string(237) "select * FROM articoli_opac WHERE fonte <> 'ISI' AND fonte='ACNP' AND fasc_anno_pubbl='2021' AND fasc_issn='07474938' order by level desc, fasc_key desc, NULLIF(regexp_replace(pagina_ini, E'\\D', '', 'g'), '')::int asc offset 0 limit 25" ACNP - Italian Periodicals Catalogue
Results: 1-21    

Articles table of contents

Results : 21
An upper bound for functions of estimators in high dimensions
Authors: Caner, Mehmet Han, Xu
Journal: Econometric reviews
Citation: Caner, Mehmet et Han, Xu, An upper bound for functions of estimators in high dimensions, Econometric reviews , 40(1), 2021, pp. 1-13
Common factors and spatial dependence: an application to US house prices
Authors: Yang, Cynthia Fan
Journal: Econometric reviews
Citation: Yang, Cynthia Fan, Common factors and spatial dependence: an application to US house prices, Econometric reviews , 40(1), 2021, pp. 14-50
Heteroscedasticity testing after outlier removal
Authors: Berenguer-Rico, Vanessa Wilms, Ines
Journal: Econometric reviews
Citation: Berenguer-rico, Vanessa et Wilms, Ines, Heteroscedasticity testing after outlier removal, Econometric reviews , 40(1), 2021, pp. 51-85
High-dimensional penalized arch processes
Authors: Poignard, Benjamin Fermanian, Jean-David
Journal: Econometric reviews
Citation: Poignard, Benjamin et Fermanian, Jean-david, High-dimensional penalized arch processes, Econometric reviews , 40(1), 2021, pp. 86-107
A specification test for dynamic conditional distribution models with function-valued parameters
Authors: Troster, Victor Wied, Dominik
Journal: Econometric reviews
Citation: Troster, Victor et Wied, Dominik, A specification test for dynamic conditional distribution models with function-valued parameters, Econometric reviews , 40(2), 2021, pp. 109-127
Quantile structural treatment effects: application to smoking wage penalty and its determinants
Authors: Hsu, Yu-Chin Kan, Kamhon Lai, Tsung-Chih
Journal: Econometric reviews
Citation: Hsu, Yu-chin et al., Quantile structural treatment effects: application to smoking wage penalty and its determinants, Econometric reviews , 40(2), 2021, pp. 128-147
Robust open Bayesian analysis: Overfitting, model uncertainty, and endogeneity issues in multiple regression models
Authors: Pacifico, Antonio
Journal: Econometric reviews
Citation: Pacifico, Antonio, Robust open Bayesian analysis: Overfitting, model uncertainty, and endogeneity issues in multiple regression models, Econometric reviews , 40(2), 2021, pp. 148-176
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Authors: Demetrescu, Matei Leppin, Julian S Reitz, Stefan
Journal: Econometric reviews
Citation: Demetrescu, Matei et al., Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions, Econometric reviews , 40(2), 2021, pp. 177-196
The continuous limit of weak GARCH
Authors: Alexander, Carol Lazar, Emese
Journal: Econometric reviews
Citation: Alexander, Carol et Lazar, Emese, The continuous limit of weak GARCH, Econometric reviews , 40(2), 2021, pp. 197-216
Testing for strict stationarity in a random coefficient autoregressive model
Authors: Trapani, Lorenzo
Journal: Econometric reviews
Citation: Trapani, Lorenzo, Testing for strict stationarity in a random coefficient autoregressive model, Econometric reviews , 40(3), 2021, pp. 220-256
Improved confidence sets for the date of a structural break
Authors: Yamazaki, Daisuke
Journal: Econometric reviews
Citation: Yamazaki, Daisuke, Improved confidence sets for the date of a structural break, Econometric reviews , 40(3), 2021, pp. 257-289
Multiple subordinated modeling of asset returns: Implications for option pricing
Authors: Shirvani, Abootaleb Rachev, Svetlozar T Fabozzi, Frank J
Journal: Econometric reviews
Citation: Shirvani, Abootaleb et al., Multiple subordinated modeling of asset returns: Implications for option pricing, Econometric reviews , 40(3), 2021, pp. 290-319
Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
Authors: Isaksson, Anders Shang, Chenjun Sickles, Robin C
Journal: Econometric reviews
Citation: Isaksson, Anders et al., Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach, Econometric reviews , 40(4), 2021, pp. 321-358
In-fill asymptotic theory for structural break point in autoregressions
Authors: Jiang, Liang Wang, Xiaohu Yu, Jun
Journal: Econometric reviews
Citation: Jiang, Liang et al., In-fill asymptotic theory for structural break point in autoregressions, Econometric reviews , 40(4), 2021, pp. 359-386
On asymptotic risk of selecting models for possibly nonstationary time-series
Authors: Yu, Shu-Hui Sin, Chor-yiu CY
Journal: Econometric reviews
Citation: Yu, Shu-hui et Cy. Sin, Chor-yiu, On asymptotic risk of selecting models for possibly nonstationary time-series, Econometric reviews , 40(4), 2021, pp. 387-414
Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Authors: Zhang, Ruohao Kumbhakar, Subal C Lai, Hung-pin
Journal: Econometric reviews
Citation: Zhang, Ruohao et al., Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors, Econometric reviews , 40(4), 2021, pp. 415-432
Predictability, real time estimation, and the formulation of unobserved components models
Authors: Proietti, Tommaso
Journal: Econometric reviews
Citation: Proietti, Tommaso, Predictability, real time estimation, and the formulation of unobserved components models, Econometric reviews , 40(5), 2021, pp. 433-454
Global estimation of finite mixture and misclassification models with an application to multiple equilibria
Authors: Hu, Yingyao Xiao, Ruli
Journal: Econometric reviews
Citation: Hu, Yingyao et Xiao, Ruli, Global estimation of finite mixture and misclassification models with an application to multiple equilibria, Econometric reviews , 40(5), 2021, pp. 455-469
Model selection in factor-augmented regressions with estimated factors
Authors: Djogbenou, Antoine A.
Journal: Econometric reviews
Citation: A. Djogbenou, Antoine, Model selection in factor-augmented regressions with estimated factors, Econometric reviews , 40(5), 2021, pp. 470-503
Revisiting regression adjustment in experiments with heterogeneous treatment effects
Authors: Negi, Akanksha Wooldridge, Jeffrey M
Journal: Econometric reviews
Citation: Negi, Akanksha et M. Wooldridge, Jeffrey, Revisiting regression adjustment in experiments with heterogeneous treatment effects, Econometric reviews , 40(5), 2021, pp. 504-534
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Authors: Tu, Yundong
Journal: Econometric reviews
Citation: Tu, Yundong, Testing for a unit root with nonstationary nonlinear heteroskedasticity, Econometric reviews , 39(9), 2021, pp. 904-929
Results: 1-21