Constructing U.K. Core Inflation

JOURNAL ARTICLE published 25 April 2013 in Econometrics

Authors: Terence Mills

Time-Varying Window Length for Correlation Forecasts

JOURNAL ARTICLE published 11 December 2017 in Econometrics

Authors: Yoontae Jeon | Thomas McCurdy

Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis

JOURNAL ARTICLE published 20 April 2020 in Econometrics

Research funded by National Science Centre, Poland (UMO-2018/31/B/HS4/01565)

Authors: Kamil Makieła | Błażej Mazur

Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models

JOURNAL ARTICLE published 4 May 2021 in Econometrics

Research funded by Japan Society for the Promotion of Science (19K01594)

Authors: Manabu Asai | Chia-Lin Chang | Michael McAleer | Laurent Pauwels

Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum

JOURNAL ARTICLE published 10 August 2023 in Econometrics

Authors: Bilel Sanhaji | Julien Chevallier

The Age–Period–Cohort Problem in Hedonic House Prices Models

JOURNAL ARTICLE published 10 January 2022 in Econometrics

Research funded by the University of Auckland Faculty Research Development Funds (FRDF-3722103)

Authors: Chung-Yim Yiu | Ka-Shing Cheung

Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components

JOURNAL ARTICLE published 15 July 2019 in Econometrics

Research funded by Pioneer Investments (part of Amundi Asset Management) (----)

Authors: Franz Ramsauer | Aleksey Min | Michael Lingauer

Bias-Correction in Vector Autoregressive Models: A Simulation Study

JOURNAL ARTICLE published 13 March 2014 in Econometrics

Authors: Tom Engsted | Thomas Pedersen

Online Hybrid Neural Network for Stock Price Prediction: A Case Study of High-Frequency Stock Trading in the Chinese Market

JOURNAL ARTICLE published 18 May 2023 in Econometrics

Authors: Chengyu Li | Luyi Shen | Guoqi Qian

On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment

JOURNAL ARTICLE published 18 July 2017 in Econometrics

Authors: Burkhard Raunig

Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?

JOURNAL ARTICLE published 31 October 2017 in Econometrics

Authors: Alain Hecq | Sean Telg | Lenard Lieb

A New Approach to Model Verification, Falsification and Selection

JOURNAL ARTICLE published 29 June 2015 in Econometrics

Authors: Andrew Buck | George Lady

Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging

JOURNAL ARTICLE published 3 July 2013 in Econometrics

Authors: Naoya Sueishi

Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information

JOURNAL ARTICLE published 24 June 2018 in Econometrics

Authors: John Galbraith | Douglas Hodgson

Parametric and Nonparametric Frequentist Model Selection and Model Averaging

JOURNAL ARTICLE published 20 September 2013 in Econometrics

Authors: Aman Ullah | Huansha Wang

A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations

JOURNAL ARTICLE published 6 April 2022 in Econometrics

Authors: Katarina Juselius

On the Forecast Combination Puzzle

JOURNAL ARTICLE published 10 September 2019 in Econometrics

Authors: Wei Qian | Craig A. Rolling | Gang Cheng | Yuhong Yang

Generalized Binary Time Series Models

JOURNAL ARTICLE published 14 December 2019 in Econometrics

Authors: Carsten Jentsch | Lena Reichmann

Quantile Regression with Generated Regressors

JOURNAL ARTICLE published 12 April 2021 in Econometrics

Authors: Liqiong Chen | Antonio F. Galvao | Suyong Song

An Overview of Modified Semiparametric Memory Estimation Methods

JOURNAL ARTICLE published 12 March 2018 in Econometrics

Authors: Marie Busch | Philipp Sibbertsen