Results : 176-200/664
Authors:
Green, Carl
Li, Qi
Zhang, Yu Yvette
Journal: Econometric reviews
Citation: Green, Carl et al., Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method, Econometric reviews , 36(1-3), 2017, pp. 205-224
Authors:
Forchini, Giovanni
Jiang, Bin
Journal: Econometric reviews
Citation: Forchini, Giovanni et Jiang, Bin, The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model, Econometric reviews , 38(2), 2019, pp. 208-247
Authors:
Meligkotsidou, Loukia
Tzavalis, Elias
Vrontos, Ioannis D.
Journal: Econometric reviews
Citation: Meligkotsidou, Loukia et al., A bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series, Econometric reviews , 30(2), 2011, pp. 208-249
Authors:
Grigoletto, Matteo
Provasi, Corrado
Journal: Econometric reviews
Citation: Grigoletto, Matteo et Provasi, Corrado, Misspecification testing for the conditional distribution model in GARCH-type processes, Econometric reviews , 28(1-3), 2008, pp. 209-224
Authors:
Manski, Charles F.
Journal: Econometric reviews
Citation: F. Manski, Charles, Reply, Econometric reviews , 3(2), 1984, pp. 209-210
Authors:
An, Sungbae
Schorfheide, Frank
Journal: Econometric reviews
Citation: An, Sungbae et Schorfheide, Frank, Bayesian analysis of DSGE models.rejoinder, Econometric reviews , 26(2-4), 2007, pp. 211-219
Authors:
Ruud, Paul A.
Journal: Econometric reviews
Citation: A. Ruud, Paul, Tests of specification in econometrics, Econometric reviews , 3(2), 1984, pp. 211-242
Authors:
Cribari-Neto, F.
Zarkos, S.G.
Journal: Econometric reviews
Citation: F. Cribari-neto, et Zarkos, S.g, Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing, Econometric reviews , 18(2), 1999, pp. 211-228
Authors:
Balazsi, Laszlo
Matyas, Laszlo
Wansbeek, Tom
Journal: Econometric reviews
Citation: Balazsi, Laszlo et al., The estimation of multidimensional fixed effects panel data models, Econometric reviews , 37(3), 2018, pp. 212-227
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:
Martellosio, Federico
Journal: Econometric reviews
Citation: Martellosio, Federico, Testing for spatial autocorrelation: the regressors that make the power disappear, Econometric reviews , 31(2), 2012, pp. 215-240
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:
Bos, Charles S.
Shephard, Neil
Journal: Econometric reviews
Citation: S. Bos, Charles et Shephard, Neil, Inference for adaptive time series models: stochastic volatility and conditionally gaussian state space form, Econometric reviews , 25(2-3), 2006, pp. 219-244
Authors:
Rogers, Alan J.
Journal: Econometric reviews
Citation: J. Rogers, Alan, Concentration ellipsoids, their planes of support, and the linear regression model, Econometric reviews , 32(2), 2013, pp. 220-243
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:
Hamilton, James D.
Waggoner, Daniel F.
Zha, Tao
Journal: Econometric reviews
Citation: D. Hamilton, James et al., Normalization in econometrics, Econometric reviews , 26(2-4), 2007, pp. 221-252
Authors:
Koop, Gary
Leon-Gonzalez, Roberto
Strachan, Rodney
Journal: Econometric reviews
Citation: Koop, Gary et al., Efficient posterior simulation for cointegrated models with priors on the cointegration space, Econometric reviews , 29(2), 2009, pp. 224-242
Authors:
He, Changli
Terasvirta, Timo
Gonzalez, Andrés
Journal: Econometric reviews
Citation: He, Changli et al., Testing parameter constancy in stationary vector autoregressive models against continuous change, Econometric reviews , 28(1-3), 2008, pp. 225-245
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:
Goodhart, Charles A.E.
Journal: Econometric reviews
Citation: Goodhart, Charles A.e, Book reviews, Econometric reviews , 18(2), 1999, pp. 229-230
Authors:
Griffin, Jim E.
Oomen, Roel C. A.
Journal: Econometric reviews
Citation: E. Griffin, Jim et A. Oomen, Roel C., Sampling returns for realized variance calculations: tick time or transaction time?, Econometric reviews , 27(1-3), 2008, pp. 230-253
Authors:
Hylleberg, S.
Journal: Econometric reviews
Citation: S. Hylleberg,, Book reviews, Econometric reviews , 18(2), 1999, pp. 231-234
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