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Weighted-average least squares
prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1040-1074
Persistent link: https://www.econbiz.de/10011591015
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2
Analysis of variance for Bayesian inference
Geweke, John
;
Amisano, Gianni
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 270-288
Persistent link: https://www.econbiz.de/10010359805
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3
Statistical problem classes and their links to information theory
Clarke, Bertrand
;
Clarke, Jennifer
;
Yu, Chi Wai
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 337-371
Persistent link: https://www.econbiz.de/10010360499
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M tests with a new normalization matrix
Chen, Yi-ting
;
Qu, Zhongjun
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 617-652
Persistent link: https://www.econbiz.de/10011373254
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Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
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6
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
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The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian
;
Manner, Hans
;
Simar, Léopold
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 380-400
Persistent link: https://www.econbiz.de/10012039348
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8
Bayesian model averaging for dynamic panels with an application to a trade gravity model
Chen, Huigang
;
Mirestean, Alin
;
Tsangarides, Charalambos G.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 777-805
Persistent link: https://www.econbiz.de/10012040411
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9
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
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10
The multistep Beveridge-Nelson decomposition
Proietti, Tommaso
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
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