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ECONIS (ZBW)
39
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1
Non linear correlated random effects models with endogeneity and unbalanced panels
Bates, Michael
;
Papke, Leslie E.
;
Wooldridge, Jeffrey M.
- In:
Econometric reviews
43
(
2024
)
9
,
pp. 713-732
Persistent link: https://www.econbiz.de/10015050637
Saved in:
2
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
3
A robust test for serial correlation in panel data models
Chen, Bin
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
Saved in:
4
Identification and estimation in a linear correlated random coefficients model with censoring
Zhang, Zhengyu
;
Jin, Zequn
- In:
Econometric reviews
39
(
2020
)
2
,
pp. 196-213
Persistent link: https://www.econbiz.de/10012181533
Saved in:
5
Identification of the linear factor model
Williams, Benjamin D.
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 92-109
Persistent link: https://www.econbiz.de/10012181544
Saved in:
6
Symbolic correlation integral
Caballero-Pintado, M. Victoria
;
Matilla-García, Mariano
; …
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012181331
Saved in:
7
Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
Saved in:
8
A multivariate volatility vine copula model
Brechmann, E. C.
;
Heiden, M.
;
Okhrin, Y.
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 281-308
Persistent link: https://www.econbiz.de/10012038690
Saved in:
9
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
10
Heterogeneous credit union production technologies with endogenous switching and correlated effects
Malikov, Emir
;
Restrepo-Tobón, Diego A.
;
Kumbhakar, Subal
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1095-1119
Persistent link: https://www.econbiz.de/10012040539
Saved in:
11
Bootstrapping unit root tests with covariates
Chang, Yoosoon
;
Sickles, Robin C.
;
Song, Wonho
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 136-155
Persistent link: https://www.econbiz.de/10011795024
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12
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
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13
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
14
Correlated defaults, temporal correlation, expert information and predictability of default rates
Kiefer, Nicholas Maximilian
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 699-712
Persistent link: https://www.econbiz.de/10011795379
Saved in:
15
Determining the number of factors with potentially strong within-block correlations in error terms
Han, Xu
;
Caner, Mehmet
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 946-969
Persistent link: https://www.econbiz.de/10011795541
Saved in:
16
Common correlated effects estimation of dynamic panels with cross-sectional dependence
Everaert, Gerdie
;
De Groote, Tom
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 428-463
Persistent link: https://www.econbiz.de/10011550021
Saved in:
17
Testing for serial correlation in fixed-effects panel data models
Born, Benjamin
;
Breitung, Jörg
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1290-1316
Persistent link: https://www.econbiz.de/10011591304
Saved in:
18
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
19
The effective sample size
Berger, James O.
;
Bayarri, M. J.
;
Pericchi, Luis R.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 197-217
Persistent link: https://www.econbiz.de/10010358312
Saved in:
20
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 60-83
Persistent link: https://www.econbiz.de/10009515972
Saved in:
21
Semiparametric inference in correlated long memory signal plus noise models
Arteche, Josu
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 440-474
Persistent link: https://www.econbiz.de/10009539724
Saved in:
22
Asymptotics for panel models with common shocks
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 390-439
Persistent link: https://www.econbiz.de/10009539726
Saved in:
23
Gamma unobserved heterogeneity and duration bias
Børing, Pål
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003943392
Saved in:
24
A multivariate threshold varying conditional correlations model
Kwan, W.
;
Li, Wai Keung
;
Ng, K. W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10003943399
Saved in:
25
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
26
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
27
Predicting the daily covariance matrix for S&P 100 stock using intraday data : but which frequency to use?
Pooter, Michiel de
;
Martens, Martin
;
Dijk, Dick van
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 199-229
Persistent link: https://www.econbiz.de/10003761224
Saved in:
28
Determining the number of factors and lag order in dynamic factor models : a minimum entropy approach
Jacobs, Jan
;
Otter, Pieter W.
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 385-397
Persistent link: https://www.econbiz.de/10003761299
Saved in:
29
A generalized cross-entropy approach for modeling spatially correlated counts
Bhati, Avinash Singh
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 574-595
Persistent link: https://www.econbiz.de/10003761338
Saved in:
30
Testing covariance stationarity
Xiao, Zhijie
;
Lima, Luiz Renato
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 643-667
Persistent link: https://www.econbiz.de/10003605818
Saved in:
31
Testing for state dependence with time-variant transition probabilities
Halliday, Timothy J.
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 685-703
Persistent link: https://www.econbiz.de/10003605821
Saved in:
32
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
33
Trend-cycle decompositions with correlated components
Proietti, Tommaso
- In:
Econometric reviews
25
(
2006
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10003309356
Saved in:
34
Optimal range for the iid test based on integration across the correlation integral
Kočenda, Evžen
;
Briatka, Ľuboš
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 265-296
Persistent link: https://www.econbiz.de/10003105613
Saved in:
35
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
36
A note on resampling the integration across the correlation integral with alternative ranges
Belaire-Franch, Jorge
- In:
Econometric reviews
22
(
2003
)
4
,
pp. 337-349
Persistent link: https://www.econbiz.de/10001843549
Saved in:
37
An alternative to the BDS test : integration across the correlation integral
Kočenda, Evžen
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 337-351
Persistent link: https://www.econbiz.de/10001606191
Saved in:
38
Estimation and inference in SUR models when the number of equations is large
Fiebig, Denzil G.
;
Kim, Jae H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 105-130
Persistent link: https://www.econbiz.de/10001455667
Saved in:
39
Nonparametric estimation and test for quadrant correlation in multivariate binary response models
Lee, Myoung-jae
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 387-415
Persistent link: https://www.econbiz.de/10001413473
Saved in:
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