Econometrics - Open Access Journal, MDPI

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 186
Year of PublicationTitleAuthor(s)
2018 Econometrics and income inequalityBiewen, Martin; Flachaire, Emmanuel
2018 Data-driven jump detection thresholds for application in jump regressionsDavies, Robert; Tauchen, George
2018 A spatial-filtering zero-inflated approach to the estimation of the gravity model of tradeMetulini, Rodolfo; Patuelli, Roberto; Griffith, Daniel A.
2018 Using the GB2 income distributionChotikapanich, Duangkamon; Griffiths, William E.; Hajargasht, Gholamreza; Karunarathne, Wasana; Rao, D. S. Prasada
2018 Econometric fine art valuation by combining hedonic and repeat-sales informationGalbraith, John W.; Hodgson, Douglas J.
2018 From the classical Gini index of income inequality to a new Zenga-type relative measure of risk: A modeller's perspectiveGreselin, Francesca; Zitikis, Ričardas
2018 Assessing news contagion in financeCerchiello, Paola; Nicola, Giancarlo
2018 Parametric inference for index functionalsGuerrier, Stéphane; Orso, Samuel; Victoria-Feser, Maria-Pia
2018 Income inequality, cohesiveness and commonality in the Euro area: A semi-parametric boundary-free analysisAnderson, Gordon; Pittau, Maria Grazia; Zelli, Roberto; Thomas, Jasmin
2018 Lasso maximum likelihood estimation of parametric models with singular information matricesJin, Fei; Lee, Lung-Fei
2018 Estimating unobservable inflation expectations in the New Keynesian Phillips CurveRondina, Francesca
2018 Statistical inference on the Canadian middle classDavidson, Russell
2018 Some results on ℓ1 polynomial trend filteringYamada, Hiroshi; Du, Ruixue
2018 Financial big data solutions for state space panel regression in interest rate dynamicsToczydlowska, Dorota; Peters, Gareth W.
2017 Building news measures from textual data and an application to volatility forecastingCaporin, Massimiliano; Poli, Francesco
2017 Time-varying window length for correlation forecastsJeon, Yoontae; McCurdy, Thomas H.
2017 On the interpretation of instrumental variables in the presence of specification errors: A causal commentRaunig, Burkhard
2017 Recent developments in copula modelsFermanian, Jean-David
2017 Formula 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
2017 Modeling real exchange rate persistence in ChileSalazar, Leonardo
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 186