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Articles table of contents

Results : 126-150/664

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

Parsimonious estimation of the covariance matrix in multinomial probit models

Authors: Cripps, Edward Fiebig, Denzil G. Kohn, Robert

Journal: Econometric reviews

Citation: Cripps, Edward et al., Parsimonious estimation of the covariance matrix in multinomial probit models, Econometric reviews , 29(2), 2009, pp. 146-157

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

Robust misspecification tests for the heckman's two-step estimator

Authors: Montes-Rojas, Gabriel V.

Journal: Econometric reviews

Citation: V. Montes-rojas, Gabriel, Robust misspecification tests for the heckman's two-step estimator, Econometric reviews , 30(2), 2011, pp. 154-172

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

Implementing box.cox quantile regression

Authors: Fitzenberger, Bernd Wilke, Ralf A. Zhang, Xuan

Journal: Econometric reviews

Citation: Fitzenberger, Bernd et al., Implementing box.cox quantile regression, Econometric reviews , 29(2), 2009, pp. 158-181

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

Using high-frequency data in dynamic portfolio choice

Authors: Bandi, Federico M. Russell, Jeffrey R. Zhu, Yinghua

Journal: Econometric reviews

Citation: M. Bandi, Federico et al., Using high-frequency data in dynamic portfolio choice, Econometric reviews , 27(1-3), 2008, pp. 163-198

Institutions and economic outcomes: a dominance-based analysis

Authors: Anderson, Gordon Hachem, Kinda

Journal: Econometric reviews

Citation: Anderson, Gordon et Hachem, Kinda, Institutions and economic outcomes: a dominance-based analysis, Econometric reviews , 32(1), 2013, pp. 164-182

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 robustness, reliabiligy and power of heteroskedasticity tests

Authors: Godfrey, L.G. Orme, C.D.

Journal: Econometric reviews

Citation: Godfrey, L.g et Orme, C.d, The robustness, reliabiligy and power of heteroskedasticity tests, Econometric reviews , 18(2), 1999, pp. 169-194

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

Pairwise likelihood inference for general state space models

Authors: Varin, Cristiano Vidoni, Paolo

Journal: Econometric reviews

Citation: Varin, Cristiano et Vidoni, Paolo, Pairwise likelihood inference for general state space models, Econometric reviews , 28(1-3), 2008, pp. 170-185

Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors

Authors: Lee, Myoung-Jae

Journal: Econometric reviews

Citation: Lee, Myoung-jae, Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors, Econometric reviews , 31(2), 2012, pp. 171-214

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

Two-step estimation of endogenous and exogenous group effects

Authors: Shang, Qingyan Lee, Lung-fei

Journal: Econometric reviews

Citation: Shang, Qingyan et Lee, Lung-fei, Two-step estimation of endogenous and exogenous group effects, Econometric reviews , 30(2), 2011, pp. 173-207

Bayesian analysis of DSGE models.some comments

Authors: Adolfson, Malin Lindé, Jesper Villani, Mattias

Journal: Econometric reviews

Citation: Adolfson, Malin et al., Bayesian analysis of DSGE models.some comments, Econometric reviews , 26(2-4), 2007, pp. 173-185

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

Comment

Authors: George Jakubson, George Nicholas, M.Kiefer

Journal: Econometric reviews

Citation: George Jakubson, George et Nicholas, M.kiefer, Comment, Econometric reviews , 4(1), 1985, pp. 175-178

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

Continuous time wishart process for stochastic risk

Authors: Gourieroux, C.

Journal: Econometric reviews

Citation: C. Gourieroux,, Continuous time wishart process for stochastic risk, Econometric reviews , 25(2-3), 2006, pp. 177-217

Comment

Authors: Nickell, Stephen

Journal: Econometric reviews

Citation: Nickell, Stephen, Comment, Econometric reviews , 4(1), 1985, pp. 179-182

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