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Articles table of contents

Results : 201-225/664

The polar confidence curve for a ratio

Authors: Mehlum, Halvor

Journal: Econometric reviews

Citation: Mehlum, Halvor, The polar confidence curve for a ratio, Econometric reviews , 39(3), 2020, pp. 234-243

The polar confidence curve for a ratio

Authors: Mehlum, Halvor

Journal: Econometric reviews

Citation: Mehlum, Halvor, The polar confidence curve for a ratio, Econometric reviews , 39(4), 2020, pp. 234-243

Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes

Authors: Saikkonen, Pentti

Journal: Econometric reviews

Citation: Saikkonen, Pentti, Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes, Econometric reviews , 18(3), 1999, pp. 235-257

The smooth colonel and the reverend find common ground

Authors: Kiefer, Nicholas M Racine, Jeffrey S

Journal: Econometric reviews

Citation: M. Kiefer, Nicholas et S. Racine, Jeffrey, The smooth colonel and the reverend find common ground, Econometric reviews , 36(1-3), 2017, pp. 241-256

Review of Microfit5

Authors: Smith, Ron P.

Journal: Econometric reviews

Citation: P. Smith, Ron, Review of Microfit5, Econometric reviews , 31(2), 2012, pp. 241-244

Comment

Authors: Breusch, Trevor S. Mizon, Grayham E.

Journal: Econometric reviews

Citation: S. Breusch, Trevor et E. Mizon, Grayham, Comment, Econometric reviews , 3(2), 1984, pp. 243-251

Robust inference in conditionally heteroskedastic autoregressions

Authors: Pedersen, Rasmus Søndergaard

Journal: Econometric reviews

Citation: Pedersen, Rasmus Søndergaard, Robust inference in conditionally heteroskedastic autoregressions, Econometric reviews , 39(3), 2020, pp. 244-259

Robust inference in conditionally heteroskedastic autoregressions

Authors: Pedersen, Rasmus Søndergaard

Journal: Econometric reviews

Citation: Pedersen, Rasmus Søndergaard, Robust inference in conditionally heteroskedastic autoregressions, Econometric reviews , 39(4), 2020, pp. 244-259

A multivariate GARCH model incorporating the direct and indirect transmission of shocks

Authors: Tsiaplias, Srantis Chua, Chew Lian

Journal: Econometric reviews

Citation: Tsiaplias, Srantis et Chua, Chew Lian, A multivariate GARCH model incorporating the direct and indirect transmission of shocks, Econometric reviews , 32(2), 2013, pp. 244-271

Multivariate stochastic volatility models with correlated errors

Authors: Chan, David Kohn, Robert Kirby, Chris

Journal: Econometric reviews

Citation: Chan, David et al., Multivariate stochastic volatility models with correlated errors, Econometric reviews , 25(2-3), 2006, pp. 245-274

A survey of sequential monte carlo methods for economics and finance

Authors: Creal, Drew

Journal: Econometric reviews

Citation: Creal, Drew, A survey of sequential monte carlo methods for economics and finance, Econometric reviews , 31(3), 2012, pp. 245-296

A robust entropy-based test of asymmetry for discrete and continuous processes

Authors: Maasoumi, Esfandiar Racine, Jeffrey S.

Journal: Econometric reviews

Citation: Maasoumi, Esfandiar et S. Racine, Jeffrey, A robust entropy-based test of asymmetry for discrete and continuous processes, Econometric reviews , 28(1-3), 2008, pp. 246-261

Finite Sample Properties of the Two-Step Empirical Likelihood Estimator

Authors: Guggenberger, Patrik Jinyong Hahn, Jinyong

Journal: Econometric reviews

Citation: Guggenberger, Patrik et Jinyong Hahn, Jinyong, Finite Sample Properties of the Two-Step Empirical Likelihood Estimator, Econometric reviews , 24(3), 2005, pp. 247-263

Comments on hill's model selection paper

Authors: Freedman, D. A.

Journal: Econometric reviews

Citation: A. Freedman, D., Comments on hill's model selection paper, Econometric reviews , 4(2), 1985, pp. 247-251

Distributional overlap: simple, multivariate, parametric, and nonparametric tests for alienation, convergence, and general distributional difference issues

Authors: Anderson, Gordon Ge, Ying Leo, Teng Wah

Journal: Econometric reviews

Citation: Anderson, Gordon et al., Distributional overlap: simple, multivariate, parametric, and nonparametric tests for alienation, convergence, and general distributional difference issues, Econometric reviews , 29(3), 2009, pp. 247-275

A slack analysis framework for improving composite indicators with applications to human development and sustainable energy indices

Authors: Hatefi, S M Torabi, S A

Journal: Econometric reviews

Citation: M. Hatefi, S et A. Torabi, S, A slack analysis framework for improving composite indicators with applications to human development and sustainable energy indices, Econometric reviews , 37(3), 2018, pp. 247-259

Portmanteau tests for linearity of stationary time series

Authors: Psaradakis, Zacharias Vávra, Marián

Journal: Econometric reviews

Citation: Psaradakis, Zacharias et Vávra, Marián, Portmanteau tests for linearity of stationary time series, Econometric reviews , 38(2), 2019, pp. 248-262

A consistent test for multivariate conditional distributions

Authors: Li, Fuchun Tkacz, Greg

Journal: Econometric reviews

Citation: Li, Fuchun et Tkacz, Greg, A consistent test for multivariate conditional distributions, Econometric reviews , 30(3), 2011, pp. 251-273

Posterior Odds with a Generalized Hyper-g-Prior

Authors: George, Edward I Maruyama, Yuzo

Journal: Econometric reviews

Citation: I. George, Edward et Maruyama, Yuzo, Posterior Odds with a Generalized Hyper-g-Prior, Econometric reviews , 33(1-4), 2014, pp. 251-269

Comment

Authors: David, A. Lane

Journal: Econometric reviews

Citation: David, A. Lane, Comment, Econometric reviews , 4(2), 1985, pp. 253-258

Learning, structural instability, and present value calculations

Authors: Pesaran, Hashem Pettenuzzo, Davide Timmermann, Allan

Journal: Econometric reviews

Citation: Pesaran, Hashem et al., Learning, structural instability, and present value calculations, Econometric reviews , 26(2-4), 2007, pp. 253-288

Comment

Authors: Hausman, Jerry

Journal: Econometric reviews

Citation: Hausman, Jerry, Comment, Econometric reviews , 3(2), 1984, pp. 253-255

Refined inference on long memory in realized volatility

Authors: Lieberman, Offer Phillips, Peter C. B.

Journal: Econometric reviews

Citation: Lieberman, Offer et B. Phillips, Peter C., Refined inference on long memory in realized volatility, Econometric reviews , 27(1-3), 2008, pp. 254-267

Marginal Likelihood Estimation with the Cross-Entropy Method

Authors: Chan, Joshua C C Eisenstat, Eric

Journal: Econometric reviews

Citation: C. Chan, Joshua C et Eisenstat, Eric, Marginal Likelihood Estimation with the Cross-Entropy Method, Econometric reviews , 34(3), 2015, pp. 256-285