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Estimation of long memory in integrated variance
Rossi, Eduardo; Santucci de Magistris, Paolo - In: Econometric reviews 33 (2014) 7, pp. 785-814
Persistent link: https://www.econbiz.de/10010363876
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Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto - In: Econometric reviews 38 (2019) 8, pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
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Powerful t-tests in the presence of nonclassical measurement error
Kim, Dongwoo; Wilhelm, Daniel - In: Econometric reviews 43 (2024) 6, pp. 345-378
Persistent link: https://www.econbiz.de/10014551533
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Asymptotic inference for a sign-double autoregressive (SDAR) model of order one
Iglesias, Emma M. - In: Econometric reviews 44 (2025) 3, pp. 312-334
Persistent link: https://www.econbiz.de/10015196603
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A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco; Lucas, André; Silde, Erkki - In: Econometric reviews 37 (2018) 1/5, pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
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Optimal model averaging for divergent-dimensional Poisson regressions
Zou, Jiahui; Wang, Wendun; Zhang, Xinyu; Zou, Guohua - In: Econometric reviews 41 (2022) 7, pp. 775-805
Persistent link: https://www.econbiz.de/10013364906
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Estimation and properties of a time-varying EGARCH(1,1) in mean model
Anyfantaki, Sofia; Dēmos, Antōnēs A. - In: Econometric reviews 35 (2016) 1/4, pp. 293-310
Persistent link: https://www.econbiz.de/10011549930
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Nonparametric estimation of additive models with errors-in-variables
Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric reviews 41 (2022) 10, pp. 1164-1204
Persistent link: https://www.econbiz.de/10013490701
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A simple estimator for binary choice models with endogenous regressors
Dong, Yingying; Lewbel, Arthur - In: Econometric reviews 34 (2015) 1/5, pp. 82-105
Persistent link: https://www.econbiz.de/10011373308
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The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904