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Media type: Electronic Journal
Title: Econometrics : open access journal
Published: Basel: MDPI, 2013-
Publication information: 1.2013 -
Language: English
ISSN: 2225-1146
Identifier:

Keywords: Ökonometrie ; Ökonometrisches Modell ; Mikroökonometrie ; Zeitschrift
Origination:
Footnote:
Access State: Open Access
Rights information: Attribution (CC BY)

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Cunen, Céline [Author]; Hjort, Nils Lid [Author]
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Mehrabani, Ali [Author]; Ullah, Aman [Author]
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Khalaf, Lynda [Author]; Peraza López, Beatriz [Author]
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Mehdi, Tahsin [Author]
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Hoover, Kevin D. [Author]
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Valente, Fernanda [Author]; Laurini, Márcio Poletti [Author]
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Clements, Michael P. [Author]
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Jung, Robert [Author]; Tremayne, Andrew R. [Author]
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Huber, Martin [Author]; Solovyeva, Anna [Author]
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Goldberg, Michael D. [Author]; Kozlova, Olesia [Author]; Ozabaci, Deniz [Author]
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Reschenhofer, Erhard [Author]; Mangat, Manveer Kaur [Author]
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Bauer, Dietmar [Author]; Matuschek, Lukas [Author]; Ribeiro, Patrick de Matos [Author]; Wagner, Martin [Author]
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Hillebrand, Eric [Author]; Johansen, Søren [Author]; Schmith, Torben [Author]
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Pollock, David Stephen G. [Author]
Linear stochastic models in discrete and continuous time D. Stephen G. Pollock
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Rodríguez-Caballero, C. Vladimir [Author]; Vera-Valdés, J. Eduardo [Author]
Long-lasting economic effects of pandemics evidence on growth and unemployment C. Vladimir Rodríguez-Caballero and J. Eduardo Vera-Valdés
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Sengupta, Nandana [Author]; Sowell, Fallaw [Author]
On the asymptotic distribution of ridge regression estimators using training and test samples Nandana Sengupta and Fallaw Sowell
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Jentsch, Carsten [Author]; Reichmann, Lena [Author]
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Chudý, Marek [Author]; Reschenhofer, Erhard [Author]
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Chao, John C. [Author]; Phillips, Peter C. B. [Author]
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Moussa, Richard Kouamé [Author]
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Liu, Qingfeng [Author]; Vasnev, Andrey L. [Author]
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Ramsauer, Franz [Author]; Min, Aleksey [Author]; Lingauer, Michael [Author]
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Ciapanna, Emanuela [Author]; Taboga, Marco [Author]
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Chen, Jau-er [Author]; Hsiang, Chen-Wei [Author]
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Kurita, Takamitsu [Author]; Nielsen, Bent [Author]
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Quiggin, John C. [Author]
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Joe, Harry [Author]
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Van Huellen, Sophie [Author]; Qin, Duo [Author]
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Xie, Tian [Author]
Forecast Bitcoin volatility with least squares model averaging Tian Xie
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Gao, Chuanming [Author]; Lahiri, Kajal [Author]
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Arezzo, Maria Felice [Author]; Guagnano, Giuseppina [Author]
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Phillips, Peter C. B. [Author]; Wang, XiaoHu [Author]; Zhang, Yonghui [Author]
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Golden, Richard M. [Author]; Henley, Steven S. [Author]; White, Halbert [Author]; Kashner, T. Michael [Author]
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Chen, Jie [Author]; Politis, Dimitris N. [Author]
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Matei, Marius [Author]; Rovira, Xari [Author]; Agell, Núria [Author]
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Qian, Wei [Author]; Rolling, Craig A. [Author]; Cheng, Gang [Author]; Yang, Yuhong [Author]
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Weiß, Christian H. [Author]
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Dungey, Mardi H. [Author]; Hurn, Stan [Author]; Shi, Shuping [Author]; Volkov, V. V. [Author]
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Gørgens, Tue [Author]; Hyslop, Dean Robert [Author]
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Trucíos, Carlos [Author]; Zevallos, Mauricio [Author]; Hotta, Luiz K. [Author]; Santos, André A. P. [Author]
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Cheng, Mingmian [Author]; Swanson, Norman R. [Author]
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Hsiao, Cheng [Author]; Li, Qi [Author]; Liang, Zhongwen [Author]; Xie, Wei [Author]
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Bernstein, David H. [Author]; Nielsen, Bent [Author]
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Rios-Avila, Fernando [Author]
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Trafimow, David [Author]
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Kim, Kyoo Il [Author]
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Perron, Pierre [Author]; Yamamoto, Yohei [Author]
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Kim, Jae H. [Author]; Robinson, Andrew [Author]
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Raunig, Burkhard [Author]
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Charpentier, Arthur [Author]; Ka, Ndéné [Author]; Mussard, Stéphane [Author]; Ndiaye, Oumar Hamady [Author]
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Gørgens, Tue [Author]; Würtz, Allan H. [Author]
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Dyckman, Thomas R. [Author]; Zeff, Stephen A. [Author]
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Ando, Tomohiro [Author]; Sueishi, Naoya [Author]
On the convergence rate of the SCAD-penalized empirical likelihood estimator Tomohiro Ando and Naoya Sueishi
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Frazier, David T. [Author]; Renault, Eric [Author]
Indirect inference which moments to match? David T. Frazier and Eric Renault
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Pacifico, Antonio [Author]
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Schild, Karl-Heinz [Author]; Schweikert, Karsten [Author]
On the validity of tests for asymmetry in residual-based threshold cointegration models Karl-Heinz Schild and Karsten Schweikert
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Johansen, Søren [Author]
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Gao, Zhengyuan [Author]; Hafner, Christian M. [Author]
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Magnus, Jan R. [Author]
On using the t-ratio as a diagnostic Jan R. Magnus
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Kim, Taehoon [Author]; Schwartz, Jacob [Author]; Song, Kyungchul [Author]; Whang, Yoon-jae [Author]
Monte Carlo inference on two-sided matching models Taehoon Kim, Jacob Schwartz, Kyungchul Song and Yoon-Jae Whang
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Schild, Karl-Heinz [Author]; Schweikert, Karsten [Author]
On the validity of tests for asymmetry in residual-based threshold cointegration models Karl-Heinz Schild and Karsten Schweikert
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Startz, Richard [Author]
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Henry, Miguel [Author]; Judge, George G. [Author]
Permutation entropy and information recovery in nonlinear dynamic economic time series Miguel Henry and George Judge
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Homburg, Annika [Author]; Weiß, Christian H. [Author]; Alwan, Layth C. [Author]; Frahm, Gabriel [Author]; Göb, Rainer [Author]
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Jusélius, Katarina [Author]
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Haldrup, Niels [Author]; Rosenskjold, Carsten P. T. [Author]
A parametric factor model of the term structure of mortality Niels Haldrup and Carsten P. T. Rosenskjold
2018

