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Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; … - In: Econometric reviews 38 (2019) 7, pp. 828-855
Persistent link: https://www.econbiz.de/10012181361
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A note on resampling the integration across the correlation integral with alternative ranges
Belaire-Franch, Jorge - In: Econometric reviews 22 (2003) 4, pp. 337-349
Persistent link: https://www.econbiz.de/10001843549
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Estimation and inference for distribution and quantile functions in endogenous treatment effect models
Hsu, Yu-Chin; Lai, Tsung-Chih; Lieli, Robert P. - In: Econometric reviews 41 (2022) 1, pp. 22-50
Persistent link: https://www.econbiz.de/10013167577
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Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A. - In: Econometric reviews 40 (2021) 5, pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
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Horizon confidence sets
Fosten, Jack; Gutknecht, Daniel - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
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A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves; González-Rivera, Gloria - In: Econometric reviews 39 (2020) 10, pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
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The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
Schreiber, Sven - In: Econometric reviews 38 (2019) 3, pp. 279-300
Persistent link: https://www.econbiz.de/10012181279
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Robust block bootstrap panel predictability tests
Smeekes, Stephan; Westerlund, Joakim - In: Econometric reviews 38 (2019) 9, pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - In: Econometric reviews 25 (2006) 2/3, pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
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Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Carvalho, Alexandre Ywata de; Skoulakis, Georgios - In: Econometric reviews 29 (2010) 5/6, pp. 642-687
Persistent link: https://www.econbiz.de/10008668106