The following pages link to Advances in Econometrics (Q2921379):
Displayed 50 items.
- Essays in Honor of Jerry Hausman (Q2921380) (← links)
- 30th Anniversary Edition (Q2921381) (← links)
- Structural Econometric Models (Q2921382) (← links)
- Maximum Simulated Likelihood Methods and Applications (Q3116970) (← links)
- Missing Data Methods: Time-Series Methods and Applications (Q3116972) (← links)
- Missing Data Methods: Cross-sectional Methods and Applications (Q3116973) (← links)
- DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments (Q3189472) (← links)
- The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models (Q3295701) (← links)
- Recent Developments in Semiparametric and Nonparametric Estimation of Panel Data Models with Incomplete Information: A Selected Review (Q3295702) (← links)
- Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling (Q3295703) (← links)
- Efficient Estimation of the Dose–Response Function Under Ignorability Using Subclassification on the Covariates (Q3295704) (← links)
- Average Derivative Estimation with Missing Responses (Q3295705) (← links)
- Consistent Estimation and Orthogonality (Q3295706) (← links)
- On the Estimation of Selection Models when Participation is Endogenous and Misclassified (Q3295708) (← links)
- Efficient Probit Estimation with Partially Missing Covariates (Q3295709) (← links)
- Nonlinear Difference-in-Difference Treatment Effect Estimation: A Distributional Analysis (Q3295710) (← links)
- Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas (Q3295711) (← links)
- Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect (Q3295712) (← links)
- A Missing Variable Imputation Methodology with an Empirical Application (Q3295714) (← links)
- Modelling and Evaluating Treatment Effects in Econometrics (Q3406478) (← links)
- Econometric Analysis of Financial and Economic Time Series (Q3406480) (← links)
- Econometrics and Risk Management (Q3406484) (← links)
- Measurement Error: Consequences, Applications and Solutions (Q3406486) (← links)
- Nonparametric Econometric Methods (Q3406487) (← links)
- A Flexible Dynamic Correlation Model (Q3571960) (← links)
- A multivariate skew-garch model (Q3571961) (← links)
- Semi-Parametric Modelling of Correlation Dynamics (Q3571962) (← links)
- A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals (Q3571963) (← links)
- A Portmanteau Test for Multivariate GARCH when the Conditional Mean is an ECM: Theory and Empirical Applications (Q3571964) (← links)
- Sampling Frequency and Window Length Trade-offs in Data-Driven Volatility Estimation: Appraising the Accuracy of Asymptotic Approximations (Q3571965) (← links)
- Model-Based Measurement of Actual Volatility in High-Frequency Data (Q3571966) (← links)
- Noise reduced realized volatility: a kalman filter approach (Q3571968) (← links)
- Modeling the Asymmetry of Stock Movements Using Price Ranges (Q3571969) (← links)
- On a Simple Two-Stage Closed-form Estimator for a Stochastic Volatility in a General Linear Regression (Q3571970) (← links)
- The Student's t (Q3571971) (← links)
- ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts (Q3571973) (← links)
- Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p (Q3571974) (← links)
- Realized Beta: Persistence and Predictability (Q3571976) (← links)
- Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison (Q3571977) (← links)
- Flexible Seasonal Time Series Models (Q3571978) (← links)
- Estimation of Long-Memory Time Series Models: a Survey of Different Likelihood-Based Methods (Q3571979) (← links)
- Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting (Q3571980) (← links)
- Overlaying Time Scales in Financial Volatility Data (Q3571981) (← links)
- Evaluating the ‘Fed Model’ of Stock Price Valuation: An out-of-sample forecasting perspective (Q3571982) (← links)
- Structural Change as an Alternative to Long Memory in Financial Time Series (Q3571983) (← links)
- Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach (Q3571984) (← links)
- Estimating Taylor-Type Rules: An Unbalanced Regression? (Q3571985) (← links)
- Bayesian Inference on Mixture-of-Experts for Estimation of Stochastic Volatility (Q3571986) (← links)
- A MODERN TIME SERIES ASSESSMENT OF “A STATISTICAL MODEL FOR SUNSPOT ACTIVITY” BY C. W. J. GRANGER (1957) (Q3571987) (← links)
- Personal Comments on Yoon's Discussion of My 1957 Paper (Q3571988) (← links)