Trivedi, Pravin K. [Author]; Zimmer, David [Author]; Chang, I-Lok [Author]
A note on identification of bivariate copulas for discrete count data Pravin Trivedi and David Zimmer
March 2017

Rémillard, Bruno [Author]
Goodness-of-fit tests for copulas of multivariate time series Bruno Rémillard
March 2017

Chang, Chia-ling [Author]; McAleer, Michael [Author]
A simple test for causality in volatility Chia-Lin Chang and Michael McAleer
March 2017

Cho, Cheol-keun [Author]; Vogelsang, Timothy J. [Author]; Montañés, Antonio [Author]
Fixed-b inference for testing structural change in a time series regression Cheol-Keun Cho and Timothy J. Vogelsang
March 2017

Fink, Holger [Author]; Klimova, Yulia [Author]; Czado, Claudia [Author]; Stöber, Jakob [Author]
Regime switching vine copula models for global equity and volatility indices Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
March 2017

Nymoen, Ragnar [Author]
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Swamy, Paravastu A. V. B. [Author]; Mehta, Jatinder S. [Author]; Chang, I-Lok [Author]
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March 2017

Kiviet, J. F. [Author]; Pleus, Milan [Author]; Poldermans, Rutger [Author]
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models Jan Kiviet, Milan Pleus and Rutger Poldermans
March 2017

