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Year of Publication
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Author(s)
2015
Information recovery in a dynamic statistical Markov model
Miller, Douglas J.
;
Judge, George
2019
Pitfalls of two-step testing for changes in the error variance and coefficients of a linear regression model
Perron, Pierre
;
Yamamoto, Yohei
2021
New York FED staff nowcasts and reality: What can we learn about the future, the present, and the past?
Siliverstovs, Boriss
2021
An empirical model of medicare costs: The role of health insurance, employment, and delays in medicare enrollment
Deng, Yuanyuan
;
Benítez-Silva, Hugo
2018
Filters, waves and spectra
Pollock, D. Stephen G.
2014
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
2015
The SAR model for very large datasets: A reduced rank approach
Burden, Sandy
;
Cressie, Noel
;
Steel, David G.
2017
Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive models
Johansen, Søren
;
Tabor, Morten Nyboe
2020
Confidence distributions for FIC scores
Cunen, Céline
;
Hjort, Nils Lid
2021
Interdependency pattern recognition in econometrics: A penalized regularization antidote
Ntotsis, Kimon
;
Karagrigoriou, Alex
;
Artemiou, Andreas
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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Volume 1, 2013
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47
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Volume 9, 2021