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Special issue: Multivariate stochastic volatility
Maasoumi, Esfandiar (contributor) - 2006
Persistent link: https://www.econbiz.de/10003355822
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi; Swanson, Norman R. - In: Econometric reviews 29 (2010) 5/6, pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
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Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz; Khanna, Neha - In: Econometric reviews 26 (2007) 5, pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
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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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Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward; Fiebig, Denzil G.; Kohn, Robert - In: Econometric reviews 29 (2010) 2, pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
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The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - In: Econometric reviews 29 (2010) 2, pp. 182-223
Persistent link: https://www.econbiz.de/10003960501
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Testing, estimation in GMM and cue with nearly-weak identification
Caner, Mehmet - In: Econometric reviews 29 (2010) 3, pp. 330-363
Persistent link: https://www.econbiz.de/10003965141
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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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Continuous empirical characteristics function estimation of mixtures of normal parameters
Xu, Dinghai; Knight, John L. - In: Econometric reviews 30 (2011) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10008990461