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2019
Likelihood inference for generalized integer autoregressive time series models
Joe, Harry
2015
A pitfall in using the characterization of Granger non-gausality in vector autoregressive models
Triacca, Umberto
2017
Fixed-b inference for testing structural change in a time series regression
Cho, Cheol-Keun
;
Vogelsang, Timothy J.
;
Montañés, Antonio
2015
Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model
Liu, Shew Fan
;
Yang, Zhenlin
2021
Second-order least squares estimation in nonlinear time series models with ARCH errors
Salamh, Mustafa
;
Wang, Liqun
2016
Spatial econometrics: A rapidly evolving discipline
Arbia, Giuseppe
2020
Mahalanobis distances on factor model based estimation
Dai, Deliang
2019
Causal random forests model using instrumental variable quantile regression
Chen, Jau-er
;
Hsiang, Chen-Wei
2019
Bivariate volatility modeling with high-frequency data
Matei, Marius
;
Rovira, Xari
;
Agell, Núria
2020
A review of the "BMS" package for r with focus on jointness
Amini, Shahram
;
Parmeter, Christopher F.
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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47
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Volume 8, 2020
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Volume 9, 2021