REVISTA

Econometrics

ISSN: 2225-1146 Frecuencia: 4 Formato: Electrónica

Tablas de contenido

11 artículos asociados

Volumen 3 Número 3 Pages466-697 Parte September Año 2015

A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models	Acceso
Masamune Iwasawa

On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study	Acceso
Antonio F. Galvao and Gabriel Montes-Rojas

A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index	Acceso
Jose Olmo

Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting	Acceso
Stanislav Anatolyev and Stanislav Khrapov

A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts	Acceso
Hossein Hassani and Emmanuel Sirimal Silva

A Spectral Model of Turnover Reduction	Acceso
Zura Kakushadze

A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise	Acceso
Yang Zu

New Graphical Methods and Test Statistics for Testing Composite Normality	Acceso
Marc S. Paolella

Efficient Estimation in Heteroscedastic Varying Coefficient Models	Acceso
Chuanhua Wei and Lijie Wan

Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects	Acceso
Guangjie Li

A New Approach to Model Verification, Falsification and Selection	Acceso
Andrew J. Buck and George M. Lady