Results : 76-100/386
Authors:
Xie, Qichang
Sun, Qiankun
Liu, Junxian
Journal: Econometric reviews
Citation: Xie, Qichang et al., Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function, Econometric reviews , 39(3), 2020, pp. 215-233
Authors:
Meng, Xiao-Li
Xie, Xianchao
Journal: Econometric reviews
Citation: Meng, Xiao-li et Xie, Xianchao, I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb?, Econometric reviews , 33(1-4), 2014, pp. 218-250
Authors:
Trapani, Lorenzo
Journal: Econometric reviews
Citation: Trapani, Lorenzo, Testing for strict stationarity in a random coefficient autoregressive model, Econometric reviews , 40(3), 2021, pp. 220-256
Authors:
Han, Chirok
Phillips, Peter C B
Sul, Donggyu
Journal: Econometric reviews
Citation: Han, Chirok et al., Lag length selection in panel autoregression, Econometric reviews , 36(1-3), 2017, pp. 225-240
Authors:
Anderson, Richard G
Chauvet, Marcelle
Jones, Barry
Journal: Econometric reviews
Citation: G. Anderson, Richard et al., Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy, Econometric reviews , 34(1-2), 2015, pp. 228-254
Authors:
Pollock, D S G
Journal: Econometric reviews
Citation: G. Pollock, D S, Trends cycles and seasons: Econometric methods of signal extraction, Econometric reviews , 37(3), 2018, pp. 228-246
Authors:
Audrino, Francesco
Corsi, Fulvio
Filipova, Kameliya
Journal: Econometric reviews
Citation: Audrino, Francesco et al., Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators, Econometric reviews , 35(2), 2016, pp. 232-256
Authors:
Mehlum, Halvor
Journal: Econometric reviews
Citation: Mehlum, Halvor, The polar confidence curve for a ratio, Econometric reviews , 39(3), 2020, pp. 234-243
Authors:
Mehlum, Halvor
Journal: Econometric reviews
Citation: Mehlum, Halvor, The polar confidence curve for a ratio, Econometric reviews , 39(4), 2020, pp. 234-243
Authors:
Kiefer, Nicholas M
Racine, Jeffrey S
Journal: Econometric reviews
Citation: M. Kiefer, Nicholas et S. Racine, Jeffrey, The smooth colonel and the reverend find common ground, Econometric reviews , 36(1-3), 2017, pp. 241-256
Authors:
Pedersen, Rasmus Søndergaard
Journal: Econometric reviews
Citation: Pedersen, Rasmus Søndergaard, Robust inference in conditionally heteroskedastic autoregressions, Econometric reviews , 39(3), 2020, pp. 244-259
Authors:
Pedersen, Rasmus Søndergaard
Journal: Econometric reviews
Citation: Pedersen, Rasmus Søndergaard, Robust inference in conditionally heteroskedastic autoregressions, Econometric reviews , 39(4), 2020, pp. 244-259
Authors:
Hatefi, S M
Torabi, S A
Journal: Econometric reviews
Citation: M. Hatefi, S et A. Torabi, S, A slack analysis framework for improving composite indicators with applications to human development and sustainable energy indices, Econometric reviews , 37(3), 2018, pp. 247-259
Authors:
Psaradakis, Zacharias
Vávra, Marián
Journal: Econometric reviews
Citation: Psaradakis, Zacharias et Vávra, Marián, Portmanteau tests for linearity of stationary time series, Econometric reviews , 38(2), 2019, pp. 248-262
Authors:
George, Edward I
Maruyama, Yuzo
Journal: Econometric reviews
Citation: I. George, Edward et Maruyama, Yuzo, Posterior Odds with a Generalized Hyper-g-Prior, Econometric reviews , 33(1-4), 2014, pp. 251-269
Authors:
Chan, Joshua C C
Eisenstat, Eric
Journal: Econometric reviews
Citation: C. Chan, Joshua C et Eisenstat, Eric, Marginal Likelihood Estimation with the Cross-Entropy Method, Econometric reviews , 34(3), 2015, pp. 256-285
Authors:
Alghalith, Moawia
Journal: Econometric reviews
Citation: Alghalith, Moawia, Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method, Econometric reviews , 35(2), 2016, pp. 257-262
Authors:
Yamazaki, Daisuke
Journal: Econometric reviews
Citation: Yamazaki, Daisuke, Improved confidence sets for the date of a structural break, Econometric reviews , 40(3), 2021, pp. 257-289
Authors:
Lahiri, Kajal
Peng, Huaming
Zhao, Yongchen
Journal: Econometric reviews
Citation: Lahiri, Kajal et al., Online learning and forecast combination in unbalanced panels, Econometric reviews , 36(1-3), 2017, pp. 257-288
Authors:
Ramírez-Rondán, N R
Journal: Econometric reviews
Citation: R. Ramírez-rondán, N, Maximum likelihood estimation of dynamic panel threshold models, Econometric reviews , 39(4), 2020, pp. 260-276
Authors:
Horrace, William C
Parmeter, Christopher F
Journal: Econometric reviews
Citation: C. Horrace, William et F. Parmeter, Christopher, A Laplace stochastic frontier model, Econometric reviews , 37(3), 2018, pp. 260-280
Authors:
Ramírez-Rondán, N R
Journal: Econometric reviews
Citation: R. Ramírez-rondán, N, Maximum likelihood estimation of dynamic panel threshold models, Econometric reviews , 39(3), 2020, pp. 260-276
Authors:
Gayer, Gabi
Lieberman, Offer
Yaffe, Omer
Journal: Econometric reviews
Citation: Gayer, Gabi et al., Similarity-based model for ordered categorical data, Econometric reviews , 38(3), 2019, pp. 263-278
Authors:
Ferraty, Frédéric
Quintela-Del-Río, Alejandro
Journal: Econometric reviews
Citation: Ferraty, Frédéric et Quintela-del-río, Alejandro, Conditional VAR and Expected Shortfall: A New Functional Approach, Econometric reviews , 35(2), 2016, pp. 263-292
Authors:
Geweke, John
Amisano, Gianni
Journal: Econometric reviews
Citation: Geweke, John et Amisano, Gianni, Analysis of Variance for Bayesian Inference, Econometric reviews , 33(1-4), 2014, pp. 270-288