Paolella, Marc S. [Author]
The univariate collapsing method for portfolio optimization Marc S. Paolella
June 2017

Yang, Jingjing [Author]
Consistency of trend break point estimator with underspecified break number Jingjing Yang
March 2017

Chang, Seong Yeon [Author]; Perron, Pierre [Author]
Fractional unit root tests allowing for a structural change in trend under both the null and alternative hypotheses Seong Yeon Chang and Pierre Perron
March 2017

Perron, Pierre [Author]
Unit roots and structural breaks Pierre Perron
June 2017

Ivanov, Eugen [Author]; Min, Aleksey [Author]; Ramsauer, Franz [Author]
Copula-based factor models for multivariate asset returns Eugen Ivanov, Aleksey Min and Franz Ramsauer
June 2017

Schamberger, Benedikt [Author]; Gruber, Lutz F. [Author]; Czado, Claudia [Author]
Bayesian inference for latent factor copulas and application to financial risk forecasting Benedikt Schamberger, Lutz F. Gruber and Claudia Czado
June 2017

Clemente, Jesús [Author]; Gadea, María Dolores [Author]; Montañés, Antonio [Author]; Reyes García, Marcelo [Author]
Structural breaks, inflation and interest rates evidence from the G7 countries Jesús Clemente, María Dolores Gadea, Antonio Montañés and Marcelo Reyes
March 2017

Sengupta, Aparna [Author]
Testing for a structural break in a spatial panel model Aparna Sengupta
March 2017

Cipollini, Fabrizio [Author]; Engle, Robert F. [Author]; Gallo, Giampiero M. [Author]
Copula-based vMEM specifications versus alternatives the case of trading activity Fabrizio Cipollini, Robert F. Engle and Giampiero M. Gallo
June 2017

Quineche, Ricardo [Author]; Rodriguez, Gabriel [Author]
Selecting the lag length for the MGLS unit root tests with structural change a warning note for practitioners based on simulations Ricardo Quineche and Gabriel Rodríguez
June 2017

Doornik, Jurgen A. [Author]
Maximum likelihood estimation of the I(2) model under linear restrictions Jurgen A. Doornik
June 2017

Heberle, Jochen [Author]; Sattarhoff, Cristina [Author]
A fast algorithm for the computation of HAC covariance matrix estimators Jochen Heberle and Cristina Sattarhoff
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Álvarez, Luis J. [Author]
Business cycle estimation with high-pass and band-pass local polynomial regression Luis J. Álvarez
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Espasa Terrades, Antoni [Author]; Senra, Eva [Author]
Twenty-two years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis Antoni Espasa and Eva Senra
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Triacca, Umberto [Author]
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Hahn, Jinyong [Author]; Shi, Ruoyao [Author]
Synthetic control and inference Jinyong Hahn and Ruoyao Shi
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Barnett, William A. [Interviewee]; Serletis, Apostolos [Interviewer]
An interview with William A. Barnett William A. Barnett, by Apostolos Serletis
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Hecq, Alain W. J. [Author]; Telg, Sean [Author]; Lieb, Lenard [Author]
Do seasonal adjustments induce noncausal dynamics in inflation rates? Alain Hecq, Sean Telg and Lenard Lieb
December 2017

Jeon, Yoontae [Author]; McCurdy, Thomas H. [Author]
Time-varying window length for correlation forecasts Yoontae Jeon and Thomas H. McCurdy
December 2017

Fulop, Andras [Author]; Yu, Jun [Author]
Bayesian analysis of bubbles in asset prices Andras Fulop and Jun Yu
December 2017

Doornik, Jurgen A. [Author]; Mosconi, Rocco [Author]; Paruolo, Paolo [Author]
Formula I(1) and I(2) race tracks for likelihood maximization algorithms of I(1) and I(2) cointegrated VAR models Jurgen A. Doornik, Rocco Mosconi and Paolo Paruolo
December 2017

Ravallion, Martin [Author]
Inequality and poverty when effort matters Martin Ravallion
December 2017

