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Results : 51-75/386

A general approach to conditional moment specification testing with projections

Authors: Wang, Xuexin

Journal: Econometric reviews

Citation: Wang, Xuexin, A general approach to conditional moment specification testing with projections, Econometric reviews , 37(2), 2018, pp. 140-165

What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models?

Authors: Iwata, Shigeru Li, Han

Journal: Econometric reviews

Citation: Iwata, Shigeru et Li, Han, What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models?, Econometric reviews , 24(1-2), 2015, pp. 146-173

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

Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors

Authors: Zhang, Rongmao Li, Chenxue Peng, Liang

Journal: Econometric reviews

Citation: Zhang, Rongmao et al., Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors, Econometric reviews , 38(2), 2019, pp. 151-169

DSGE Models with Student-t Errors

Authors: Chib, Siddhartha Ramamurthy, Srikanth

Journal: Econometric reviews

Citation: Chib, Siddhartha et Ramamurthy, Srikanth, DSGE Models with Student-t Errors, Econometric reviews , 33(1-4), 2014, pp. 152-171

Measuring firm performance using nonparametric quantile-type distances

Authors: Daouia, Abdelaati Simar, Léopold Wilson, Paul W

Journal: Econometric reviews

Citation: Daouia, Abdelaati et al., Measuring firm performance using nonparametric quantile-type distances, Econometric reviews , 36(1-3), 2017, pp. 156-181

Smooth coefficient models with endogenous environmental variables

Authors: Delgado, Michael S Ozabaci, Deniz Sun, Yiguo Kumbhakar, Subal C

Journal: Econometric reviews

Citation: S. Delgado, Michael et al., Smooth coefficient models with endogenous environmental variables, Econometric reviews , 39(2), 2020, pp. 158-180

A stochastic recurrence equations approach for score driven correlation models

Authors: Blasques, Francisco Lucas, André Silde, Erkki

Journal: Econometric reviews

Citation: Blasques, Francisco et al., A stochastic recurrence equations approach for score driven correlation models, Econometric reviews , 37(2), 2018, pp. 166-181

The Co-Integrated Vector Autoregression with Errors.in.Variables

Authors: Nielsen, Heino Bohn

Journal: Econometric reviews

Citation: Nielsen, Heino Bohn, The Co-Integrated Vector Autoregression with Errors.in.Variables, Econometric reviews , 35(2), 2016, pp. 169-200

Bias-corrected realized variance

Authors: Yeh, Jin-Huei Wang, Jying-Nan

Journal: Econometric reviews

Citation: Yeh, Jin-huei et Wang, Jying-nan, Bias-corrected realized variance, Econometric reviews , 38(2), 2019, pp. 170-192

Explaining Trends in Body Mass Index Using Demographic Counterfactuals

Authors: Kline, Brendan Tobias, Justin L

Journal: Econometric reviews

Citation: Kline, Brendan et L. Tobias, Justin, Explaining Trends in Body Mass Index Using Demographic Counterfactuals, Econometric reviews , 33(1-4), 2014, pp. 172-196

Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach

Authors: Silvennoinen, Annastiina Teräsvirta, Timo

Journal: Econometric reviews

Citation: Silvennoinen, Annastiina et Teräsvirta, Timo, Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach, Econometric reviews , 34(1-2), 2015, pp. 174-197

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

ML and GMM with concentrated instruments in the static panel data model

Authors: Bekker, Paul van Essen, Jelle

Journal: Econometric reviews

Citation: Bekker, Paul et Van Essen, Jelle, ML and GMM with concentrated instruments in the static panel data model, Econometric reviews , 39(2), 2020, pp. 181-195

Invariant tests based on M-estimators, estimating functions, and the generalized method of moments

Authors: Dufour, Jean-Marie Trognon, Alain Tuvaandorj, Purevdorj

Journal: Econometric reviews

Citation: Dufour, Jean-marie et al., Invariant tests based on M-estimators, estimating functions, and the generalized method of moments, Econometric reviews , 36(1-3), 2017, pp. 182-204

Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency

Authors: Ando, Tomohiro Bai, Jushan

Journal: Econometric reviews

Citation: Ando, Tomohiro et Bai, Jushan, Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency, Econometric reviews , 37(3), 2018, pp. 183-211

Practical procedures to deal with common support problems in matching estimation

Authors: Lechner, Michael Strittmatter, Anthony

Journal: Econometric reviews

Citation: Lechner, Michael et Strittmatter, Anthony, Practical procedures to deal with common support problems in matching estimation, Econometric reviews , 38(2), 2019, pp. 193-207

Identification and estimation in a linear correlated random coefficients model with censoring

Authors: Zhang, Zhengyu Jin, Zequn

Journal: Econometric reviews

Citation: Zhang, Zhengyu et Jin, Zequn, Identification and estimation in a linear correlated random coefficients model with censoring, Econometric reviews , 39(2), 2020, pp. 196-213

The Effective Sample Size

Authors: Berger, James Bayarri, M J Pericchi, L R

Journal: Econometric reviews

Citation: Berger, James et al., The Effective Sample Size, Econometric reviews , 33(1-4), 2014, pp. 197-217

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

Imposing Theoretical Regularity on Flexible Functional Forms

Authors: Serletis, Apostolos Feng, Guohua

Journal: Econometric reviews

Citation: Serletis, Apostolos et Feng, Guohua, Imposing Theoretical Regularity on Flexible Functional Forms, Econometric reviews , 34(1-2), 2015, pp. 198-227

Empirical Likelihood in Causal Inference

Authors: Zhang, Biao

Journal: Econometric reviews

Citation: Zhang, Biao, Empirical Likelihood in Causal Inference, Econometric reviews , 35(2), 2016, pp. 201-231

Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method

Authors: Green, Carl Li, Qi Zhang, Yu Yvette

Journal: Econometric reviews

Citation: Green, Carl et al., Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method, Econometric reviews , 36(1-3), 2017, pp. 205-224

The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model

Authors: Forchini, Giovanni Jiang, Bin

Journal: Econometric reviews

Citation: Forchini, Giovanni et Jiang, Bin, The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model, Econometric reviews , 38(2), 2019, pp. 208-247

The estimation of multidimensional fixed effects panel data models

Authors: Balazsi, Laszlo Matyas, Laszlo Wansbeek, Tom

Journal: Econometric reviews

Citation: Balazsi, Laszlo et al., The estimation of multidimensional fixed effects panel data models, Econometric reviews , 37(3), 2018, pp. 212-227

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