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Articles table of contents

Results : 51-75/664

Multidimensional poverty: measurement, estimation, and inference

Authors: Bennett, Christopher J. Mitra, Shabana

Journal: Econometric reviews

Citation: J. Bennett, Christopher et Mitra, Shabana, Multidimensional poverty: measurement, estimation, and inference, Econometric reviews , 32(1), 2013, pp. 57-83

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

Two canonical VARMA forms: scalar component models vis-à-vis the echelon form

Authors: Athanasopoulos, George Poskitt, D. S. Vahid, Farshid

Journal: Econometric reviews

Citation: Athanasopoulos, George et al., Two canonical VARMA forms: scalar component models vis-à-vis the echelon form, Econometric reviews , 31(1), 2012, pp. 60-83

Periodic long-memory GARCH models

Authors: Bordignon, Silvano Caporin, Massimiliano Lisi, Francesco

Journal: Econometric reviews

Citation: Bordignon, Silvano et al., Periodic long-memory GARCH models, Econometric reviews , 28(1-3), 2008, pp. 60-82

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

Trend.Cycle Decompositions with Correlated Components

Authors: Proietti, Tommaso

Journal: Econometric reviews

Citation: Proietti, Tommaso, Trend.Cycle Decompositions with Correlated Components, Econometric reviews , 25(1), 2006, pp. 61-84

Inferences from cross-sectional, stochastic frontier models

Authors: Simar, Leopold Wilson, Paul W.

Journal: Econometric reviews

Citation: Simar, Leopold et W. Wilson, Paul, Inferences from cross-sectional, stochastic frontier models, Econometric reviews , 29(1), 2009, pp. 62-98

Comment

Authors: Boland, Lawrence A.

Journal: Econometric reviews

Citation: A. Boland, Lawrence, Comment, Econometric reviews , 4(1), 1985, pp. 63-67

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

Comment

Authors: Good, I. J.

Journal: Econometric reviews

Citation: J. Good, I., Comment, Econometric reviews , 4(1), 1985, pp. 69-74

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

The foundations of econometrics.are there any

Authors: Swamy, P. A. V. B. Conway, Roger K. Muehlen, P. Von zur

Journal: Econometric reviews

Citation: B. Swamy, P. A. V. et al., The foundations of econometrics.are there any, Econometric reviews , 4(1), 1985, pp. 75-80

Estimating consumer surplus comments on "using simulation methods for bayesian econometric models: inference development and communication"

Authors: Griffiths, W. E.

Journal: Econometric reviews

Citation: E. Griffiths, W., Estimating consumer surplus comments on "using simulation methods for bayesian econometric models: inference development and communication", Econometric reviews , 18(1), 1999, pp. 75-87

Moving average-based estimators of integrated variance

Authors: Hansen, Peter R. Large, Jeremy Lunde, Asger

Journal: Econometric reviews

Citation: R. Hansen, Peter et al., Moving average-based estimators of integrated variance, Econometric reviews , 27(1-3), 2008, pp. 79-111

Coherence, .improper. priors, and finite additivity

Authors: Seidenfeld, Teddy

Journal: Econometric reviews

Citation: Seidenfeld, Teddy, Coherence, .improper. priors, and finite additivity, Econometric reviews , 4(1), 1985, pp. 81-91

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

Performance of model selection criteria in bayesian threshold VAR (TVAR) models

Authors: Kwon, Yongjae Bozdogan, Hamparsum Bensmail, Halima

Journal: Econometric reviews

Citation: Kwon, Yongjae et al., Performance of model selection criteria in bayesian threshold VAR (TVAR) models, Econometric reviews , 28(1-3), 2008, pp. 83-101

Estimation of dynamic discrete choice models using artificial neural network approximations

Authors: Norets, Andriy

Journal: Econometric reviews

Citation: Norets, Andriy, Estimation of dynamic discrete choice models using artificial neural network approximations, Econometric reviews , 31(1), 2012, pp. 84-106

Testing for restricted stochastic dominance

Authors: Davidson, Russell Duclos, Jean-Yves

Journal: Econometric reviews

Citation: Davidson, Russell et Duclos, Jean-yves, Testing for restricted stochastic dominance, Econometric reviews , 32(1), 2013, pp. 84-125

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

The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study

Authors: Hlouskova, Jaroslava Wagner, Martin

Journal: Econometric reviews

Citation: Hlouskova, Jaroslava et Wagner, Martin, The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study, Econometric reviews , 25(1), 2006, pp. 85-116

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

Mixing conditions, central limit theorems, and invariance principles: a survey of the literature with some new results on heteroscedastic sequences

Authors: Kourogenis, Nikolaos Pittis, Nikitas

Journal: Econometric reviews

Citation: Kourogenis, Nikolaos et Pittis, Nikitas, Mixing conditions, central limit theorems, and invariance principles: a survey of the literature with some new results on heteroscedastic sequences, Econometric reviews , 30(1), 2010, pp. 88-108

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

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