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A Projection-Based Nonparametric Test of Conditional Quantile Independence

Authors: Nedeljkovic, Milan

Journal: Econometric reviews

Citation: Nedeljkovic, Milan, A Projection-Based Nonparametric Test of Conditional Quantile Independence, Econometric reviews , 39(1), 2020, pp. 1-26

A multifactor transformed diffusion model with applications to VIX and VIX futures

Authors: Author: Bu, Ruijun Jawadi, Fredj Li, Yuyi

Journal: Econometric reviews

Citation: Author: Bu, Ruijun et al., A multifactor transformed diffusion model with applications to VIX and VIX futures, Econometric reviews , 39(1), 2020, pp. 27-53

Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models

Authors: Jawadi, Fredj Ftiti, Zied Louhichi, Waël

Journal: Econometric reviews

Citation: Jawadi, Fredj et al., Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models, Econometric reviews , 39(1), 2020, pp. 54-70

Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model

Authors: Çakmakl., Cem

Journal: Econometric reviews

Citation: Çakmakl., Cem, Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model, Econometric reviews , 39(1), 2020, pp. 71-91

Identification of the linear factor model

Authors: Williams, Benjamin

Journal: Econometric reviews

Citation: Williams, Benjamin, Identification of the linear factor model, Econometric reviews , 39(1), 2020, pp. 92-109

Testing initial conditions in dynamic panel data models

Authors: Magazzini, Laura Calzolari, Giorgio

Journal: Econometric reviews

Citation: Magazzini, Laura et Calzolari, Giorgio, Testing initial conditions in dynamic panel data models, Econometric reviews , 39(2), 2020, pp. 115-134

Modeling temporal treatment effects with zero inflated semi-parametric regression models: The case of local development policies in France

Authors: Cardot, Hervé Musolesi, Antonio

Journal: Econometric reviews

Citation: Cardot, Hervé et Musolesi, Antonio, Modeling temporal treatment effects with zero inflated semi-parametric regression models: The case of local development policies in France, Econometric reviews , 39(2), 2020, pp. 135-157

Smooth coefficient models with endogenous environmental variables

Authors: Delgado, Michael S Ozabaci, Deniz Sun, Yiguo Kumbhakar, Subal C

Journal: Econometric reviews

Citation: S. Delgado, Michael et al., Smooth coefficient models with endogenous environmental variables, Econometric reviews , 39(2), 2020, pp. 158-180

ML and GMM with concentrated instruments in the static panel data model

Authors: Bekker, Paul van Essen, Jelle

Journal: Econometric reviews

Citation: Bekker, Paul et Van Essen, Jelle, ML and GMM with concentrated instruments in the static panel data model, Econometric reviews , 39(2), 2020, pp. 181-195

Identification and estimation in a linear correlated random coefficients model with censoring

Authors: Zhang, Zhengyu Jin, Zequn

Journal: Econometric reviews

Citation: Zhang, Zhengyu et Jin, Zequn, Identification and estimation in a linear correlated random coefficients model with censoring, Econometric reviews , 39(2), 2020, pp. 196-213

Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function

Authors: Xie, Qichang Sun, Qiankun Liu, Junxian

Journal: Econometric reviews

Citation: Xie, Qichang et al., Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function, Econometric reviews , 39(3), 2020, pp. 215-233

The polar confidence curve for a ratio

Authors: Mehlum, Halvor

Journal: Econometric reviews

Citation: Mehlum, Halvor, The polar confidence curve for a ratio, Econometric reviews , 39(4), 2020, pp. 234-243

The polar confidence curve for a ratio

Authors: Mehlum, Halvor

Journal: Econometric reviews

Citation: Mehlum, Halvor, The polar confidence curve for a ratio, Econometric reviews , 39(3), 2020, pp. 234-243

Robust inference in conditionally heteroskedastic autoregressions

Authors: Pedersen, Rasmus Søndergaard

Journal: Econometric reviews

Citation: Pedersen, Rasmus Søndergaard, Robust inference in conditionally heteroskedastic autoregressions, Econometric reviews , 39(3), 2020, pp. 244-259

Robust inference in conditionally heteroskedastic autoregressions

Authors: Pedersen, Rasmus Søndergaard

Journal: Econometric reviews

Citation: Pedersen, Rasmus Søndergaard, Robust inference in conditionally heteroskedastic autoregressions, Econometric reviews , 39(4), 2020, pp. 244-259

Maximum likelihood estimation of dynamic panel threshold models

Authors: Ramírez-Rondán, N R

Journal: Econometric reviews

Citation: R. Ramírez-rondán, N, Maximum likelihood estimation of dynamic panel threshold models, Econometric reviews , 39(4), 2020, pp. 260-276

Maximum likelihood estimation of dynamic panel threshold models

Authors: Ramírez-Rondán, N R

Journal: Econometric reviews

Citation: R. Ramírez-rondán, N, Maximum likelihood estimation of dynamic panel threshold models, Econometric reviews , 39(3), 2020, pp. 260-276

Testing for distributional features in varying coefficient panel data models

Authors: Soberon, Alexandra Stute, Winfried Rodriguez-Poo, Juan M

Journal: Econometric reviews

Citation: Soberon, Alexandra et al., Testing for distributional features in varying coefficient panel data models, Econometric reviews , 39(3), 2020, pp. 277-298

Testing for distributional features in varying coefficient panel data models

Authors: Soberon, Alexandra Stute, Winfried Rodriguez-Poo, Juan M

Journal: Econometric reviews

Citation: Soberon, Alexandra et al., Testing for distributional features in varying coefficient panel data models, Econometric reviews , 39(4), 2020, pp. 277-298

Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets

Authors: Tu, Yundong Wang, Ying

Journal: Econometric reviews

Citation: Tu, Yundong et Wang, Ying, Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets, Econometric reviews , 39(3), 2020, pp. 299-318

Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets

Authors: Tu, Yundong Wang, Ying

Journal: Econometric reviews

Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series

Authors: Dimitrakopoulos, Stefanos Kolossiatis, Michalis

Journal: Econometric reviews

Citation: Dimitrakopoulos, Stefanos et Kolossiatis, Michalis, Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series, Econometric reviews , 39(4), 2020, pp. 319-343

Minimum distance estimation of parametric Lorenz curves based on grouped data

Authors: Hajargasht, Gholamreza Griffiths, William E

Journal: Econometric reviews

Citation: Hajargasht, Gholamreza et E. Griffiths, William, Minimum distance estimation of parametric Lorenz curves based on grouped data, Econometric reviews , 39(4), 2020, pp. 344-361

Bootstrap inference for penalized GMM estimators with oracle properties

Authors: Camponovo, Lorenzo

Journal: Econometric reviews

Citation: Camponovo, Lorenzo, Bootstrap inference for penalized GMM estimators with oracle properties, Econometric reviews , 39(4), 2020, pp. 362-372

Multistep forecast selection for panel data

Authors: Greenaway-McGrevy, Ryan

Journal: Econometric reviews

Citation: Greenaway-mcgrevy, Ryan, Multistep forecast selection for panel data, Econometric reviews , 39(4), 2020, pp. 373-406

Results: 1-25 | 26-50 | 51-55