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Results : 101-125/386

Testing for distributional features in varying coefficient panel data models

Authors: Soberon, Alexandra Stute, Winfried Rodriguez-Poo, Juan M

Journal: Econometric reviews

Citation: Soberon, Alexandra et al., Testing for distributional features in varying coefficient panel data models, Econometric reviews , 39(4), 2020, pp. 277-298

Testing for distributional features in varying coefficient panel data models

Authors: Soberon, Alexandra Stute, Winfried Rodriguez-Poo, Juan M

Journal: Econometric reviews

Citation: Soberon, Alexandra et al., Testing for distributional features in varying coefficient panel data models, Econometric reviews , 39(3), 2020, pp. 277-298

The estimation uncertainty of permanent-transitory decompositions in co-integrated systems

Authors: Schreiber, Sven

Journal: Econometric reviews

Citation: Schreiber, Sven, The estimation uncertainty of permanent-transitory decompositions in co-integrated systems, Econometric reviews , 38(4), 2019, pp. 279-300

A multivariate volatility vine copula model

Authors: Brechmann, E C Heiden, M Okhrin, Y

Journal: Econometric reviews

Citation: C. Brechmann, E et al., A multivariate volatility vine copula model, Econometric reviews , 37(4), 2018, pp. 281-308

Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach

Authors: Hall, Alastair R Li, Yuyi Orme, Chris D Sinko, Arthur

Journal: Econometric reviews

Citation: R. Hall, Alastair et al., Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach, Econometric reviews , 34(3), 2015, pp. 286-327

On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions

Authors: Ruggeri, Fabrizio

Journal: Econometric reviews

Citation: Ruggeri, Fabrizio, On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions, Econometric reviews , 33(1-4), 2014, pp. 289-304

Inference on locally ordered breaks in multiple regressions

Authors: Li, Ye Perron, Pierre

Journal: Econometric reviews

Citation: Li, Ye et Perron, Pierre, Inference on locally ordered breaks in multiple regressions, Econometric reviews , 36(1-3), 2017, pp. 289-353

Multiple subordinated modeling of asset returns: Implications for option pricing

Authors: Shirvani, Abootaleb Rachev, Svetlozar T Fabozzi, Frank J

Journal: Econometric reviews

Citation: Shirvani, Abootaleb et al., Multiple subordinated modeling of asset returns: Implications for option pricing, Econometric reviews , 40(3), 2021, pp. 290-319

Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model

Authors: Anyfantaki, Sofia Demos, Antonis

Journal: Econometric reviews

Citation: Anyfantaki, Sofia et Demos, Antonis, Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model, Econometric reviews , 35(2), 2016, pp. 293-310

Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets

Authors: Tu, Yundong Wang, Ying

Journal: Econometric reviews

Citation: Tu, Yundong et Wang, Ying, Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets, Econometric reviews , 39(4), 2020, pp. 299-318

Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets

Authors: Tu, Yundong Wang, Ying

Journal: Econometric reviews

Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects

Authors: Ramírez Hassan, Andrés Montoya Blandón, Santiago

Journal: Econometric reviews

Citation: Ramírez Hassan, Andrés et Montoya Blandón, Santiago, Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects, Econometric reviews , 38(3), 2019, pp. 301-318

Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem

Authors: Yang, Minxian

Journal: Econometric reviews

Citation: Yang, Minxian, Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem, Econometric reviews , 33(1-4), 2014, pp. 305-336

The asymptotic covariance matrix of the QMLE in ARMA models

Authors: Bao, Yong

Journal: Econometric reviews

Citation: Bao, Yong, The asymptotic covariance matrix of the QMLE in ARMA models, Econometric reviews , 37(4), 2018, pp. 309-324

Exact Estimation of Demand Functions under Block-Rate Pricing

Authors: Miyawaki, Koji Omori, Yasuhiro Hibiki, Akira

Journal: Econometric reviews

Citation: Miyawaki, Koji et al., Exact Estimation of Demand Functions under Block-Rate Pricing, Econometric reviews , 35(3), 2016, pp. 311-343

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

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

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

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

Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data

Authors: Guay, Alain Pelgrin, Florian

Journal: Econometric reviews

Citation: Guay, Alain et Pelgrin, Florian, Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data, Econometric reviews , 35(3), 2016, pp. 344-372

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