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2018
Recent developments in cointegration
Juselius, Katarina
2020
Asymptotic versus bootstrap inference for inequality indices of the cumulative distribution function
Abul Naga, Ramses H.
;
Stapenhurst, Christopher
;
Yalonetzky, Gastón
2018
Using the GB2 income distribution
Chotikapanich, Duangkamon
;
Griffiths, William E.
;
Hajargasht, Gholamreza
;
Karunarathne, Wasana
;
Rao, D. S. Prasada
2020
Tornado occurrences in the United States: A spatio-temporal point process approach
Valente, Fernanda
;
Laurini, Márcio Poletti
2016
Estimation of dynamic panel data models with stochastic volatility using particle filters
Xu, Wen
2017
A fast algorithm for the computation of HAC covariance matrix estimators
Heberle, Jochen
;
Sattarhoff, Cristina
2017
Unit roots and structural breaks
Perron, Pierre
2020
Bayesian model averaging with the integrated nested laplace approximation
Gómez-Rubio, Virgilio
;
Bivand, Roger
;
Rue, Håvard
2013
Ranking leading econometrics journals using citations data from ISI and RePEc
Chang, Chia-lin
;
McAleer, Michael
2019
On the validity of tests for asymmetry in residual-based threshold cointegration models
Schild, Karl-Heinz
;
Schweikert, Karsten
Author
6
Judge, George
6
McAleer, Michael
5
Triacca, Umberto
4
Doornik, Jurgen A.
4
Hall, Stephen G.
4
Johansen, Søren
4
Nielsen, Bent
4
Paolella, Marc S.
4
Tavlas, George S.
4
Vera-Valdés, J. Eduardo
.
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Volume 1, 2013
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47
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Volume 8, 2020
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Volume 9, 2021