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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl; Teräsvirta, Timo - In: Econometric reviews 35 (2016) 8/10, pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
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Inferences from cross-sectional, stochastic frontier models
Simar, Léopold; Wilson, Paul W. - In: Econometric reviews 29 (2010) 1, pp. 62-98
Persistent link: https://www.econbiz.de/10003943407
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Estimation and asymptotic inference in the AR-ARCH model
Lange, Theis; Rahbek, Anders; Jensen, Søren Tolver - In: Econometric reviews 30 (2011) 2, pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
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Some recent developments in econometric inference
Zellner, Arnold - In: Econometric reviews 22 (2003) 2, pp. 203-215
Persistent link: https://www.econbiz.de/10001761655
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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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Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk; Dufour, Jean-Marie - In: Econometric reviews 40 (2021) 7, pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
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Monotonicity-constrained nonparametric estimation and inference for first-price auctions
Ma, Jun; Marmer, Vadim; Shneyerov, Artyom; Pai Xu - In: Econometric reviews 40 (2021) 10, pp. 944-982
Persistent link: https://www.econbiz.de/10012624567
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Marginal changes in random parameters ordered response models with interaction terms
Drichoutis, Andreas C.; Nayga, Rodolfo M. - In: Econometric reviews 30 (2011) 5, pp. 565-576
Persistent link: https://www.econbiz.de/10009130207
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Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel - In: Econometric reviews 39 (2020) 9, pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
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Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao; Li, Chenxue; Peng, Liang - In: Econometric reviews 38 (2019) 2, pp. 151-169
Persistent link: https://www.econbiz.de/10012180711