International Econometric Review (IER), Econometric Research Association (ERA)

ISSN: 1308-8815

Collection's Items (Sorted by Title in Descending order): 41 to 60 of 82
Year of PublicationTitleAuthor(s)
2016Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country StudyKundu, Srikanta; Sarkar, Nityananda
2016Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo StudyEratalay, M. Hakan
2015Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative AnalysisMalik, Muhammad Irfan; Atiq-ur-Rehman
2015Forecasting Turkish Industrial Production Growth With Static Factor ModelsGünay, Mahmut
2015Comparison of the r - (k, d) Class Estimator with some Estimators for Multicollinearity under the Mahalanobis Loss FunctionChandra, Shalini; Sarkar, Nityananda
2015Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging MarketsBalcilar, Mehmet; Ozdemir, Zeynel Abidin; Cakan, Esin
2015The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH ModelChowdhury, Kushal Banik; Sarkar, Nityananda
2014A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval CensoringGanjali, Mojtaba; Baghfalaki, T.; Berridge, D.
2014Forecasting House Prices in the United States with Multiple Structural BreaksBarari, Mahua; Sarkar, Nityananda; Kundu, Srikanta; Chowdhury, Kushal Banik
2014Arbitrage in the Term Structure of Interest Rates: a Bayesian ApproachLaurini, Márcio Poletti; Neto, Armênio Westin
2014Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in PakistanJabeen, Munazza; Khan, Saud Ahmad
2014An Empirical Evaluation of the Relationship between Trade Openness and External Debt: Turkish CaseKizilgol, Ozlem Ayvaz; Ipek, Evren
2013Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for IndiaMukhopadhyay, Debabrata; Sarkar, Nityananda
2013ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold PriceOzdemir, Ozer; Memmedli, Memmedaga; Nizamitdinov, Akhlitdin
2013A Review of Kernel Density Estimation with Applications to EconometricsZambom, Adriano Z.; Dias, Ronaldo
2013Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables: t-Statistics or F-Incremental Statistics is not enough in OLSKiraci, Arzdar
2012Evaluating the performance of inflation targeting regime in three Asian economiesKun, Sek Siok
2012A k-sample homogeneity test: the Harmonic Weighted Mass indexHinloopen, Jeroen; Wagenvoort, Rien J.L.M.; van Marrewijk, Charles
2012An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH FactorsCardinali, Alessandro
2012Cost Function Estimation with Proportional Errors in VariablesJust, Richard E.; Pope, Rulon D.
Collection's Items (Sorted by Title in Descending order): 41 to 60 of 82
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