Econometrics - Open Access Journal, MDPI

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 22
Year of PublicationTitleAuthor(s)
2014 Asymmetry and leverage in conditional volatility modelsMcAleer, Michael
2014 A one line derivation of EGARCHMcAleer, Michael; Hafner, Christian M.
2014 Credible Granger-causality inference with modest sample lengths: A cross-sample validation approachAshley, Richard A.; Tsang, Kwok Ping
2014 A GMM-based test for normal disturbances of the Heckman sample selection modelPfaffermayr, Michael
2014 A fast, accurate method for value-at-risk and expected shortfallKrause, Jochen; Paolella, Marc S.
2014 Referee bias and stoppage time in Major League Soccer: A partially adaptive approachYewell, Katherine G.; Caudill, Steven B.; Mixon, Franklin G.
2014 Bias-correction in vector autoregressive models: A simulation studyEngsted, Tom; Pedersen, Thomas Q.
2014 Incorporating responsiveness to marketing efforts in brand choice modelingFok, Dennis; Paap, Richard; Franses, Philip Hans
2014 Two-part models for fractional responses defined as ratios of integersOberhofer, Harald; Pfaffermayr, Michael
2013 Ranking leading econometrics journals using citations data from ISI and RePEcChang, Chia-lin; McAleer, Michael
2013 Outlier detection in regression using an iterated one-step approximation to the huber-skip estimatorJohansen, Søren; Nielsen, Bent
2013 Forecasting value-at-risk using high-frequency informationHuang, Huiyu; Lee, Tae-hwy
2013 Polynomial regressions and nonsense inferenceVentosa-Santaulària, Daniel; Rodríguez-Caballero, Carlos Vladimir
2013 Generalized empirical likelihood-based focused information criterion and model averagingSueishi, Naoya
2013 Academic rankings with RePEcZimmermann, Christian
2013 On diagnostic checking of vector ARMA-GARCH models with Gaussian and Student-t innovationsWang, Yongning; Tsay, Ruey S.
2013 Parametric and nonparametric frequentist model selection and model averagingUllah, Aman; Wang, Huansha
2013 Structural panel VARsPedroni, Peter
2013 Constructing UK core inflationMills, Terence C.
2013 Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instrumentsJin, Fei; Lee, Lung-fei
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 22