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Software-illustrated explanations of econometrics contributions by CR Rao for his 100-th birthday
Vinod, Hrishikesh D. - In: Journal of quantitative economics 18 (2020) 2, pp. 235-252
Persistent link: https://www.econbiz.de/10012418822
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Testing regression monotonicity in econometric models
Četverikov, Denis N. - In: Econometric theory 35 (2019) 4, pp. 729-776
Persistent link: https://www.econbiz.de/10012386823
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Econometrics illustrated, with applications from insurance-research awards
Butler, Richard - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10011671234
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Multicollinearity : how common factors cause Type 1 errors in multivariate regression
Kalnins, Arturs - In: Strategic management journal 39 (2018) 8, pp. 2362-2385
Persistent link: https://www.econbiz.de/10011973507
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On the use of spline regression in the study of congruence in organizational research
Edwards, Jeffrey R.; Parry, Mark E. - In: Organizational research methods : ORM 21 (2018) 1, pp. 68-110
Persistent link: https://www.econbiz.de/10011880088
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Time series econometrics for the 21st century
Hansen, Bruce E. - In: The journal of economic education 48 (2017) 3, pp. 137-145
Persistent link: https://www.econbiz.de/10011888351
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Spatial simultaneous autoregressive models for compositional data : application to land use
Thomas-Agnan, Christine; Laurent, Thibault; Ruiz-Gazen, Anne - 2020
Persistent link: https://www.econbiz.de/10012216052
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Impossible inference in econometrics : theory and applications to regression discontinuity, bunching, and exogeneity tests
Bertanha, Marinho; Moreira, Marcelo J. - 2017 - This version: December 7, 2016
Persistent link: https://www.econbiz.de/10011795914
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Edmond Malinvaud : an economist's econometrician
Phillips, Peter C. B. - In: Annals of economics and statistics 125/126 (2017), pp. 135-151
Persistent link: https://www.econbiz.de/10011744360
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Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2017
We introduce a new approach for the estimation of high-dimensional factor models with regime-switching factor loadings by extending the linear three-pass regression filter to settings where parameters can vary according to Markov processes. The new method, denoted as Markov-switching three-pass...
Persistent link: https://www.econbiz.de/10011637435