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Results : 151-175/386

Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors

Authors: Zhang, Ruohao Kumbhakar, Subal C Lai, Hung-pin

Journal: Econometric reviews

Citation: Zhang, Ruohao et al., Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors, Econometric reviews , 36(4), 2017, pp. 415-432

On endogeneity and shape invariance in extended partially linear single index models

Authors: Gao, Jiti Author: Kim, Namhyun Saart, Patrick W

Journal: Econometric reviews

Citation: Gao, Jiti et al., On endogeneity and shape invariance in extended partially linear single index models, Econometric reviews , 39(4), 2020, pp. 415-435

Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors

Authors: Zhang, Ruohao Kumbhakar, Subal C Lai, Hung-pin

Journal: Econometric reviews

Citation: Zhang, Ruohao et al., Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors, Econometric reviews , 40(4), 2021, pp. 415-432

Common threshold in quantile regressions with an application to pricing for reputation

Authors: Su, Liangjun Xu, Pai

Journal: Econometric reviews

Citation: Su, Liangjun et Xu, Pai, Common threshold in quantile regressions with an application to pricing for reputation, Econometric reviews , 38(4), 2019, pp. 417-450

Memorial Statements by Anderson, Judge, Press, Aigner, Allenby, and Palm

Authors: Soofi, Ehsan S

Journal: Econometric reviews

Citation: S. Soofi, Ehsan, Memorial Statements by Anderson, Judge, Press, Aigner, Allenby, and Palm, Econometric reviews , 33(1-4), 2014, pp. 424-427

Authors: Everaert, Gerdie de Groote, Tom

Journal: Econometric reviews

Citation: Everaert, Gerdie et De Groote, Tom, Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence, Econometric reviews , 35(3), 2016, pp. 428-463

A Heteroskedasticity-Robust F-Test Statistic for Individual Effects

Authors: Orme, Chris D Yamagata, Takashi

Journal: Econometric reviews

Citation: D. Orme, Chris et Yamagata, Takashi, A Heteroskedasticity-Robust F-Test Statistic for Individual Effects, Econometric reviews , 33(5-6), 2014, pp. 431-471

Predictability, real time estimation, and the formulation of unobserved components models

Authors: Proietti, Tommaso

Journal: Econometric reviews

Citation: Proietti, Tommaso, Predictability, real time estimation, and the formulation of unobserved components models, Econometric reviews , 40(5), 2021, pp. 433-454

Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances

Authors: Billé, Anna Gloria Leorato, Samantha

Journal: Econometric reviews

Citation: Billé, Anna Gloria et Leorato, Samantha, Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances, Econometric reviews , 39(5), 2020, pp. 437-475

Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach

Authors: Sriananthakumar, Sivagowry

Journal: Econometric reviews

Citation: Sriananthakumar, Sivagowry, Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach, Econometric reviews , 38(4), 2019, pp. 451-464

True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison

Authors: Leccadito, Arturo Rachedi, Omar Urga, Giovanni

Journal: Econometric reviews

Citation: Leccadito, Arturo et al., True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison, Econometric reviews , 34(4), 2015, pp. 452-479

Global estimation of finite mixture and misclassification models with an application to multiple equilibria

Authors: Hu, Yingyao Xiao, Ruli

Journal: Econometric reviews

Citation: Hu, Yingyao et Xiao, Ruli, Global estimation of finite mixture and misclassification models with an application to multiple equilibria, Econometric reviews , 40(5), 2021, pp. 455-469

Alternative diff-in-diffs estimators with several pretreatment periods

Authors: Mora, Ricardo Reggio, Iliana

Journal: Econometric reviews

Citation: Mora, Ricardo et Reggio, Iliana, Alternative diff-in-diffs estimators with several pretreatment periods, Econometric reviews , 38(5), 2019, pp. 465-486

Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification

Authors: Dovonon, Prosper

Journal: Econometric reviews

Citation: Dovonon, Prosper, Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification, Econometric reviews , 35(4), 2016, pp. 465-514

Bootstrap tests for time varying cointegration

Authors: Martins, Luis F

Journal: Econometric reviews

Citation: F. Martins, Luis, Bootstrap tests for time varying cointegration, Econometric reviews , 37(5), 2018, pp. 466-483

Model selection in factor-augmented regressions with estimated factors

Authors: Djogbenou, Antoine A.

Journal: Econometric reviews

Citation: A. Djogbenou, Antoine, Model selection in factor-augmented regressions with estimated factors, Econometric reviews , 40(5), 2021, pp. 470-503

Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity

Authors: Hausman, Jerry Woutersen, Tiemen

Journal: Econometric reviews

Citation: Hausman, Jerry et Woutersen, Tiemen, Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity, Econometric reviews , 33(5-6), 2014, pp. 472-496

Specification testing with estimated variables

Authors: Domínguez, Manuel A Lobato, Ignacio N

Journal: Econometric reviews

Citation: A. Domínguez, Manuel et N. Lobato, Ignacio, Specification testing with estimated variables, Econometric reviews , 39(5), 2020, pp. 476-494

Time-Deformation Modeling of Stock Returns Directed by Duration Processes

Authors: Feng, Dingan Song, Peter X-K Wirjanto, Tony S

Journal: Econometric reviews

Citation: Feng, Dingan et al., Time-Deformation Modeling of Stock Returns Directed by Duration Processes, Econometric reviews , 34(4), 2015, pp. 480-511

Sample path properties of an explosive double autoregressive model

Authors: Liu, Feng Li, Dong Kang, Xinmei

Journal: Econometric reviews

Citation: Liu, Feng et al., Sample path properties of an explosive double autoregressive model, Econometric reviews , 37(5), 2018, pp. 484-490

Multivariate Return Decomposition: Theory and Implications

Authors: Anatolyev, Stanislav Gospodinov, Nikolay

Journal: Econometric reviews

Citation: Anatolyev, Stanislav et Gospodinov, Nikolay, Multivariate Return Decomposition: Theory and Implications, Econometric reviews , 38(5), 2019, pp. 487-508

Testing for sphericity in a two-way error components panel data model

Authors: Mao, Guangyu

Journal: Econometric reviews

Citation: Mao, Guangyu, Testing for sphericity in a two-way error components panel data model, Econometric reviews , 37(5), 2018, pp. 491-506

A new class of tests for overidentifying restrictions in moment condition models

Authors: Wang, Xuexin

Journal: Econometric reviews

Citation: Wang, Xuexin, A new class of tests for overidentifying restrictions in moment condition models, Econometric reviews , 39(5), 2020, pp. 495-509

Multistep ahead forecasting of vector time series

Authors: McElroy, Tucker McCracken, Michael W

Journal: Econometric reviews

Citation: Mcelroy, Tucker et W. Mccracken, Michael, Multistep ahead forecasting of vector time series, Econometric reviews , 36(5), 2017, pp. 495-513

Using Copulas to Model Time Dependence in Stochastic Frontier Models

Authors: Amsler, Christine Prokhorov, Artem Schmidt, Peter

Journal: Econometric reviews

Citation: Amsler, Christine et al., Using Copulas to Model Time Dependence in Stochastic Frontier Models, Econometric reviews , 33(5-6), 2014, pp. 497-522

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