The following pages link to Econometric Reviews (Q71366):
Displayed 50 items.
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (Q3182774) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
- Length-bias Correction in Transformation Models with Supplementary Data (Q3182776) (← links)
- A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
- A Note on Testing Covariance Stationarity (Q3183726) (← links)
- A lagrange multiplier test for the error components model with incomplete panels (Q3350611) (← links)
- Calibration as estimation (Q3350612) (← links)
- Computational and statistical efficiency of semiparametric gls estimators (Q3350614) (← links)
- Econometric approaches to the specification of life cycle labour supply and commodity demand behaviour (Q3350621) (← links)
- Intertemporal consumer behaviour under structural changes in income (Q3350623) (← links)
- State space modeling of multiple time series (Q3359622) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105) (← links)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
- Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107) (← links)
- Gamma Unobserved Heterogeneity and Duration Bias (Q3404108) (← links)
- A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
- Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models (Q3404110) (← links)
- Inferences from Cross-Sectional, Stochastic Frontier Models (Q3404111) (← links)
- Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling (Q3430298) (← links)
- On Testing Equality of Distributions of Technical Efficiency Scores (Q3430299) (← links)
- Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models (Q3430301) (← links)
- Variance (Non) Causality in Multivariate GARCH (Q3432677) (← links)
- The Sample Selection Model from a Method of Moments Perspective (Q3432678) (← links)
- Nonparametric Methods in Continuous Time Model Specification (Q3432679) (← links)
- Information Theoretic and Entropy Methods: An Overview (Q3518450) (← links)
- Approximate Entropy as an Irregularity Measure for Financial Data (Q3518451) (← links)
- Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (Q3518454) (← links)
- Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (Q3518455) (← links)
- Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
- Bayes Estimate and Inference for Entropy and Information Index of Fit (Q3518457) (← links)
- Generalized Safety First and a New Twist on Portfolio Performance (Q3518458) (← links)
- Optimal Portfolio Diversification Using the Maximum Entropy Principle (Q3518459) (← links)
- Large-Deviations Theory and Empirical Estimator Choice (Q3518460) (← links)
- Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461) (← links)
- A Class of Improved Parametrically Guided Nonparametric Regression Estimators (Q3518462) (← links)
- A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts (Q3518464) (← links)
- A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation (Q3518465) (← links)
- Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)
- Moving Average-Based Estimators of Integrated Variance (Q3539864) (← links)
- Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868) (← links)
- Edgeworth Corrections for Realized Volatility (Q3539869) (← links)
- Using High-Frequency Data in Dynamic Portfolio Choice (Q3539871) (← links)
- Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? (Q3539873) (← links)
- Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? (Q3539874) (← links)