Econometrics: open access journal

Format: eJournal
Genre: Zeitschrift
Sprache: English
Veröffentlicht: MDPI 2013
Beschreibung: Online-Ressource
Schlagworte: Ökonometrie
Ökonometrisches Modell
Online Zugang: Online
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Anmerkung: Gesehen am 25.08.2018.
Titel: Chambers, Marcus J.:  2018. Jackknife bias reduction in the presence of a near-unit root
Titel: Davidson, Russell:  2018. Statistical inference on the Canadian middle class
Titel: Desboulets, Loann David Denis:  2018. A review on variable selection in regression analysis
Titel: Judge, George:  2018. Micro-macro connected stochastic dynamic economic behavior systems
Titel: Juselius, Katarina:  2018. Recent developments in cointegration Katarina Juselius
Titel: Kotchoni, Rachidi:  2018. Detecting and measuring nonlinearity
Titel: Pollock, D. Stephen G.:  2018. Filters, waves and spectra
Titel: Rondina, Francesca:  2018. Estimating unobservable inflation expectations in the New Keynesian Phillips Curve
Titel: Schluter, Christian:  2018. Top incomes, heavy tails, and rank-size regressions
Titel: Arezzo, Maria Felice:  2018. Response-based sampling for binary choice models with sample selection
Titel: Biewen, Martin:  2018. Econometrics and income inequality
Titel: Busch, Marie:  2018. An overview of modified semiparametric memory estimation methods
Titel: Bárcena-Martín, Elena:  2018. On the decomposition of the Esteban and Ray index by income sources
Titel: Cerchiello, Paola:  2018. Assessing news contagion in finance
Titel: Davies, Robert:  2018. Data-driven jump detection thresholds for application in jump regressions
Titel: Galbraith, John W.:  2018. Econometric fine art valuation by combining hedonic and repeat-sales information
Titel: Giorgi, Giovanni M.:  2018. Decomposing the Bonferroni inequality index by subgroups shapley value and balance of inequality
Titel: Greselin, Francesca:  2018. From the classical Gini index of income inequality to a new Zenga-type relative measure of risk a modeller’s perspective
Titel: Jin, Fei:  2018. Lasso maximum likelihood estimation of parametric models with singular information matrices
Titel: Kong, Jianning:  2018. Estimation of treatment effects in repeated public goods experiments
Titel: Lütkepohl, Helmut:  2018. The relation between monetary policy and the stock market in Europe
Titel: Skeels, Christopher L.:  2018. On the Stock–Yogo tables
Titel: Toczydlowska, Dorota:  2018. Financial big data solutions for state space panel regression in interest rate dynamics
Titel: Yamada, Hiroshi:  2018. Some results on ℓ1 polynomial trend filtering
Titel: Yang, Yukai:  2018. State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Titel: Antonczyk, Dirk:  2018. Polarization and rising wage inequality comparing the U.S. and Germany
Titel: Bariviera, Aurelio F.:  2018. Spurious seasonality detection a non-parametric test proposal
Titel: Becker, Ralf:  2018. A multivariate Kernel approach to forecasting the variance covariance of stock market returns
Titel: Forchini, Giovanni:  2018. TSLS and LIML estimators in panels with unobserved shocks
Titel: Guerrier, Stéphane:  2018. Parametric inference for index functionals
Titel: Khraibani, Hussein:  2018. Interval estimation of value-at-risk based on nonparametric models
Titel: Metulini, Rodolfo:  2018. A spatial-filtering zero-inflated approach to the estimation of the gravity model of trade
Titel: Anderson, Gordon:  2018. Income inequality, cohesiveness and commonality in the Euro area a semi-parametric boundary-free analysis
Titel: Chotikapanich, Duangkamon:  2018. Using the GB2 income distribution
Titel: Doornik, Jurgen A.:  2017. Maximum likelihood estimation of the I(2) model under linear restrictions
Titel: Fermanian, Jean-David:  2017. Recent developments in copula models
Titel: Juselius, Katarina:  2017. Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect knowledge
Titel: Nymoen, Ragnar:  2017. Between institutions and global forces Norwegian wage formation since industrialisation
Titel: Paolella, Marc S.:  2017. The univariate collapsing method for portfolio optimization
Titel: Perron, Pierre:  2017. Unit roots and structural breaks
Titel: Ravallion, Martin:  2017. Inequality and poverty when effort matters
Titel: Rémillard, Bruno:  2017. Goodness-of-fit tests for copulas of multivariate time series
Titel: Salazar, Leonardo:  2017. Modeling real exchange rate persistence in Chile
Titel: Sengupta, Aparna:  2017. Testing for a structural break in a spatial panel model
Titel: Skolrud, Tristan D.:  2017. Reducing approximation error in the fourier flexible functional form
Titel: Triacca, Umberto:  2017. Non-causality due to included variables
Titel: Yang, Jingjing:  2017. Consistency of trend break point estimator with underspecified break number
Titel: Álvarez, Luis J.:  2017. Business cycle estimation with high-pass and band-pass local polynomial regression
Titel: Barnett, William A.:  2017. An interview with William A. Barnett$William A. Barnett, by Apostolos Serletis
Titel: Boswijk, H. Peter:  2017. Likelihood ratio tests of restrictions on common trends loading matrices in I(2) VAR Systems

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