Common threshold in quantile regressions with an application to pricing for reputation, Econometric reviews , 38(4), 2019, pp. 417-450

Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach

Authors: Sriananthakumar, Sivagowry

Journal: Econometric reviews

Citation: Sriananthakumar, Sivagowry, Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach, Econometric reviews , 38(4), 2019, pp. 451-464

Alternative diff-in-diffs estimators with several pretreatment periods

Authors: Mora, Ricardo Reggio, Iliana

Journal: Econometric reviews

Citation: Mora, Ricardo et Reggio, Iliana, Alternative diff-in-diffs estimators with several pretreatment periods, Econometric reviews , 38(5), 2019, pp. 465-486

Multivariate Return Decomposition: Theory and Implications

Authors: Anatolyev, Stanislav Gospodinov, Nikolay

Journal: Econometric reviews

Citation: Anatolyev, Stanislav et Gospodinov, Nikolay, Multivariate Return Decomposition: Theory and Implications, Econometric reviews , 38(5), 2019, pp. 487-508

Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility

Authors: Cavaliere, Giuseppe Skrobotov, Anton Taylor, A M Robert

Journal: Econometric reviews

Citation: Cavaliere, Giuseppe et al., Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility, Econometric reviews , 38(5), 2019, pp. 509-532

Symbolic correlation integral

Authors: Caballero-Pintado, M Victoria Matilla-García, Mariano Marín, Manuel Ruiz

Journal: Econometric reviews

Citation: Caballero-pintado, M Victoria et al., Symbolic correlation integral, Econometric reviews , 38(5), 2019, pp. 533-556

Results: 1-25 | 26-50 | 51-54