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Articles table of contents

Results : 251-275/664

A new bispectral test for nonLinear serial dependence

Authors: Rusticelli, Elena Ashley, Richard A. Dagum, Estela Bee Patterson, Douglas M.

Journal: Econometric reviews

Citation: Rusticelli, Elena et al., A new bispectral test for nonLinear serial dependence, Econometric reviews , 28(1-3), 2008, pp. 279-293

A multivariate volatility vine copula model

Authors: Brechmann, E C Heiden, M Okhrin, Y

Journal: Econometric reviews

Citation: C. Brechmann, E et al., A multivariate volatility vine copula model, Econometric reviews , 37(4), 2018, pp. 281-308

Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach

Authors: Hall, Alastair R Li, Yuyi Orme, Chris D Sinko, Arthur

Journal: Econometric reviews

Citation: R. Hall, Alastair et al., Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach, Econometric reviews , 34(3), 2015, pp. 286-327

An introduction to hypergeometric functions for economists

Authors: Abadir, Karim M.

Journal: Econometric reviews

Citation: M. Abadir, Karim, An introduction to hypergeometric functions for economists, Econometric reviews , 18(3), 1999, pp. 287-330

Inference on locally ordered breaks in multiple regressions

Authors: Li, Ye Perron, Pierre

Journal: Econometric reviews

Citation: Li, Ye et Perron, Pierre, Inference on locally ordered breaks in multiple regressions, Econometric reviews , 36(1-3), 2017, pp. 289-353

Forecasting performance of an open economy DSGE model

Authors: Adolfson, Malin Lindé, Jesper Villani, Mattias

Journal: Econometric reviews

Citation: Adolfson, Malin et al., Forecasting performance of an open economy DSGE model, Econometric reviews , 26(2-4), 2007, pp. 289-328

On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions

Authors: Ruggeri, Fabrizio

Journal: Econometric reviews

Citation: Ruggeri, Fabrizio, On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions, Econometric reviews , 33(1-4), 2014, pp. 289-304

Frontier production functions

Authors: Schmidt, Peter

Journal: Econometric reviews

Citation: Schmidt, Peter, Frontier production functions, Econometric reviews , 4(2), 1985, pp. 289-328

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

Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model

Authors: Anyfantaki, Sofia Demos, Antonis

Journal: Econometric reviews

Citation: Anyfantaki, Sofia et Demos, Antonis, Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model, Econometric reviews , 35(2), 2016, pp. 293-310

A panel unit root test with good power in small samples

Authors: Lopez, Claude

Journal: Econometric reviews

Citation: Lopez, Claude, A panel unit root test with good power in small samples, Econometric reviews , 28(4), 2009, pp. 295-313

A comparison of estimation methods for vector autoregressive moving-average models

Authors: Kascha, Christian

Journal: Econometric reviews

Citation: Kascha, Christian, A comparison of estimation methods for vector autoregressive moving-average models, Econometric reviews , 31(3), 2012, pp. 297-324

New Simple Tests for Panel Cointegration

Authors: Westerlund, Joakim

Journal: Econometric reviews

Citation: Westerlund, Joakim, New Simple Tests for Panel Cointegration, Econometric reviews , 24(3), 2005, pp. 297-316

Why aggregate long memory time series?

Authors: Souza, Leonardo Rocha

Journal: Econometric reviews

Citation: Souza, Leonardo Rocha, Why aggregate long memory time series?, Econometric reviews , 27(1-3), 2008, pp. 298-316

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(4), 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

Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects

Authors: Ramírez Hassan, Andrés Montoya Blandón, Santiago

Journal: Econometric reviews

Citation: Ramírez Hassan, Andrés et Montoya Blandón, Santiago, Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects, Econometric reviews , 38(3), 2019, pp. 301-318

Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation

Authors: Iglesias, Emma M. Phillips, Garry D. A.

Journal: Econometric reviews

Citation: M. Iglesias, Emma et A. Phillips, Garry D., Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation, Econometric reviews , 30(3), 2011, pp. 303-336

Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem

Authors: Yang, Minxian

Journal: Econometric reviews

Citation: Yang, Minxian, Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem, Econometric reviews , 33(1-4), 2014, pp. 305-336

Information-theoretic distribution test with application to normality

Authors: Stengos, Thanasis Wu, Ximing

Journal: Econometric reviews

Citation: Stengos, Thanasis et Wu, Ximing, Information-theoretic distribution test with application to normality, Econometric reviews , 29(3), 2009, pp. 307-329

The asymptotic covariance matrix of the QMLE in ARMA models

Authors: Bao, Yong

Journal: Econometric reviews

Citation: Bao, Yong, The asymptotic covariance matrix of the QMLE in ARMA models, Econometric reviews , 37(4), 2018, pp. 309-324

Exact Estimation of Demand Functions under Block-Rate Pricing

Authors: Miyawaki, Koji Omori, Yasuhiro Hibiki, Akira

Journal: Econometric reviews

Citation: Miyawaki, Koji et al., Exact Estimation of Demand Functions under Block-Rate Pricing, Econometric reviews , 35(3), 2016, pp. 311-343

Factor multivariate stochastic volatility via wishart processes

Authors: Philipov, Alexander Glickman, Mark E.

Journal: Econometric reviews

Citation: Philipov, Alexander et E. Glickman, Mark, Factor multivariate stochastic volatility via wishart processes, Econometric reviews , 25(2-3), 2006, pp. 311-334

A note on unit root tests with infinite variance noise

Authors: Samarakoon, D. M. Mahinda Knight, Keith

Journal: Econometric reviews

Citation: Samarakoon, D. M. Mahinda et Knight, Keith, A note on unit root tests with infinite variance noise, Econometric reviews , 28(4), 2009, pp. 314-334

Dynamic Asymmetric Leverage in Stochastic Volatility Models

Authors: Asai, Manabu McAleer, Michael

Journal: Econometric reviews

Citation: Asai, Manabu et Mcaleer, Michael, Dynamic Asymmetric Leverage in Stochastic Volatility Models, Econometric reviews , 24(3), 2005, pp. 317-332

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