Econometrics - Open Access Journal, MDPI

Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 186
2018 Detecting and measuring nonlinearityKotchoni, Rachidi
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 State-space models on the Stiefel manifold with a new approach to nonlinear filteringYang, Yukai; Bauwens, Luc
2018 The relation between monetary policy and the stock market in EuropeLütkepohl, Helmut; Netšunajev, Aleksei
2018 On the decomposition of the Esteban and Ray index by income sourcesBárcena-Martín, Elena; Silber, Jacques
2018 Econometrics and income inequalityBiewen, Martin; Flachaire, Emmanuel
2018 Estimating unobservable inflation expectations in the New Keynesian Phillips CurveRondina, Francesca
2018 Econometric fine art valuation by combining hedonic and repeat-sales informationGalbraith, John W.; Hodgson, Douglas J.
2018 Statistical inference on the Canadian middle classDavidson, Russell
2018 Parametric inference for index functionalsGuerrier, Stéphane; Orso, Samuel; Victoria-Feser, Maria-Pia
2018 Some results on ℓ1 polynomial trend filteringYamada, Hiroshi; Du, Ruixue
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
2017 Regime switching vine copula models for global equity and volatility indicesFink, Holger; Klimova, Yulia; Czado, Claudia; Stöber, Jakob
2017 A fast algorithm for the computation of HAC covariance matrix estimatorsHeberle, Jochen; Sattarhoff, Cristina
2017 The univariate collapsing method for portfolio optimizationPaolella, Marc S.
2017 Bayesian inference for latent factor copulas and application to financial risk forecastingSchamberger, Benedikt; Gruber, Lutz F.; Czado, Claudia
2017 Copula-based vMEM specifications versus alternatives: The case of trading activityCipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M.
2017 Copula-based factor models for multivariate asset returnsIvanov, Eugen; Min, Aleksey; Ramsauer, Franz
Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 186