Dong, Yingjie [Author]; Tse, Yiu Kuen [Author]
Business time sampling scheme with applications to testing semi-martingale hypothesis and estimating integrated volatility Yingjie Dong and Yiu-Kuen Tse
December 2017

Skolrud, Tristan D. [Author]
Reducing approximation error in the fourier flexible functional form Tristan D. Skolrud
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Salazar, Leonardo [Author]
Modeling real exchange rate persistence in Chile Leonardo Salazar
September 2017

Jusélius, Katarina [Author]
Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect knowledge Katarina Juselius
September 2017

Liu, Junrong [Author]; Sickles, Robin C. [Author]; Tsionas, Efthymios G. [Author]
Bayesian treatments for panel data stochastic frontier models with time varying heterogeneity Junrong Liu, Robin C. Sickles and E. G. Tsionas
September 2017

Raunig, Burkhard [Author]
On the interpretation of instrumental variables in the presence of specification errors a causal comment Burkhard Raunig
September 2017

Swamy, Paravastu A. V. B. [Author]; Hall, Stephen G. [Author]; Tavlas, George S. [Author]; Von zur Mühlen, Peter [Author]
On the interpretation of instrumental variables in the presence of specification errors a causal comment P. A. V. B. Swamy, Stephen G. Hall, George S. Tavlas and Peter von zur Muehlen
September 2017

Fermanian, Jean-David [Author]
Recent developments in copula models Jean-David Fermanian
September 2017

Boswijk, Herman Peter [Author]; Paruolo, Paolo [Author]
Likelihood ratio tests of restrictions on common trends loading matrices in I(2) VAR Systems H. Peter Boswijk and Paolo Paruolo
September 2017

Caporin, Massimiliano [Author]; Poli, Francesco [Author]
Building news measures from textual data and an application to volatility forecasting Massimiliano Caporin and Francesco Poli
September 2017

Johansen, Søren [Author]; Tabor, Morten Nyboe [Author]
Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive models Søren Johansen and Morten Nyboe Tabor
September 2017

Patterson, Kerry D. [Author]
Editorial announcement Kerry Patterson
December 2016

Gadea, María Dolores [Author]; Gómez-Loscos, Ana [Author]; Montañés, Antonio [Author]
Oil price and economic growth a long story? María Dolores Gadea, Ana Gómez-Loscos and Antonio Montañés
December 2016

Hassler, Uwe [Author]; Hosseinkouchack, Mehdi [Author]
Panel cointegration testing in the presence of linear time trends Uwe Hassler and Mehdi Hosseinkouchack
December 2016

Golden, Richard M. [Author]; Henley, Steven S. [Author]; White, Halbert [Author]; Kashner, T. Michael [Author]
Generalized information matrix tests for detecting model misspecification Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
December 2016

Ashley, Richard A. [Author]; Sun, Xiaojin [Author]
Subset-continuous-updating GMM estimators for dynamic panel data models Richard A. Ashley and Xiaojin Sun
December 2016

Kim, Kyoo Il [Author]
Higher order bias correcting moment equation for M-estimation and its higher order efficiency Kyoo il Kim
December 2016

Aas, Kjersti [Author]
Pair-copula constructions for financial applications a review Kjersti Aas
December 2016

Wichmann, Bruno [Author]; Chen, Minjie [Author]; Adamowicz, Wiktor [Author]
Social networks and choice set formation in discrete choice models Bruno Wichmann, Minjie Chen and Wiktor Adamowicz
December 2016

Xu, Wen [Author]
Estimation of dynamic panel data models with stochastic volatility using particle filters Wen Xu
December 2016

Wang, Man [Author]; Chan, Ngai Hang [Author]
Testing for the equality of integration orders of multiple series Man Wang and Ngai Hang Chan
December 2016

Stigum, Bernt P. [Author]
The status of bridge principles in applied econometrics Bernt P. Stigum
December 2016

Baltagi, Badi H. [Author]; Kao, Chihwa [Author]; Bin, Peng [Author]
Testing cross-sectional correlation in large panel data models with serial correlation Badi H. Baltagi, Chihwa Kao and Bin Peng
December 2016

