Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models

JOURNAL ARTICLE published November 2012 in Econometric Reviews

Authors: Yi-Ting Chen | Hung-Jen Wang

Testing the Martingale Difference Hypothesis

JOURNAL ARTICLE published 12 January 2003 in Econometric Reviews

Authors: Manuel A. Domínguez | Ignacio N. Lobato

Book Review

JOURNAL ARTICLE published 2 January 2005 in Econometric Reviews

Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility

JOURNAL ARTICLE published 14 September 2019 in Econometric Reviews

Research funded by Japan Society for the Promotion of Science (#,#)

Authors: Roberto León-González

Econometric reviews

JOURNAL ARTICLE published January 1987 in Econometric Reviews

Authors: F. Peracchi

Book reviews

JOURNAL ARTICLE published January 1998 in Econometric Reviews

Authors: Charles R. Nelson

DYNAMIC FACTOR MODELS

JOURNAL ARTICLE published 31 October 2001 in Econometric Reviews

Authors: Christian Gourieroux | Joann Jasiak

Econometric Reviews

JOURNAL ARTICLE published January 1987 in Econometric Reviews

Authors: Naorayex K. Dastoor

Endogeneity in Semiparametric Panel Binary Choice Model

JOURNAL ARTICLE published 22 May 2015 in Econometric Reviews

Authors: Chunrong Ai | Meixia Meng

Comment

JOURNAL ARTICLE published January 1983 in Econometric Reviews

Authors: Kimio Morimune

Estimating flow data models of international trade: dual gravity and spatial interactions

JOURNAL ARTICLE published 1 February 2023 in Econometric Reviews

Research funded by NSFC (71973030,71833004, 71925006, 92046021)

Authors: Fei Jin | Lung-fei Lee | Jihai Yu

Marginal Changes in Random Parameters Ordered Response Models with Interaction Terms

JOURNAL ARTICLE published 25 April 2011 in Econometric Reviews

Authors: Andreas C. Drichoutis | Rodolfo M. Nayga

Large dimensional portfolio allocation based on a mixed frequency dynamic factor model

JOURNAL ARTICLE published 28 May 2022 in Econometric Reviews

Authors: Siyang Peng | Shaojun Guo | Yonghong Long

Quantile regression with interval data

JOURNAL ARTICLE published 3 July 2021 in Econometric Reviews

Research funded by NSF (SES-0922373)

Authors: Arie Beresteanu | Yuya Sasaki

Comment

JOURNAL ARTICLE published January 1986 in Econometric Reviews

Authors: Marjorie Flavin

Periodic Long-Memory GARCH Models

JOURNAL ARTICLE published 18 November 2008 in Econometric Reviews

Authors: Silvano Bordignon | Massimiliano Caporin | Francesco Lisi

Bayesian estimation of dynamic panel data gravity model

JOURNAL ARTICLE published 9 August 2021 in Econometric Reviews

Authors: Moonhee Cho | Xiaoyong Zheng

Book reviews

JOURNAL ARTICLE published January 1998 in Econometric Reviews

Authors: Jon W. Faust

Editorial board

JOURNAL ARTICLE published January 1997 in Econometric Reviews

Editorial board

JOURNAL ARTICLE published January 1991 in Econometric Reviews