Narrow search
Showing 1 - 10 of 151
Cover Image
Stochastic production frontier and technical inefficiency : a sensitivity analysis
Baccouche, Rafiq; Kouki, Mokhtar - In: Econometric reviews 22 (2003) 1, pp. 79-91
Persistent link: https://www.econbiz.de/10001749356
Cover Image
Identification of the linear factor model
Williams, Benjamin D. - In: Econometric reviews 39 (2020) 1, pp. 92-109
Persistent link: https://www.econbiz.de/10012181544
Cover Image
Independent factor autoregressive conditional density model
Ghalanos, Alexios; Rossi, Eduardo; Urga, Giovanni - In: Econometric reviews 34 (2015) 1/5, pp. 594-616
Persistent link: https://www.econbiz.de/10011373255
Cover Image
Factor model forecasts of exchange rates
Engel, Charles; Mark, Nelson C.; West, Kenneth D. - In: Econometric reviews 34 (2015) 1/2, pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
Cover Image
Econometric analysis of high dimensional VARS featuring a dominant unit
Chudik, Alexander; Pesaran, M. Hashem - In: Econometric reviews 32 (2013) 5/6, pp. 592-649
Persistent link: https://www.econbiz.de/10009758630
Cover Image
A predictive approach for selection of diffusion index models
Ando, Tomohiro; Tsay, Ruey S. - In: Econometric reviews 33 (2014) 1/4, pp. 68-99
Persistent link: https://www.econbiz.de/10010358477
Cover Image
Constructing common factors from continuous and categorical data
Ng, Serena - In: Econometric reviews 34 (2015) 6/10, pp. 1141-1171
Persistent link: https://www.econbiz.de/10011483453
Cover Image
Determining the number of factors and lag order in dynamic factor models : a minimum entropy approach
Jacobs, Jan; Otter, Pieter W. - In: Econometric reviews 27 (2008) 4/6, pp. 385-397
Persistent link: https://www.econbiz.de/10003761299
Cover Image
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
Cover Image
The local power of the CADF and CIPS panel unit root tests
Westerlund, Joakim; Hosseinkouchack, Mehdi; Solberger, … - In: Econometric reviews 35 (2016) 5/7, pp. 845-870
Persistent link: https://www.econbiz.de/10011589920