Casarin, Roberto [Author]; Mantoan, Giulia [Author]; Ravazzolo, Francesco [Author]
Bayesian calibration of generalized pools of predictive distributions Roberto Casarin, Giulia Mantoan and Francesco Ravazzolo
2016

Baştürk, Nalan [Author]; Casarin, Roberto [Author]; Ravazzolo, Francesco [Author]; Dijk, Herman K. van [Author]
Computational complexity and parallelization in Bayesian econometric analysis by Nalan Baştürk, Roberto Casarin, Francesco Ravazzolo and Herman K. van Dijk
2016

Arbia, Giuseppe [Author]
Spatial econometrics a rapidly evolving discipline Giuseppe Arbia (Faculty of Economics, Department of Statistics and Institute of Hygiene, Catholic University of Sacro Cuore, Rome)
2016

Ardia, David [Author]; Gatarek, Lukasz T. [Author]; Hoogerheide, Lennart [Author]; Dijk, Herman K. van [Author]
Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices David Ardia, Lukasz T. Gatarek, Lennart Hoogerheide and Herman K. van Dijk
2016

Zhang, Xibin [Author]; King, Maxwell L. [Author]; Shang, Han Lin [Author]
Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors Xibin Zhang, Maxwell L. King and Han Lin Shang
June 2016

Swamy, Paravastu A. V. B. [Author]; Chang, I-Lok [Author]; Mehta, Jatinder S. [Author]; Greene, William [Author]; Hall, Stephen G. [Author]; Tavlas, George S. [Author]
Removing specification errors from the usual formulation of binary choice models P.A.V.B. Swamy, I-Lok Chang, Jatinder S. Mehta, William H. Greene, Stephen G. Hall and George S. Tavlas
June 2016

Griffith, Daniel A. [Author]; Chun, Yongwan [Author]
Evaluating eigenvector spatial filter corrections for omitted georeferenced variables Daniel A. Griffith and Yongwan Chun (School of Economic, Political and Policy Sciences, University of Texas at Dallas)
June 2016

Triacca, Umberto [Author]
Measuring the distance between sets of ARMA models Umberto Triacca (Department of Computer Engineering, Computer Science and Mathematics, University of L’Aquila)
September 2016

Koroglu, Mustafa [Author]; Sun, Yiguo [Author]
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Jun, Sung Jae [Author]; Pinkse, Joris [Author]; Haiqing Xu [Author]; Yıldız, Neşe [Author]
Multiple discrete endogenous variables in weakly-separable triangular models Sung Jae Jun, Joris Pinkse, Haiqing Xu and Neşe Yıldız
2016

Baştürk, Nalan [Author]; Grassi, Stefano [Author]; Hoogerheide, Lennart [Author]; Dijk, Herman K. van [Author]
Parallelization experience with four canonical econometric models using ParMitISEM Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide and Herman K. van Dijk
2016

Qin, Duo [Author]; Van Huellen, Sophie [Author]; Wang, Qing-chao [Author]
How credible are shrinking wage elasticities of married women labour supply? by Duo Qin, Sophie van Huellen and Qing-Chao Wang(Department of Economics, School of Oriental and African Studies (SOAS), University of London)
2016

Lee, Ying-ying [Author]
Interpretation and semiparametric efficiency in quantile regression under misspecification Ying-Ying Lee(Department of Economics, University of Oxford)
2016

Zhang, Xin [Author]; Kim, Donggyu [Author]; Wang, Yazhen [Author]
Jump variation estimation with noisy high frequency financial data via wavelets Xin Zhang, Donggyu Kim and Yazhen Wang (Department of Statistics, University of Wisconsin-Madison)
September 2016

Rodrigues, Eduardo Augusto de Souza [Author]
Nonparametric regression with common shocks Eduardo A. Souza-Rodrigues (Department of Economics, University of Toronto)
September 2016

Peiris, M. Shelton [Author]; Asai, Manabu [Author]
Generalized fractional processes with long memory and time dependent volatility revisited M. Shelton Peiris and Manabu Asai
September 2016

Judge, George [Author]
Econometric information recovery in behavioral networks George Judge (Graduate School and Giannini Foundation)
September 2016

