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ISSN: 2333-9721
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主页: https://www.mdpi.com/journal/econometrics

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

Andrew P. Robinson,Jae H. Kim

Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series

George Judge,Miguel Henry

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

Measures of Dispersion and Serial Dependence in Categorical Time Series

Christian H. Wei？

Background Indicators

Burkhard Raunig

Not p-Values, Said a Little Bit Differently

Richard Startz

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

S？ren Johansen

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

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

Important Issues in Statistical Testing and Recommended Improvements in Accounting Research

Stephen A. Zeff,Thomas R. Dyckman

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

Mingmian Cheng,Norman R. Swanson

Gini Regressions and Heteroskedasticity？

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

Covariance Prediction in Large Portfolio Allocation

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

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

Karl-Heinz Schild,Karsten Schweikert

Monte Carlo Inference on Two-Sided Matching Models

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

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

Mardi Dungey,Shuping Shi,Stan Hurn,Vladimir Volkov

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

Dean Robert Hyslop,Tue G？rgens

Spurious Seasonality Detection: A Non-Parametric Test Proposal

Angelo Plastino,Aurelio F. Bariviera,George Judge

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

Bilal Nehme,Hussein Khraibani,Olivier Strauss

Johansen’s Reduced Rank Estimator Is GMM

Bruce E. Hansen

Using the Entire Yield Curve in Forecasting Output and Inflation

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

Forecasting Inflation Uncertainty in the G7 Countries

Bernd Wilfling,Mawuli Segnon,Stelios Bekiros

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

Gulasekaran Rajaguru,Michael O’Neill,Tilak Abeysinghe

Lasso Maximum Likelihood Estimation of Parametric Models with Singular Information Matrices

Fei Jin,Lung-fei Lee

TSLS and LIML Estimators in Panels with Unobserved Shocks

Bin Jiang,Bin Peng,Giovanni Forchini

Some Results on ？1 Polynomial Trend Filtering

Hiroshi Yamada,Ruixue Du

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

Luc Bauwens,Yukai Yang

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

Dorota Toczydlowska,Gareth W. Peters

A Review on Variable Selection in Regression Analysis

Loann David Denis Desboulets

A Hybrid MCMC Sampler for Unconditional Quantile Based on Influence Function

Abdoul Aziz Junior Ndoye,El Moctar Laghlal

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

Adam Clements,Ralf Becker

Structural Break Tests Robust to Regression Misspecification

Alaa Abi Morshed,Elena Andreou,Otilia Boldea

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

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

Polarization and Rising Wage Inequality: Comparing the U.S. and Germany

Bernd Fitzenberger,Dirk Antonczyk,Thomas DeLeire

On the Stock–Yogo Tables

Christopher L. Skeels,Frank Windmeijer

Data-Driven Jump Detection Thresholds for Application in Jump Regressions

George Tauchen,Robert Davies

Estimation of Treatment Effects in Repeated Public Goods Experiments

Donggyu Sul,Jianning Kong

Top Incomes, Heavy Tails, and Rank-Size Regressions

Christian Schluter

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

Michel Lubrano,Tareq Sadeq

From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective

Francesca Greselin,Ri？ardas Zitikis

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

©2008-2017 OALib, Inc | Public user content licensed CC-BY 4.0 unless otherwise specified. OALib ISSN Online: 2333-9721 OALib ISSN Print: 2333-9705