Econometrics - Open Access Journal, MDPI

ISSN: 2225-1146

Collection's Items (Sorted by Title in Descending order): 181 to 200 of 322
Year of PublicationTitleAuthor(s)
2017Endogeneity, time-varying coefficients, and incorrect vs. correct ways of specifying the error terms of econometric modelsSwamy, P. A. V. B.; Mehta, Jatinder S.; Chang, I-Lok
2017Goodness-of-fit tests for copulas of multivariate time seriesRémillard, Bruno
2017Modeling real exchange rate persistence in ChileSalazar, Leonardo
2017Recent developments in copula modelsFermanian, Jean-David
2017Testing for a structural break in a spatial panel modelSengupta, Aparna
2017Fractional unit root tests allowing for a structural change in trend under both the null and alternative hypothesesChang, Seong Yeon; Perron, Pierre
2017Between institutions and global forces: Norwegian wage formation since industrialisationNymoen, Ragnar
2017Copula-based vMEM specifications versus alternatives: The case of trading activityCipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M.
2017Time-varying window length for correlation forecastsJeon, Yoontae; McCurdy, Thomas H.
2017Business cycle estimation with high-pass and band-pass local polynomial regressionÁlvarez, Luis J.
2017A fast algorithm for the computation of HAC covariance matrix estimatorsHeberle, Jochen; Sattarhoff, Cristina
2017Unit roots and structural breaksPerron, Pierre
2017Fixed-b inference for testing structural change in a time series regressionCho, Cheol-Keun; Vogelsang, Timothy J.; Montañés, Antonio
2017Maximum likelihood estimation of the I(2) model under linear restrictionsDoornik, Jurgen A.
2017A simple test for causality in volatilityChang, Chia-Lin; McAleer, Michael
2017Inequality and poverty when effort mattersRavallion, Martin
2017On the interpretation of instrumental variables in the presence of specification errors: A causal commentRaunig, Burkhard
2017The univariate collapsing method for portfolio optimizationPaolella, Marc S.
2017An interview with William A. BarnettBarnett, William A.; Serletis, Apostolos
2017Formula I(1) and I(2): Race tracks for likelihood maximization algorithms of I(1) and I(2) cointegrated VAR modelsDoornik, Jurgen A.; Mosconi, Rocco; Paruolo, Paolo
Collection's Items (Sorted by Title in Descending order): 181 to 200 of 322
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