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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl; Teräsvirta, Timo - In: Econometric reviews 35 (2016) 8/10, pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
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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
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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
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Model selection and model averaging for matrix exponential spatial models
Yang, Ye; Doğan, Osman; Taṣpınar, Süleyman - In: Econometric reviews 41 (2022) 8, pp. 827-858
Persistent link: https://www.econbiz.de/10013364910
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GMM inference in spatial autoregressive models
Taṣpınar, Süleyman; Doğan, Osman; Vijverberg, Wim P. M. - In: Econometric reviews 37 (2018) 6/10, pp. 931-954
Persistent link: https://www.econbiz.de/10012040422
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GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei; Wang, Yuqin - In: Econometric reviews 41 (2022) 6, pp. 652-674
Persistent link: https://www.econbiz.de/10013364900