Econometrics - Open Access Journal, MDPI

ISSN: 2225-1146

Publikationen (sortiert nach Titel in absteigender Richtung): 201 bis 220 von 322
ErscheinungsjahrTitelAutor:innen
2017Selecting the lag length for the MGLS unit root tests with structural change: A warning note for practitioners based on simulationsQuineche, Ricardo; Rodríguez, Gabriel
2017Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data modelsKiviet, Jan; Pleus, Milan; Poldermans, Rutger
2017Copula-based factor models for multivariate asset returnsIvanov, Eugen; Min, Aleksey; Ramsauer, Franz
2017Do seasonal adjustments induce noncausal dynamics in inflation rates?Hecq, Alain; Telg, Sean; Lieb, Lenard
2017Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive modelsJohansen, Søren; Tabor, Morten Nyboe
2017Reducing approximation error in the fourier flexible functional formSkolrud, Tristan D.
2017Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect knowledgeJuselius, Katarina
2017Building news measures from textual data and an application to volatility forecastingCaporin, Massimiliano; Poli, Francesco
2017Regime switching vine copula models for global equity and volatility indicesFink, Holger; Klimova, Yulia; Czado, Claudia; Stöber, Jakob
2017On the interpretation of instrumental variables in the presence of specification errors: A ReplySwamy, P. A. V. B.; Hall, Stephen G.; Tavlas, George S.; von zur Mühlen, Peter
2017Bayesian treatments for panel data stochastic frontier models with time varying heterogeneityLiu, Junrong; Sickles, Robin C.; Tsionas, E. G.
2016Removing specification errors from the usual formulation of binary choice modelsSwamy, Paravastu A. V. B.; Chang, I-Lok; Mehta, Jatinder S.; Greene, William H.; Hall, Stephen G.; Tavlas, George S.
2016Forecasting value-at-risk under different distributional assumptionsBraione, Manuela; Scholtes, Nicolas K.
2016The evolving transmission of uncertainty shocks in the United KingdomMumtaz, Haroon
2016Generalized information matrix tests for detecting model misspecificationGolden, Richard M.; Henley, Steven S.; White, Halbert; Kashner, T. Michael
2016Volatility forecasting: Downside risk, jumps and leverage effectAudrino, Francesco; Hu, Yujia
2016Subset-continuous-updating GMM estimators for dynamic panel data modelsAshley, Richard A.; Sun, Xiaojin
2016Generalized fractional processes with long memory and time dependent volatility revisitedPeiris, M. Shelton; Asai, Manabu
2016Interpretation and semiparametric efficiency in quantile regression under misspecificationLee, Ying-Ying
2016Bayesian nonparametric measurement of factor betas and clustering with application to hedge fund returnsGaray, Urbi; ter Horst, Enrique; Molina, German; Rodriguez, Abel
Publikationen (sortiert nach Titel in absteigender Richtung): 201 bis 220 von 322
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