Roberto S. Mariano

zbMath Openmariano.roberto-sWikidataQ41803076 ScholiaQ41803076MaRDI QIDQ527982

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Statistical tests for multiple forecast comparison Journal of Econometrics	2017-05-12	Paper
Statistical tests for multiple forecast comparison Journal of Econometrics	2012-07-01	Paper
Stock market returns and economic fundamentals in an emerging market: The case of Korea Asia-Pacific Financial Markets	2009-02-06	Paper
Testing forecast accuracy	2006-06-26	Paper
scientific article; zbMATH DE number 1943899 (Why is no real title available?)	2003-07-01	Paper
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations Journal of Econometrics	1999-02-09	Paper
Nonlinear filters based on taylor series expansions∗ Communications in Statistics: Theory and Methods	1997-05-19	Paper
Measures of Deterministic Prediction Bias in Nonlinear Models International Economic Review	1989-01-01	Paper
Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System Econometrica	1984-01-01	Paper
scientific article; zbMATH DE number 4056852 (Why is no real title available?)	1983-01-01	Paper
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System International Economic Review	1983-01-01	Paper
Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case International Economic Review	1982-01-01	Paper
Finite Sample Analysis of Misspecification in Simultaneous Equation Models	1980-01-01	Paper
A Note on the Distribution Functions of LIML and 2SLS Structural Coefficient in the Exactly Identified Case	1979-01-01	Paper
Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients Econometrica	1977-01-01	Paper
Some large-concentration-parameter asymptotics for the k-class estimators Journal of Econometrics	1975-01-01	Paper
Approximations to the Distribution Functions of Theil's k-Class Estimators Econometrica	1973-01-01	Paper
Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables Econometrica	1973-01-01	Paper
The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators Econometrica	1972-01-01	Paper
The Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables	1972-01-01	Paper

Research outcomes over time

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