Narrow search
Showing 1 - 10 of 342
Cover Image
Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan; Fiebig, Denzil G.; Cripps, Edward; Kohn, … - In: The econometrics journal 12 (2009) 2, pp. 324-339
Persistent link: https://www.econbiz.de/10003875768
Cover Image
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim; Lieberman, Offer - In: The econometrics journal 24 (2021) 1, pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
Cover Image
Multinomial probit estimation without nuisance parameters
Breslaw, Jon A. - In: The econometrics journal 5 (2002) 2, pp. 417-434
Persistent link: https://www.econbiz.de/10001713312
Cover Image
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The econometrics journal 16 (2013) 2, pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
Cover Image
Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: The econometrics journal 17 (2014) 1, pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
Cover Image
An overview of the estimation of large covariance and precision matrices
Fan, Jianqing; Liao, Yuan; Liu, Han - In: The econometrics journal 19 (2016) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
Cover Image
Sparse covariance estimation in logit mixture models
Aboutaleb, Youssef M.; Danaf, Mazen; Xie, Yifei; … - In: The econometrics journal 24 (2021) 3, pp. 377-398
Persistent link: https://www.econbiz.de/10012620708
Cover Image
Exact computation of maximum rank correlation estimator
Shin, Youngki; Todorov, Zvezdomir - In: The econometrics journal 24 (2021) 3, pp. 589-607
Persistent link: https://www.econbiz.de/10012620739
Cover Image
Estimation of graphical models using the L1,2 norm
Chiong, Khai Xiang; Moon, Hyungsik Roger - In: The econometrics journal 21 (2018) 3, pp. 247-263
Persistent link: https://www.econbiz.de/10012166618
Cover Image
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei; Wied, Dominik - In: The econometrics journal 22 (2019) 1, pp. 10-33
Persistent link: https://www.econbiz.de/10012166648