Econometrics - Open Access Journal, MDPI

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 186
Year of PublicationTitleAuthor(s)
2018 Decomposing the Bonferroni inequality index by subgroups: Shapley value and balance of inequalityGiorgi, Giovanni M.; Guandalini, Alessio
2018 Financial big data solutions for state space panel regression in interest rate dynamicsToczydlowska, Dorota; Peters, Gareth W.
2018 A review on variable selection in regression analysisDesboulets, Loann David Denis
2018 Interval estimation of value-at-risk based on nonparametric modelsKhraibani, Hussein; Nehme, Bilal; Strauss, Olivier
2018 The relation between monetary policy and the stock market in EuropeLütkepohl, Helmut; Netšunajev, Aleksei
2018 Estimating unobservable inflation expectations in the New Keynesian Phillips CurveRondina, Francesca
2018 Jackknife bias reduction in the presence of a near-unit rootChambers, Marcus J.; Kyriacou, Maria
2018 A multivariate Kernel approach to forecasting the variance covariance of stock market returnsBecker, Ralf; Clements, Adam; O'Neill, Robert
2018 Response-based sampling for binary choice models with sample selectionArezzo, Maria Felice; Guagnano, Giuseppina
2018 Top incomes, heavy tails, and rank-size regressionsSchluter, Christian
2018 On the decomposition of the Esteban and Ray index by income sourcesBárcena-Martín, Elena; Silber, Jacques
2018 Parametric inference for index functionalsGuerrier, Stéphane; Orso, Samuel; Victoria-Feser, Maria-Pia
2018 Micro-macro connected stochastic dynamic economic behavior systemsJudge, George
2018 Data-driven jump detection thresholds for application in jump regressionsDavies, Robert; Tauchen, George
2018 Some results on ℓ1 polynomial trend filteringYamada, Hiroshi; Du, Ruixue
2018 State-space models on the Stiefel manifold with a new approach to nonlinear filteringYang, Yukai; Bauwens, Luc
2018 Estimation of treatment effects in repeated public goods experimentsKong, Jianning; Sul, Donggyu
2018 Detecting and measuring nonlinearityKotchoni, Rachidi
2018 Econometric fine art valuation by combining hedonic and repeat-sales informationGalbraith, John W.; Hodgson, Douglas J.
2018 On the Stock-Yogo tablesSkeels, Christopher L.; Windmeijer, Frank
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 186