- - oalib

OALib Journal期刊
ISSN: 2333-9721
费用：99美元

投递稿件

为什么选择我们？ >>

- 开源期刊

- 同行审议

- 快速出刊

- 终身存储

- 免费检索

- 免费推广

- 更多...

- 搜索引擎

-

ISSN Print:

ISSN Online:

主页: https://www.mdpi.com/journal/econometrics

分享:

Gini Regressions and Heteroskedasticity？

Arthur Charpentier,Ndéné Ka,Oumar Hamady Ndiaye,Stéphane Mussard

Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series

George Judge,Miguel Henry

Interval-Based Hypothesis Testing and Its Applications to Economics and Finance

Andrew P. Robinson,Jae H. Kim

Measures of Dispersion and Serial Dependence in Categorical Time Series

Christian H. Wei？

Background Indicators

Burkhard Raunig

Indirect Inference: Which Moments to Match?

David T. Frazier,Eric Renault

On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator

Naoya Sueishi,Tomohiro Ando

Not p-Values, Said a Little Bit Differently

Richard Startz

On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models

Karl-Heinz Schild,Karsten Schweikert

Panel Data Estimation for Correlated Random Coefficients Models

Cheng Hsiao,Qi Li,Wei Xie,Zhongwen Liang

A Parametric Factor Model of the Term Structure of Mortality

Carsten P. T. Rosenskjold,Niels Haldrup

Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient

Bent Nielsen,David H. Bernstein

Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems

Antonio Pacifico

Monte Carlo Inference on Two-Sided Matching Models

Jacob Schwartz,Kyungchul Song,Taehoon Kim,Yoon-Jae Whang

Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence

Mingmian Cheng,Norman R. Swanson

Important Issues in Statistical Testing and Recommended Improvements in Accounting Research

Stephen A. Zeff,Thomas R. Dyckman

Covariance Prediction in Large Portfolio Allocation

André A. P. Santos,Carlos Trucíos,Luiz K. Hotta,Mauricio Zevallos

Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors

Mardi Dungey,Shuping Shi,Stan Hurn,Vladimir Volkov

Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models

S？ren Johansen

The Specification of Dynamic Discrete-Time Two-State Panel Data Models

Dean Robert Hyslop,Tue G？rgens

Some Results on ？1 Polynomial Trend Filtering

Hiroshi Yamada,Ruixue Du

Using the GB2 Income Distribution

D. S. Prasada Rao,Duangkamon Chotikapanich,Gholamreza Hajargasht,Wasana Karunarathne,William E. Griffiths

Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data

Paolo Verme,Vladimir Hlasny

A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade

Daniel A. Griffith,Roberto Patuelli,Rodolfo Metulini

Estimating Unobservable Inflation Expectations in the New Keynesian Phillips Curve

Francesca Rondina

Lasso Maximum Likelihood Estimation of Parametric Models with Singular Information Matrices

Fei Jin,Lung-fei Lee

Using the Entire Yield Curve in Forecasting Output and Inflation

Canlin Li,Eric Hillebrand,Huiyu Huang,Tae-Hwy Lee

State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering

Luc Bauwens,Yukai Yang

The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections

Michel Lubrano,Tareq Sadeq

Forecasting Inflation Uncertainty in the G7 Countries

Bernd Wilfling,Mawuli Segnon,Stelios Bekiros

Spurious Seasonality Detection: A Non-Parametric Test Proposal

Angelo Plastino,Aurelio F. Bariviera,George Judge

Assessing News Contagion in Finance

Giancarlo Nicola,Paola Cerchiello

Jackknife Bias Reduction in the Presence of a Near-Unit Root

Marcus J. Chambers,Maria Kyriacou

Filters, Waves and Spectra

D. Stephen G. Pollock

Decomposing Wage Distributions Using Recentered Influence Function Regressions

Nicole M. Fortin,Sergio P. Firpo,Thomas Lemieux

TSLS and LIML Estimators in Panels with Unobserved Shocks

Bin Jiang,Bin Peng,Giovanni Forchini

Structural Break Tests Robust to Regression Misspecification

Alaa Abi Morshed,Elena Andreou,Otilia Boldea

Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics

Dorota Toczydlowska,Gareth W. Peters

Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?

Gulasekaran Rajaguru,Michael O’Neill,Tilak Abeysinghe

Johansen’s Reduced Rank Estimator Is GMM

Bruce E. Hansen

On the Decomposition of the Esteban and Ray Index by Income Sources

Elena Bárcena-Martín,Jacques Silber

Interval Estimation of Value-at-Risk Based on Nonparametric Models

Bilal Nehme,Hussein Khraibani,Olivier Strauss

A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns

Adam Clements,Ralf Becker

An Overview of Modified Semiparametric Memory Estimation Methods

Marie Busch,Philipp Sibbertsen

The Relation between Monetary Policy and the Stock Market in Europe

Aleksei Net？unajev,Helmut Lütkepohl

Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis

Gordon Anderson,Jasmin Thomas,Maria Grazia Pittau,Roberto Zelli

Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?

Chung Choe,Philippe Van Kerm

Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information

Douglas J. Hodgson,John W. Galbraith

Statistical Inference on the Canadian Middle Class

Russell Davidson

Estimation of Treatment Effects in Repeated Public Goods Experiments

Donggyu Sul,Jianning Kong

©2008-2020 OALib, Inc | Public user content licensed CC-BY 4.0 unless otherwise specified. OALib ISSN Online: 2333-9721 OALib ISSN Print: 2333-9705