Braione, Manuela [Author]; Scholtes, Nicolas K. [Author]
Forecasting value-at-risk under different distributional assumptions Manuela Braione and Nicolas K. Scholtes
2016

Forchini, Giovanni [Author]; Peng, Bin [Author]
A conditional approach to panel data models with common shocks Giovanni Forchini and Bin Peng
2016

Garay, Urbi [Author]; Horst, Enrique ter [Author]; Molina, German [Author]; Rodriguez, Abel [Author]
Bayesian nonparametric measurement of factor betas and clustering with application to hedge fund returns Urbi Garay, Enrique ter Horst, German Molina and Abel Rodriguez
2016

Chu, Ba [Author]; Satchell, Stephen [Author]
Recovering the most entropic copulas from preliminary knowledge of dependence Ba Chu and Stephen Satchell
June 2016

Moss, Charles B. [Author]; Oehmke, James F. [Author]; Lyambabaje, Alexandre [Author]; Schmitz, Andrew [Author]
Distribution of budget shares for food an application of quantile regression to food security Charles B. Moss, James F. Oehmke, Alexandre Lyambabaje and Andrew Schmitz
June 2016

Mouchart, Michel [Author]; Orsi, Renzo [Author]
Building a structural model parameterization and structurality Michel Mouchart and Renzo Orsi
June 2016

Paolella, Marc S. [Author]
Stable-GARCH models for financial returns fast estimation and tests for stability Marc S. Paolella
June 2016

Hirukawa, Masayuki [Author]; Sakudo, Mari [Author]
Testing symmetry of unknown densities via smoothing with the generalized gamma kernels Masayuki Hirukawa and Mari Sakudo
June 2016

Barsotti, Flavia [Author]; Sanfelici, Simona [Author]
Market microstructure effects on firm default risk evaluation Flavia Barsotti and Simona Sanfelici
September 2016

Geweke, John [Author]
Sequentially adaptive Bayesian learning for a nonlinear model of the secular and cyclical behavior of US real GDP John Geweke
2016

Audrino, Francesco [Author]; Hu, Yujia [Author]
Volatility forecasting downside risk, jumps and leverage effect Francesco Audrino and Yujia Hu (Institute of Mathematics and Statistics, Department of Economics, University of St. Gallen)
2016

Dufays, Arnaud [Author]
Evolutionary sequential Monte Carlo samplers for change-point models Arnaud Dufays (Department of Economics, Laval University)
2016

Malone, Samuel W. [Author]; Gramacy, Robert B. [Author]; Horst, Enrique ter [Author]
Timing foreign exchange markets Samuel W. Malone, Robert B. Gramacy and Enrique ter Horst
2016

Mumtaz, Haroon [Author]
The evolving transmission of uncertainty shocks in the United Kingdom Haroon Mumtaz (School of Economics and Finance, Queen Mary College, London)
2016

Cappuccio, Nunzio [Author]; Lubian, Diego [Author]
Unit root tests the role of the univariate models implied by multivariate time series Nunzio Cappuccio and Diego Lubian
June 2016

Alexeev, Vitali [Author]; Dungey, Mardi H. [Author]; Yao, Wenying [Author]
Continuous and jump betas implications for portfolio diversification Vitali Alexeev, Mardi Dungey and Wenying Yao
June 2016

Swamy, Paravastu A. V. B. [Author]; Hall, Stephen G. [Author]; Tavlas, George S. [Author]; Chang, I-Lok [Author]; Gibson, Heather D. [Author]; Greene, William [Author]; Mehta, Jatinder S. [Author]
A method for measuring treatment effects on the treated without randomization P.A.V.B. Swamy, Stephen G. Hall, George S. Tavlas, I-Lok Chang, Heather D. Gibson, William H. Greene and Jatinder S. Mehta
June 2016

Chattopadhyay, Bhargab [Author]; De, Shyamal Krishna [Author]
Estimation of Gini index within pre-specified error bound Bhargab Chattopadhyay and Shyamal Krishna De
September 2016

