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Results : 26-50/386

Inference for impulse response coefficients from multivariate fractionally integrated processes

Authors: Baillie, Richard T Kapetanios, George Papailias, Fotis

Journal: Econometric reviews

Citation: T. Baillie, Richard et al., Inference for impulse response coefficients from multivariate fractionally integrated processes, Econometric reviews , 36(1-3), 2017, pp. 60-84

Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model

Authors: Bartolucci, Francesco Nigro, Valentina Pigini, Claudia

Journal: Econometric reviews

Citation: Bartolucci, Francesco et al., Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model, Econometric reviews , 37(1), 2018, pp. 61-88

A Predictive Approach for Selection of Diffusion Index Models

Authors: Ando, Tomohiro Tsay, Ruey S

Journal: Econometric reviews

Citation: Ando, Tomohiro et S. Tsay, Ruey, A Predictive Approach for Selection of Diffusion Index Models, Econometric reviews , 33(1-4), 2014, pp. 68-99

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

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

A Simple Estimator for Binary Choice Models with Endogenous Regressors

Authors: Dong, Yingying Lewbel, Arthur

Journal: Econometric reviews

Citation: Dong, Yingying et Lewbel, Arthur, A Simple Estimator for Binary Choice Models with Endogenous Regressors, Econometric reviews , 34(1-2), 2015, pp. 82-105

Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

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

Journal: Econometric reviews

Citation: H. Baltagi, Badi et al., Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term, Econometric reviews , 36(1-3), 2017, pp. 85-102

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 discrete/continuous choice model on a nonconvex budget set

Authors: Miyawaki, Koji Omori, Yasuhiro Hibiki, Akira

Journal: Econometric reviews

Citation: Miyawaki, Koji et al., A discrete/continuous choice model on a nonconvex budget set, Econometric reviews , 37(2), 2018, pp. 89-113

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

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

Nonparametric Estimation of Large Auctions with Risk Averse Bidders

Authors: Liu, Xiaodong

Journal: Econometric reviews

Citation: Liu, Xiaodong, Nonparametric Estimation of Large Auctions with Risk Averse Bidders, Econometric reviews , 35(1), 2016, pp. 98-121

Bayesian Instrumental Variables: Priors and Likelihoods

Authors: Lopes, Hedibert F Polson, Nicholas G

Journal: Econometric reviews

Citation: F. Lopes, Hedibert et G. Polson, Nicholas, Bayesian Instrumental Variables: Priors and Likelihoods, Econometric reviews , 33(1-4), 2014, pp. 100-121

Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes

Authors: Bierens, Herman J Wang, Li

Journal: Econometric reviews

Citation: J. Bierens, Herman et Wang, Li, Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes, Econometric reviews , 36(1-3), 2017, pp. 103-135

Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components

Authors: Diewert, W Erwin Haan, Jan de Hendriks, Rens

Journal: Econometric reviews

Citation: Diewert, W Erwin et al., Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components, Econometric reviews , 34(1-2), 2015, pp. 106-126

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

Modeling and forecasting realized covariance matrices with accounting for leverage

Authors: Anatolyev, Stanislav Kobotaev, Nikita

Journal: Econometric reviews

Citation: Anatolyev, Stanislav et Kobotaev, Nikita, Modeling and forecasting realized covariance matrices with accounting for leverage, Econometric reviews , 37(2), 2018, pp. 114-139

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

The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests

Authors: del Barrio Castro, Tomás Osborn, Denise R Taylor, AM Robert

Journal: Econometric reviews

Citation: Del Barrio Castro, Tomás et al., The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests, Econometric reviews , 35(1), 2016, pp. 122-168

Two-Stage Bayesian Model Averaging in Endogenous Variable Models

Authors: Lenkoski, Alex Eicher, Theo S Raftery, Adrian E

Journal: Econometric reviews

Citation: Lenkoski, Alex et al., Two-Stage Bayesian Model Averaging in Endogenous Variable Models, Econometric reviews , 33(1-4), 2014, pp. 122-151

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

Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process

Authors: Sun, Yiguo Hsiao, Cheng Li, Qi

Journal: Econometric reviews

Citation: Sun, Yiguo et al., Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process, Econometric reviews , 34(1-2), 2015, pp. 127-145

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

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

Bootstrapping unit root tests with covariates

Authors: Chang, Yoosoon Sickles, Robin C Song, Wonho

Journal: Econometric reviews

Citation: Chang, Yoosoon et al., Bootstrapping unit root tests with covariates, Econometric reviews , 36(1-3), 2017, pp. 136-155

Results: 1-25 | 26-50 | 51-75 | 76-100 | >>