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On the Decomposition of the Esteban and Ray Index by Income Sources

JOURNAL ARTICLE published 26 March 2018 in Econometrics

Authors: Elena Bárcena-Martín | Jacques Silber

A Pretest Estimator for the Two-Way Error Component Model

JOURNAL ARTICLE published 16 April 2024 in Econometrics

Authors: Badi H. Baltagi | Georges Bresson | Jean-Michel Etienne

The Gini and Mean Log Deviation Indices of Multivariate Inequality of Opportunity

JOURNAL ARTICLE published 17 April 2024 in Econometrics

Research funded by National Science Centre in Poland (2016/23/G/HS4/04350)

Authors: Marek Kapera | Martyna Kobus

Quantile Regression with Generated Regressors

JOURNAL ARTICLE published 12 April 2021 in Econometrics

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

Parametric and Nonparametric Frequentist Model Selection and Model Averaging

JOURNAL ARTICLE published 20 September 2013 in Econometrics

Authors: Aman Ullah | Huansha Wang

On Spurious Causality, CO2, and Global Temperature

JOURNAL ARTICLE published 7 September 2021 in Econometrics

Authors: Philippe Goulet Coulombe | Maximilian Göbel

Generalized Binary Time Series Models

JOURNAL ARTICLE published 14 December 2019 in Econometrics

Authors: Carsten Jentsch | Lena Reichmann

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

Covariance Prediction in Large Portfolio Allocation

JOURNAL ARTICLE published 9 May 2019 in Econometrics

Authors: Carlos Trucíos | Mauricio Zevallos | Luiz K. Hotta | André A. P. Santos

HAR Testing for Spurious Regression in Trend

JOURNAL ARTICLE published 16 December 2019 in Econometrics

Authors: Peter C. B. Phillips | Xiaohu Wang | Yonghui Zhang

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

JOURNAL ARTICLE published 10 August 2023 in Econometrics

Authors: Bilel Sanhaji | Julien Chevallier

Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator

JOURNAL ARTICLE published 13 May 2013 in Econometrics

Authors: Søren Johansen | Bent Nielsen

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

Bias-Correction in Vector Autoregressive Models: A Simulation Study

JOURNAL ARTICLE published 13 March 2014 in Econometrics

Authors: Tom Engsted | Thomas Pedersen

Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables

JOURNAL ARTICLE published 21 June 2016 in Econometrics

Authors: Daniel Griffith | Yongwan Chun

Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data

JOURNAL ARTICLE published 5 September 2019 in Econometrics

Research funded by National Institute of General Medical Sciences (R43GM123831,R43GM106465,R43GM114899) | National Institute of Mental Health (R43MH105073) | National Cancer Institute (R44CA139607) | National Institute on Alcohol Abuse and Alcoholism (R43AA013768,R44AA013768,R43AA013351,R44AA013351)

Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?

JOURNAL ARTICLE published 6 May 2020 in Econometrics

Authors: Michael P. Clements

Generalized Information Matrix Tests for Detecting Model Misspecification

JOURNAL ARTICLE published 15 November 2016 in Econometrics

Research funded by National Institute of General Medical Sciences (R43GM114899,R43GM106465) | National Institute of Mental Health (R43MH105073) | National Cancer Institute (R44CA139607) | National Institute on Alcohol and Alcoholism (R43AA013768,R44AA013768,R43AA013351,R44AA013351)

Authors: Richard Golden | Steven Henley | Halbert White | T. Kashner

Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation

JOURNAL ARTICLE published 4 November 2016 in Econometrics

Authors: Badi Baltagi | Chihwa Kao | Bin Peng

Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series

JOURNAL ARTICLE published 12 March 2019 in Econometrics

Authors: Miguel Henry | George Judge