Econometrics - Open Access Journal, MDPI

ISSN: 2225-1146

Collection's Items (Sorted by Title in Descending order): 81 to 100 of 322
Year of PublicationTitleAuthor(s)
2020Cointegration and structure in Norwegian wage-price dynamicsGjelsvik, Marit; Nymoen, Ragnar; Sparrman, Victoria
2020Are some forecasters' probability assessments of macro variables better than those of others?Clements, Michael P.
2020Sovereign risk indices and Bayesian theory averagingLenkoski, Alex; Aanes, Fredrik L.
2020Reducing the bias of the smoothed log periodogram regression for financial high-frequency dataReschenhofer, Erhard; Mangat, Manveer Kaur
2020Distributions you can count on …but what's the point?McCabe, Brendan Peter Martin; Skeels, Christopher L.
2020Maximum-likelihood estimation in a special integer autoregressive modelJung, Robert; Tremayne, Andrew R.
2020Indirect inference estimation of spatial autoregressionsBao, Yong; Liu, Xiaotian; Yang, Lihong
2019Asymptotic theory for cointegration analysis when the cointegration rank is deficientBernstein, David H.; Nielsen, Bent
2019Heteroskedasticity in one-way error component probit modelsMoussa, Richard Kouamé
2019The specification of dynamic discrete-time two-state panel data modelsGørgens, Tue; Hyslop, Dean Robert
2019A comparison of some bayesian and classical procedures for simultaneous equation models with weak instrumentsGao, Chuanming; Lahiri, Kajal
2019A semi-parametric approach to the Oaxaca-Blinder decomposition with continuous group variable and self-selectionRios-Avila, Fernando
2019Panel data estimation for correlated random coefficients modelsHsiao, Cheng; Li, Qi; Liang, Zhongwen; Xie, Wei
2019Interval-based hypothesis testing and its applications to economics and financeKim, Jae H.; Robinson, Andrew
2019Generalized binary time series modelsJentsch, Carsten; Reichmann, Lena
2019Estimation of favar models for incomplete data with a Kalman Filter for factors with observable componentsRamsauer, Franz; Min, Aleksey; Lingauer, Michael
2019Optimal multi-step-ahead prediction of ARCH/GARCH models and NoVaS transformationChen, Jie; Politis, Dimitris N.
2019Gini regressions and heteroskedasticityCharpentier, Arthur; Ka, Ndéné; Mussard, Stéphane; Ndiaye, Oumar Hamady
2019On using the t-ratio as a diagnosticMagnus, Jan R.
2019Forecast Bitcoin volatility with least squares model averagingXie, Tian
Collection's Items (Sorted by Title in Descending order): 81 to 100 of 322
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