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Articles table of contents

Results : 101-125/664

Authors: Geweke, J.

Journal: Econometric reviews

Citation: J. Geweke,, Reply, Econometric reviews , 18(1), 1999, pp. 119-126

A note on two-way ECM estimation of SUR systems on unbalanced panel data

Authors: Platoni, Silvia Sckokai, Paolo Moro, Daniele

Journal: Econometric reviews

Citation: Platoni, Silvia et al., A note on two-way ECM estimation of SUR systems on unbalanced panel data, Econometric reviews , 31(2), 2012, pp. 119-141

Comment

Authors: Melino, Angelo

Journal: Econometric reviews

Citation: Melino, Angelo, Comment, Econometric reviews , 3(1), 1984, pp. 119-123

Benefits and limitations of panel data

Authors: Hsiao, Cheng

Journal: Econometric reviews

Citation: Hsiao, Cheng, Benefits and limitations of panel data, Econometric reviews , 4(1), 1985, pp. 121-174

Representation of cointegrated autoregressive processes with application to fractional processes

Authors: Johansen, Soren

Journal: Econometric reviews

Citation: Johansen, Soren, Representation of cointegrated autoregressive processes with application to fractional processes, Econometric reviews , 28(1-3), 2008, pp. 121-145

Two-Stage Bayesian Model Averaging in Endogenous Variable Models

Authors: Lenkoski, Alex Eicher, Theo S Raftery, Adrian E

Journal: Econometric reviews

Citation: Lenkoski, Alex et al., Two-Stage Bayesian Model Averaging in Endogenous Variable Models, Econometric reviews , 33(1-4), 2014, pp. 122-151

The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests

Authors: del Barrio Castro, Tomás Osborn, Denise R Taylor, AM Robert

Journal: Econometric reviews

Citation: Del Barrio Castro, Tomás et al., The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests, Econometric reviews , 35(1), 2016, pp. 122-168

Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression

Authors: Dong, Chaohua Gao, Jiti

Journal: Econometric reviews

Citation: Dong, Chaohua et Gao, Jiti, Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression, Econometric reviews , 38(2), 2019, pp. 125-150

Comment

Authors: Newbold, Paul

Journal: Econometric reviews

Citation: Newbold, Paul, Comment, Econometric reviews , 3(1), 1984, pp. 125-130

Stochastic dominance with ordinal variables: conditions and a test

Authors: Yalonetzky, Gaston

Journal: Econometric reviews

Citation: Yalonetzky, Gaston, Stochastic dominance with ordinal variables: conditions and a test, Econometric reviews , 32(1), 2013, pp. 126-163

Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process

Authors: Sun, Yiguo Hsiao, Cheng Li, Qi

Journal: Econometric reviews

Citation: Sun, Yiguo et al., Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process, Econometric reviews , 34(1-2), 2015, pp. 127-145

An efficient algorithm to compute maximum entropy densities

Authors: Ormoneit, D. White, H.

Journal: Econometric reviews

Citation: D. Ormoneit, et H. White,, An efficient algorithm to compute maximum entropy densities, Econometric reviews , 18(2), 1999, pp. 127-140

Quantile structural treatment effects: application to smoking wage penalty and its determinants

Authors: Hsu, Yu-Chin Kan, Kamhon Lai, Tsung-Chih

Journal: Econometric reviews

Citation: Hsu, Yu-chin et al., Quantile structural treatment effects: application to smoking wage penalty and its determinants, Econometric reviews , 40(2), 2021, pp. 128-147

Estimation and asymptotic inference in the AR-ARCH model

Authors: Lange, Theis Rahbek, Anders Jensen, Soren Tolver

Journal: Econometric reviews

Citation: Lange, Theis et al., Estimation and asymptotic inference in the AR-ARCH model, Econometric reviews , 30(2), 2011, pp. 129-153

Authors: Thomas Doan, ThomasRobert Litterrnan & Christopher Sims Litterrnan, Robert Sims, Christoper

Journal: Econometric reviews

Citation: Thomas Doan, Thomasrobert Litterrnan & Christopher Sims et al., Reply, Econometric reviews , 3(1), 1984, pp. 131-144

Modeling temporal treatment effects with zero inflated semi-parametric regression models: The case of local development policies in France

Authors: Cardot, Hervé Musolesi, Antonio

Journal: Econometric reviews

Citation: Cardot, Hervé et Musolesi, Antonio, Modeling temporal treatment effects with zero inflated semi-parametric regression models: The case of local development policies in France, Econometric reviews , 39(2), 2020, pp. 135-157

Bootstrapping unit root tests with covariates

Authors: Chang, Yoosoon Sickles, Robin C Song, Wonho

Journal: Econometric reviews

Citation: Chang, Yoosoon et al., Bootstrapping unit root tests with covariates, Econometric reviews , 36(1-3), 2017, pp. 136-155

Multivariate stochastic volatility: an overview

Authors: Maasoumi, Esfandiar McAleer, Michael

Journal: Econometric reviews

Citation: Maasoumi, Esfandiar et Mcaleer, Michael, Multivariate stochastic volatility: an overview, Econometric reviews , 25(2-3), 2006, pp. 139-144

Edgeworth corrections for realized volatility

Authors: Goncalves, Silvia Meddahi, Nour

Journal: Econometric reviews

Citation: Goncalves, Silvia et Meddahi, Nour, Edgeworth corrections for realized volatility, Econometric reviews , 27(1-3), 2008, pp. 139-162

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

Partially adaptive estimation of nonlinear models via a normal mixture

Authors: Phillips, R. F.

Journal: Econometric reviews

Citation: F. Phillips, R., Partially adaptive estimation of nonlinear models via a normal mixture, Econometric reviews , 18(2), 1999, pp. 141-167

Theory and applications of TAR model with two threshold variables

Authors: Chen, Haiqiang Chong, Terence Tai-Leung Bai, Jushan

Journal: Econometric reviews

Citation: Chen, Haiqiang et al., Theory and applications of TAR model with two threshold variables, Econometric reviews , 31(2), 2012, pp. 142-170

Multivariate stochastic volatility: a review

Authors: Asai, Manabu McAleer, Michael Yu, Jun

Journal: Econometric reviews

Citation: Asai, Manabu et al., Multivariate stochastic volatility: a review, Econometric reviews , 25(2-3), 2006, pp. 145-175

Adaptive estimation of non.linear regression models

Authors: Manski, Charles F.

Journal: Econometric reviews

Citation: F. Manski, Charles, Adaptive estimation of non.linear regression models, Econometric reviews , 3(2), 1984, pp. 145-194

Regular variation and extremal dependence of GARCH residuals with application to market risk measures

Authors: Laurini, Fabrizio Tawn, Jonathan A.

Journal: Econometric reviews

Citation: Laurini, Fabrizio et A. Tawn, Jonathan, Regular variation and extremal dependence of GARCH residuals with application to market risk measures, Econometric reviews , 28(1-3), 2008, pp. 146-169

Results: << | 101-125 | 126-150 | 151-175 | 176-200 | >>