Works matching IS 22251146 AND DT 2019 AND VI 7 AND IP 1
Results: 15
On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 15, doi. 10.3390/econometrics7010015
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- Article
Indirect Inference: Which Moments to Match?
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 14, doi. 10.3390/econometrics7010014
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- Article
Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 13, doi. 10.3390/econometrics7010013
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- Article
On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 12, doi. 10.3390/econometrics7010012
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- Article
Not p-Values, Said a Little Bit Differently.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 11, doi. 10.3390/econometrics7010011
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- Article
Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 10, doi. 10.3390/econometrics7010010
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- Article
A Parametric Factor Model of the Term Structure of Mortality.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 9, doi. 10.3390/econometrics7010009
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- Article
Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 8, doi. 10.3390/econometrics7010008
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- Article
Panel Data Estimation for Correlated Random Coefficients Models.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 7, doi. 10.3390/econometrics7010007
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- Article
Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 6, doi. 10.3390/econometrics7010006
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- Article
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 5, doi. 10.3390/econometrics7010005
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- Article
Gini Regressions and Heteroskedasticity †.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 4, doi. 10.3390/econometrics7010004
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- Article
Acknowledgement to Reviewers of Econometrics in 2018.
- Published in:
- 2019
- Publication type:
- Editorial
Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 2, doi. 10.3390/econometrics7010002
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- Article
The Specification of Dynamic Discrete-Time Two-State Panel Data Models.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 1, doi. 10.3390/econometrics7010001
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- Article