Vatter, Thibault [Author]; Wu, Hau-tieng [Author]; Chavez-Demoulin, Valérie [Author]; Yu, Bin [Author] ; Hautsch, Nikolaus [Editor]
Non-parametric estimation of intraday spot volatility disentangling Instantaneous Trend and Seasonality Thibault Vatter, Hau-Tieng Wu, Valérie Chavez-Demoulin and Bin Yu ; academic aditor: Nikolaus Hautsch
2015

Davidson, Russell [Author]; MacKinnon, James G. [Author] ; Patterson, Kerry [Editor]
Bootstrap tests for overidentification in linear regression models Russell Davidson and, James G. MacKinnon ; academic editor: Kerry Patterson
2015

Kakushadze, Zura [Author]
A spectral model of turnover reduction Zura Kakushadze
2015

Hassani, Hossein [Author]; Silva, Sirimal Emmanuel [Author]
A Kolmogorov-Smirnov based test for comparing the predictive accuracy of two sets of forecasts Hossein Hassani and Sirimal Emmanuel Silva
2015

Anatolyev, Stanislav [Author]; Khrapov, Stanislav [Author]
Right on target, or is it? the role of distributional shape in variance targeting Stanislav Anatolyev and Stanislav Khrapov
2015

Cheng, Gang [Author]; Wang, Sicong [Author]; Yang, Yuhong [Author] ; Caas, Isabel [Editor]
Forecast combination under heavy-tailed errors Gang Cheng, Sicong Wang and Yuhong Yang (School of Statistics, University of Minnesota at Twin Cities, Minneapolis, USA) ; academic editor: Isabel Caas
2015

Alejo, Javier [Author]; Badaracco, Nicolás [Author] ; Montes-Rojas, Gabriel [Editor]
Counterfactual distributions in bivariate models a conditional quantile approach Javier Alejo and Nicolás Badaracco ; academic editor: Gabriel Montes-Rojas
2015

Arbia, Giuseppe [Author]; Di Marcantonio, Michele [Author] ; Jawadi, Fredj [Editor]; Wirjanto, Tony S. [Editor]; Paolella, Marc S. [Editor]; Wichitaksor, Nuttanan [Editor]
Forecasting interest rates using geostatistical techniques Giuseppe Arbia and Michele Di Marcantonio ; academic editors: Fredj Jawadi, Tony S. Wirjanto, Marc S. Paolella and Nuttanan Wichitaksorn
2015

Swamy, Paravastu A. V. B. [Author]; Tavlas, George S. [Author]; Hall, Stephen G. [Author]
On the interpretation of instrumental variables in the presence of specification errors P. A. V. B. Swamy, George S. Tavlas and Stephen G. Hall
2015

Judge, George G. [Author]
Entropy maximization as a basis for information recovery in dynamic economic behavioral systems George Judge
2015

Doğan, Osman [Author]
Heteroskedasticity of unknown form in spatial autoregressive models with a moving average disturbance term Osman Doğan
2015

Nielsen, Bent [Author]; Whitby, Andrew [Author]
A joint chow test for structural instability Bent Nielsen and Andrew Whitby
2015

Chu, Chi-yang [Author]; Henderson, Daniel J. [Author]; Parmeter, Christopher F. [Author]
Plug-in bandwidth selection for kernel density estimation with discrete data Chi-Yang Chu, Daniel J. Henderson and Christopher F. Parmeter
2015

Jenish, Nazgul [Author]
Strategic interaction model with censored strategies Nazgul Jenish
2015

Malikov, Emir [Author]; Kumbhakar, Subal [Author]; Tsionas, Efthymios G. [Author]
Bayesian approach to disentangling technical and environmental productivity Emir Malikov, Subal C. Kumbhakar and Efthymios G. Tsionas
2015

Paolella, Marc S. [Author]
New graphical methods and test statistics for testing composite normality Marc S. Paolella
2015

Ishida, Isao [Author]; Kvedaras, Virmantas [Author]
Modeling autoregressive processes with moving-quantiles-implied nonlinearity Isao Ishida and Virmantas Kvedaras
2015

Ahrens, Achim [Author]; Bhattacharjee, Arnab [Author]
Two-step Lasso estimation of the spatial weights matrix Achim Ahrens and Arnab Bhattacharjee
2015

