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

Articles table of contents

Results : 26-50/55

Stationarity and ergodicity of vector STAR models

Authors: Kheifets, Igor L Saikkonen, Pentti J

Journal: Econometric reviews

Citation: L. Kheifets, Igor et J. Saikkonen, Pentti, Stationarity and ergodicity of vector STAR models, Econometric reviews , 39(4), 2020, pp. 407-414

On endogeneity and shape invariance in extended partially linear single index models

Authors: Gao, Jiti Author: Kim, Namhyun Saart, Patrick W

Journal: Econometric reviews

Citation: Gao, Jiti et al., On endogeneity and shape invariance in extended partially linear single index models, Econometric reviews , 39(4), 2020, pp. 415-435

Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances

Authors: Billé, Anna Gloria Leorato, Samantha

Journal: Econometric reviews

Citation: Billé, Anna Gloria et Leorato, Samantha, Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances, Econometric reviews , 39(5), 2020, pp. 437-475

Specification testing with estimated variables

Authors: Domínguez, Manuel A Lobato, Ignacio N

Journal: Econometric reviews

Citation: A. Domínguez, Manuel et N. Lobato, Ignacio, Specification testing with estimated variables, Econometric reviews , 39(5), 2020, pp. 476-494

A new class of tests for overidentifying restrictions in moment condition models

Authors: Wang, Xuexin

Journal: Econometric reviews

Citation: Wang, Xuexin, A new class of tests for overidentifying restrictions in moment condition models, Econometric reviews , 39(5), 2020, pp. 495-509

Asymptotic properties of bubble monitoring tests

Authors: Kurozumi, Eiji

Journal: Econometric reviews

Citation: Kurozumi, Eiji, Asymptotic properties of bubble monitoring tests, Econometric reviews , 39(5), 2020, pp. 510-538

Decomposing joint distributions via reweighting functions: an application to intergenerational economic mobility

Authors: Richey, Jeremiah Rosburg, Alicia

Journal: Econometric reviews

Citation: Richey, Jeremiah et Rosburg, Alicia, Decomposing joint distributions via reweighting functions: an application to intergenerational economic mobility, Econometric reviews , 39(6), 2020, pp. 541-558

Nonlinear autoregressive models with optimality properties

Authors: Blasques, Francisco Koopman, Siem Jan Lucas, André

Journal: Econometric reviews

Citation: Blasques, Francisco et al., Nonlinear autoregressive models with optimality properties, Econometric reviews , 39(6), 2020, pp. 559-578

Where does the tail begin? An approach based on scoring rules

Authors: Hoga, Yannick

Journal: Econometric reviews

Citation: Hoga, Yannick, Where does the tail begin? An approach based on scoring rules, Econometric reviews , 39(6), 2020, pp. 579-601

Optimal adaptive sampling for a symmetric two-state continuous time Markov chain

Authors: Michel, Jon

Journal: Econometric reviews

Citation: Michel, Jon, Optimal adaptive sampling for a symmetric two-state continuous time Markov chain, Econometric reviews , 39(6), 2020, pp. 602-611

Efficiency bounds for semiparametric models with singular score functions

Authors: Dovonon, Prosper Atchadé, Yves F

Journal: Econometric reviews

Citation: Dovonon, Prosper et F. Atchadé, Yves, Efficiency bounds for semiparametric models with singular score functions, Econometric reviews , 39(6), 2020, pp. 612-648

Some notes on nonlinear cointegration: A partial review with some novel perspectives

Authors: Tjøstheim, Dag

Journal: Econometric reviews

Citation: Tjøstheim, Dag, Some notes on nonlinear cointegration: A partial review with some novel perspectives, Econometric reviews , 39(7), 2020, pp. 655-673

Chu, Ba M

Authors: Chu, Ba M Jacho-Chávez, David T Linton, Oliver B

Journal: Econometric reviews

Citation: M. Chu, Ba et al., Chu, Ba M, Econometric reviews , 39(7), 2020, pp. 674-690

Identification strength with a large number of moments

Authors: Han, Hyojin Renault, Eric

Journal: Econometric reviews

Citation: Han, Hyojin et Renault, Eric, Identification strength with a large number of moments, Econometric reviews , 39(7), 2020, pp. 691-714

Quantile aggregation and combination for stock return prediction

Authors: Jiang, Chuanliang Xiao, Zhijie Maasoumi, Esfandiar

Journal: Econometric reviews

Citation: Jiang, Chuanliang et al., Quantile aggregation and combination for stock return prediction, Econometric reviews , 39(7), 2020, pp. 715-743

Testing for shifts in a time trend panel data model with serially correlated error component disturbances

Authors: Baltagi, Badi H Kao, Chihwa Liu, Long

Journal: Econometric reviews

Citation: H. Baltagi, Badi et al., Testing for shifts in a time trend panel data model with serially correlated error component disturbances, Econometric reviews , 39(8), 2020, pp. 745-762

Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors

Authors: Coudin, Elise Dufour, Jean-Marie

Journal: Econometric reviews

Citation: Coudin, Elise et Dufour, Jean-marie, Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors, Econometric reviews , 39(8), 2020, pp. 763-791

Nonparametric estimation of marginal effects in regression-spline random effects models

Authors: Ma, Shujie Racine, Jeffrey S Ullah, Aman

Journal: Econometric reviews

Citation: Ma, Shujie et al., Nonparametric estimation of marginal effects in regression-spline random effects models, Econometric reviews , 39(8), 2020, pp. 792-825

Time evolution of income distributions with subgroup decompositions

Authors: Chen, Yi-Ting Tsay, Ruey S

Journal: Econometric reviews

Citation: Chen, Yi-ting et S. Tsay, Ruey, Time evolution of income distributions with subgroup decompositions, Econometric reviews , 39(8), 2020, pp. 826-857

Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation

Authors: Hsiao, Cheng

Journal: Econometric reviews

Citation: Hsiao, Cheng, Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation, Econometric reviews , 39(8), 2020, pp. 858-874

Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data

Authors: Bennedsen, Mikkel

Journal: Econometric reviews

Citation: Bennedsen, Mikkel, Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data, Econometric reviews , 39(9), 2020, pp. 875-903

A diagnostic test for specification of copulas under censorship

Authors: Lin, Juan Wu, Ximing

Journal: Econometric reviews

Citation: Lin, Juan et Wu, Ximing, A diagnostic test for specification of copulas under censorship, Econometric reviews , 39(9), 2020, pp. 930-946

Bayesian semiparametric multivariate stochastic volatility with application

Authors: Zaharieva, Martina Danielova Trede, Mark Wilfling, Bernd

Journal: Econometric reviews

Citation: Zaharieva, Martina Danielova et al., Bayesian semiparametric multivariate stochastic volatility with application, Econometric reviews , 39(9), 2020, pp. 947-970

A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities

Authors: Mazzeu, João Henrique G González-Rivera, Gloria Ruiz, Esther Veiga, Helena

Journal: Econometric reviews

Citation: G. Mazzeu, João Henrique et al., A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities, Econometric reviews , 39(10), 2020, pp. 971-990

On the estimation of integrated volatility in the presence of jumps and microstructure noise

Authors: Brownlees, Christian Nualart, Eulalia Sun, Yucheng

Journal: Econometric reviews

Citation: Brownlees, Christian et al., On the estimation of integrated volatility in the presence of jumps and microstructure noise, Econometric reviews , 39(10), 2020, pp. 991-1013

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