Econometrics - Open Access Journal, MDPI

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 22
Year of PublicationTitleAuthor(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 Two-part models for fractional responses defined as ratios of integersOberhofer, Harald; Pfaffermayr, Michael
2014 Incorporating responsiveness to marketing efforts in brand choice modelingFok, Dennis; Paap, Richard; Franses, Philip Hans
2014 Credible Granger-causality inference with modest sample lengths: A cross-sample validation approachAshley, Richard A.; Tsang, Kwok Ping
2014 A one line derivation of EGARCHMcAleer, Michael; Hafner, Christian M.
2014 Asymmetry and leverage in conditional volatility modelsMcAleer, Michael
2014 A fast, accurate method for value-at-risk and expected shortfallKrause, Jochen; Paolella, Marc S.
2014 A GMM-based test for normal disturbances of the Heckman sample selection modelPfaffermayr, Michael
2013 Polynomial regressions and nonsense inferenceVentosa-Santaulària, Daniel; Rodríguez-Caballero, Carlos Vladimir
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
2013 Parametric and nonparametric frequentist model selection and model averagingUllah, Aman; Wang, Huansha
2013 Ten things you should know about the dynamic conditional correlation representationCaporin, Massimiliano; McAleer, Michael
2013 The geometric meaning of the notion of joint unpredictability of a bivariate VAR(1) stochastic processTriacca, Umberto
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 Structural panel VARsPedroni, Peter
2013 Constructing UK core inflationMills, Terence C.
2013 Forecasting value-at-risk using high-frequency informationHuang, Huiyu; Lee, Tae-hwy
2013 Outlier detection in regression using an iterated one-step approximation to the huber-skip estimatorJohansen, Søren; Nielsen, Bent
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 22