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Articles table of contents

Results : 276-300/664

Information theoretic and entropy methods: an overview

Authors: Golan, Amos Maasoumi, Esfandiar

Journal: Econometric reviews

Citation: Golan, Amos et Maasoumi, Esfandiar, Information theoretic and entropy methods: an overview, Econometric reviews , 27(4-6), 2008, pp. 317-328

Long memory regressors and predictive testing: a two-stage rebalancing approach

Authors: Maynard, Alex Smallwood, Aaron Wohar, Mark E.

Journal: Econometric reviews

Citation: Maynard, Alex et al., Long memory regressors and predictive testing: a two-stage rebalancing approach, Econometric reviews , 32(3), 2013, pp. 318-360

Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity

Authors: Li, Dong Guo, Shaojun Zhu, Ke

Journal: Econometric reviews

Citation: Li, Dong et al., Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity, Econometric reviews , 38(3), 2019, pp. 319-331

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

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 , 36(4), 2017, pp. 321-358

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

Estimation bias and bias correction in reduced rank autoregressions

Authors: Nielsen, Heino Bohn

Journal: Econometric reviews

Citation: Nielsen, Heino Bohn, Estimation bias and bias correction in reduced rank autoregressions, Econometric reviews , 38(3), 2019, pp. 322-349

Granger-causal analysis of GARCH models: A Bayesian approach

Authors: Wo.niak, Tomasz

Journal: Econometric reviews

Citation: Wo.niak, Tomasz, Granger-causal analysis of GARCH models: A Bayesian approach, Econometric reviews , 37(4), 2018, pp. 325-346

Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models

Authors: Kurita, Takamitsu

Journal: Econometric reviews

Citation: Kurita, Takamitsu, Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models, Econometric reviews , 31(3), 2012, pp. 325-360

Shrinkage of Variance for Minimum Distance Based Tests

Authors: Chaudhuri, Saraswata Renault, Eric

Journal: Econometric reviews

Citation: Chaudhuri, Saraswata et Renault, Eric, Shrinkage of Variance for Minimum Distance Based Tests, Econometric reviews , 34(3), 2015, pp. 328-351

Approximate entropy as an irregularity measure for financial data

Authors: Pincus, Steve

Journal: Econometric reviews

Citation: Pincus, Steve, Approximate entropy as an irregularity measure for financial data, Econometric reviews , 27(4-6), 2008, pp. 329-362

Forecast combination and model averaging using predictive measures

Authors: Eklund, Jana Karlsson, Sune

Journal: Econometric reviews

Citation: Eklund, Jana et Karlsson, Sune, Forecast combination and model averaging using predictive measures, Econometric reviews , 26(2-4), 2007, pp. 329-363

Comment

Authors: Finn, R.Førsund

Journal: Econometric reviews

Citation: Finn, R.førsund, Comment, Econometric reviews , 4(2), 1985, pp. 329-334

Testing, estimation in GMM and CUE with nearly-weak identification

Authors: Caner, Mehmet

Journal: Econometric reviews

Citation: Caner, Mehmet, Testing, estimation in GMM and CUE with nearly-weak identification, Econometric reviews , 29(3), 2009, pp. 330-363

A note on super exogeneity in linear regression models

Authors: Psarasakis, Zacharias

Journal: Econometric reviews

Citation: Psarasakis, Zacharias, A note on super exogeneity in linear regression models, Econometric reviews , 18(3), 1999, pp. 331-336

Class Size and Educational Policy: Who Benefits from Smaller Classes?

Authors: Maasoumi, Esfandiar Millimet, Daniel L. Rangaprasad, Vasudha

Journal: Econometric reviews

Citation: Maasoumi, Esfandiar et al., Class Size and Educational Policy: Who Benefits from Smaller Classes?, Econometric reviews , 24(4), 2005, pp. 333-368

Classical and bayesian analysis of univariate and multivariate stochastic volatility models

Authors: Liesenfeld, Roman Richard, Jean-Francois

Journal: Econometric reviews

Citation: Liesenfeld, Roman et Richard, Jean-francois, Classical and bayesian analysis of univariate and multivariate stochastic volatility models, Econometric reviews , 25(2-3), 2006, pp. 335-360

Frontier production functions: Comment

Authors: Greene, William H.

Journal: Econometric reviews

Citation: H. Greene, William, Frontier production functions: Comment, Econometric reviews , 4(2), 1985, pp. 335-338

Tests for a unit root using three-regime TAR models: power comparison and some applications

Authors: Maki, Daiki

Journal: Econometric reviews

Citation: Maki, Daiki, Tests for a unit root using three-regime TAR models: power comparison and some applications, Econometric reviews , 28(4), 2009, pp. 335-363

Statistical Problem Classes and Their Links to Information Theory

Authors: Clarke, Bertrand Clarke, Jennifer Yu, Chi Wai

Journal: Econometric reviews

Citation: Clarke, Bertrand et al., Statistical Problem Classes and Their Links to Information Theory, Econometric reviews , 33(1-4), 2014, pp. 337-371

Book review

Authors: Kevin D. Hoover, Kevin D.

Journal: Econometric reviews

Citation: D. Kevin D. Hoover, Kevin, Book review, Econometric reviews , 18(3), 1999, pp. 337-342

Estimation of allocative inefficiency and productivity growth with dynamic adjustment costs

Authors: Atkinson, Scott E. Christopher, Cornwell

Journal: Econometric reviews

Citation: E. Atkinson, Scott et Christopher, Cornwell, Estimation of allocative inefficiency and productivity growth with dynamic adjustment costs, Econometric reviews , 30(3), 2011, pp. 337-357

Comment

Authors: Olsen, Randall J.

Journal: Econometric reviews

Citation: J. Olsen, Randall, Comment, Econometric reviews , 4(2), 1985, pp. 339-343

Testing autocorrelation in a system perspective testing autocorrelation

Authors: Edgerton, David Shukur, Ghazi

Journal: Econometric reviews

Citation: Edgerton, David et Shukur, Ghazi, Testing autocorrelation in a system perspective testing autocorrelation, Econometric reviews , 18(4), 1999, pp. 343-386

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

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