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

Articles table of contents

Results : 26-50/54

A nonparametric specification test for the volatility functions of diffusion processes

Authors: Chen, Qiang Hu, Meidi Song, Xiaojun

Journal: Econometric reviews

Citation: Chen, Qiang et al., A nonparametric specification test for the volatility functions of diffusion processes, Econometric reviews , 38(5), 2019, pp. 557-576

Model selection for factor analysis: Some new criteria and performance comparisons

Authors: Choi, in Jeong, Hanbat

Journal: Econometric reviews

Citation: Choi, In et Jeong, Hanbat, Model selection for factor analysis: Some new criteria and performance comparisons, Econometric reviews , 38(6), 2019, pp. 577-596

Parameter estimation and inference with spatial lags and cointegration

Authors: Mutl, Jan Sögner, Leopold

Journal: Econometric reviews

Citation: Mutl, Jan et Sögner, Leopold, Parameter estimation and inference with spatial lags and cointegration, Econometric reviews , 38(6), 2019, pp. 597-635

Functional coe.cient time series models with trending regressors

Authors: Cheng, Tingting

Journal: Econometric reviews

Citation: Cheng, Tingting, Functional coe.cient time series models with trending regressors, Econometric reviews , 38(6), 2019, pp. 636-659

Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation

Authors: Halunga, Andreea G Savva, Christos S

Journal: Econometric reviews

Citation: G. Halunga, Andreea et S. Savva, Christos, Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation, Econometric reviews , 38(6), 2019, pp. 660-678

Binary quantile regression and variable selection: A new approach

Authors: Aristodemou, Katerina He, Jian Yu, Keming

Journal: Econometric reviews

Citation: Aristodemou, Katerina et al., Binary quantile regression and variable selection: A new approach, Econometric reviews , 38(6), 2019, pp. 679-694

Size distributions reconsidered

Authors: Schluter, Christian Trede, Mark

Journal: Econometric reviews

Citation: Schluter, Christian et Trede, Mark, Size distributions reconsidered, Econometric reviews , 38(6), 2019, pp. 695-710

Revisiting the transitional dynamics of business cycle phases with mixed-frequency data

Authors: Bessec, Marie

Journal: Econometric reviews

Citation: Bessec, Marie, Revisiting the transitional dynamics of business cycle phases with mixed-frequency data, Econometric reviews , 38(7), 2019, pp. 711-732

Nonparametric localized bandwidth selection for Kernel density estimation

Authors: Cheng, Tingting Gao, Jiti Zhang, Xibin

Journal: Econometric reviews

Citation: Cheng, Tingting et al., Nonparametric localized bandwidth selection for Kernel density estimation, Econometric reviews , 38(7), 2019, pp. 733-762

Focused information criterion for locally misspecified vector autoregressive models

Authors: Lohmeyer, Jan Palm, Franz Reuvers, Hanno Urbain, Jean-Pierre

Journal: Econometric reviews

Citation: Lohmeyer, Jan et al., Focused information criterion for locally misspecified vector autoregressive models, Econometric reviews , 38(7), 2019, pp. 763-792

Ratio tests under limiting normality

Authors: Hassler, Uwe Hosseinkouchack, Mehdi

Journal: Econometric reviews

Citation: Hassler, Uwe et Hosseinkouchack, Mehdi, Ratio tests under limiting normality, Econometric reviews , 38(7), 2019, pp. 793-813

OLS and IV estimation of regression models including endogenous interaction terms

Authors: Bun, Maurice J G Harrison, Teresa D

Journal: Econometric reviews

Citation: G. Bun, Maurice J et D. Harrison, Teresa, OLS and IV estimation of regression models including endogenous interaction terms, Econometric reviews , 38(7), 2019, pp. 814-827

Structural breaks in panel data: Large number of panels and short length time series

Authors: Antoch, Jaromír Hanousek, Jan Horváth, Lajos Hu.ková, Marie Wang, Shixuan