Chuffart, Thomas [Author]
Selection criteria in regime switching conditional volatility models Thomas Chuffart
2015

Li, Guangjie [Author]
Consistency in estimation and model selection of dynamic panel data models with fixed effects Guangjie Li
2015

Wei, Chuanhua [Author]; Wan, Lijie [Author]
Efficient estimation in heteroscedastic varying coefficient models Chuanhua Wei and Lijie Wan
2015

Zu, Yang [Author]
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise Yang Zu
2015

Iwasawa, Masamune [Author]
A joint specification test for response probabilities in unordered multinomial choice models Masamune Iwasawa
2015

Arbia, Giuseppa [Author]; Espa, Giuseppe [Author]; Giuliani, Diego [Author] ; Patterson, Kerry [Editor]
Measurement errors arising when using distances in microeconometric modelling and the individuals' position is geo-masked for confidentiality Giuseppa Arbia, Giuseppe Espa and Diego Giuliani ; academic editor: Kerry Patterson
2015

Olmo, Jose [Author]
A new family of consistent and asymptotically-normal estimators for the extremal index Jose Olmo
2015

Galvao, Antonio Fialho Jr [Author]; Montes-Rojas, Gabriel [Author]
On bootstrap inference for quantile regression panel data a Monte Carlo study Antonio F. Galvao and Gabriel Montes-Rojas
2015

Villas-Boas, Sofia [Author]; Fu, Qiuzi [Author]; Judge, George [Author]
Is Benford's law a universal behavioral theory? Sofia B. Villas-Boas, Qiuzi Fu and George Judge
2015

He, Ming [Author]; Lin, Kuan-pin [Author] ; Patterson, Kerry [Editor]
Testing in a random effects panel data model with spatially correlated error components and spatially lagged dependent variables Ming He and Kuan-pin Lin ; academic editor: Kerry Patterson
2015

Schleer, Frauke [Author]
Finding starting-values for the estimation of vector STAR models Frauke Schleer
2015

Mohammadi, Hassan [Author]; Tan, Yuting [Author]
Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States Hassan Mohammadi and Yuting Tan
2015

Montasser, Ghassen El [Author]
The seasonal KPSS test examining possible applications with monthly data and additional deterministic terms Ghassen El Montasser
2015

Liu, Shew Fan [Author]; Yang, Zhenlin [Author]
Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model Shew Fan Liu and Zhenlin Yang
2015

Miller, Douglas J. [Author]; Judge, George G. [Author]
Information recovery in a dynamic statistical Markov model Douglas J. Miller and George Judge
2015

Triacca, Umberto [Author]
A pitfall in using the characterization of Granger non-gausality in vector autoregressive models Umberto Triacca
2015

Castle, Jennifer [Other]; Doornik, Jurgen A. [Other]; Hendry, David F. [Other]; Pretis, Felix [Other]
Detecting location shifts during model selection by step-indicator saturation Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
2015

Cai, Biqing [Author]; Tjostheim, Dag [Author]
Nonparametric regression estimation for multivariate null recurrent processes Biqing Cai and Dag Tjøstheim
2015

Burden, Sandy [Author]; Cressie, Noel A. C. [Author]; Steel, David G. [Author]
The SAR model for very large datasets a reduced rank approach Sandy Burden, Noel Cressie, and David G. Steel
2015

Chambers, Marcus J. [Author]
A jackknife correction to a test for cointegration rank Marcus J. Chambers
2015

Buck, Andrew Jepherson [Author]; Lady, George M. [Author]
A new approach to model verification, falsification and selection Andrew J. Buck and George M. Lady
2015

Di Iorio, Francesca [Author]; Triacca, Umberto [Author]
Testing for a set of linear restrictions in VARMA models using autoregressive metric an application to Granger causality test Francesca Di Iorio and Umberto Triacca
2014

Lesage, James P. [Author]; Pace, R. Kelley [Author]
The biggest myth in spatial econometrics James P. LeSage and R. Kelley Pace
2014

Trivedi, Pravin K. [Author]; Zimmer, David M. [Author]
Success at the summer Olympics how much do economic factors explain? Pravin K. Trivedi and David M. Zimmer
2014