Journal: Econometric reviews

Citation: Antoch, Jaromír et al., Structural breaks in panel data: Large number of panels and short length time series, Econometric reviews , 38(7), 2019, pp. 828-855

Sparse Change-point HAR Models for Realized Variance

Authors: Dufays, Arnaud Rombouts, Jeroen V K

Journal: Econometric reviews

Citation: Dufays, Arnaud et K. Rombouts, Jeroen V, Sparse Change-point HAR Models for Realized Variance, Econometric reviews , 38(8), 2019, pp. 857-880

Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending

Authors: Carrion-i-Silvestre, Josep Lluís Kim, Dukpa

Journal: Econometric reviews

Citation: Carrion-i-silvestre, Josep Lluís et Kim, Dukpa, Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending, Econometric reviews , 38(8), 2019, pp. 881-898

Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility

Authors: León-González, Roberto

Journal: Econometric reviews

Citation: León-gonzález, Roberto, Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility, Econometric reviews , 38(8), 2019, pp. 899-920

Simultaneous equations with binary outcomes and social interactions

Authors: Liu, Xiaodong

Journal: Econometric reviews

Citation: Liu, Xiaodong, Simultaneous equations with binary outcomes and social interactions, Econometric reviews , 38(8), 2019, pp. 921-937

Inference on local average treatment effects for misclassified treatment

Authors: Yanagi, Takahide

Journal: Econometric reviews

Citation: Yanagi, Takahide, Inference on local average treatment effects for misclassified treatment, Econometric reviews , 38(8), 2019, pp. 938-960

Estimation in a semiparametric panel data model with nonstationarity

Authors: Dong, Chaohua Gao, Jiti Peng, Bin

Journal: Econometric reviews

Citation: Dong, Chaohua et al., Estimation in a semiparametric panel data model with nonstationarity, Econometric reviews , 38(8), 2019, pp. 961-977

A practical guide to compact infinite dimensional parameter spaces

Authors: Freyberger, Joachim Masten, Matthew A

Journal: Econometric reviews

Citation: Freyberger, Joachim et A. Masten, Matthew, A practical guide to compact infinite dimensional parameter spaces, Econometric reviews , 38(9), 2019, pp. 979-1006

Particle learning for Bayesian semi-parametric stochastic volatility model

Authors: Virbickait., Audron. Lopes, Hedibert F Concepción Ausín, M Galeano, Pedro

Journal: Econometric reviews

Citation: Virbickait., Audron et al., Particle learning for Bayesian semi-parametric stochastic volatility model, Econometric reviews , 38(9), 2019, pp. 1007-1023

Generalized information matrix tests for copulas

Authors: Prokhorov, Artem Schepsmeier, Ulf Zhu, Yajing

Journal: Econometric reviews

Citation: Prokhorov, Artem et al., Generalized information matrix tests for copulas, Econometric reviews , 38(9), 2019, pp. 1024-1054

Double filter instrumental variable estimation of panel data models with weakly exogenous variables

Authors: Hayakawa, Kazuhiko Qi, Meng Breitung, Jörg

Journal: Econometric reviews

Citation: Hayakawa, Kazuhiko et al., Double filter instrumental variable estimation of panel data models with weakly exogenous variables, Econometric reviews , 38(9), 2019, pp. 1055-1088

Robust block bootstrap panel predictability tests

Authors: Smeekes, Stephan Westerlund, Joakim

Journal: Econometric reviews

Citation: Smeekes, Stephan et Westerlund, Joakim, Robust block bootstrap panel predictability tests, Econometric reviews , 38(9), 2019, pp. 1089-1107

Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter

Authors: Min Kim, Young Kang, Kyu Ho

Journal: Econometric reviews

Citation: Min Kim, Young et Kang, Kyu Ho, Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter, Econometric reviews , 38(10), 2019, pp. 1109-1130

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