REVISTA

Econometrics

ISSN: 2225-1146 Frecuencia: 4 Formato: Electrónica

Tablas de contenido

15 artículos asociados

Volumen 5 Número 1 Parte March Año 2017

A Simple Test for Causality in Volatility	Acceso
Chia-Lin Chang and Michael McAleer

Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models	Acceso
Jan Kiviet, Milan Pleus and Rutger Poldermans

Goodness-of-Fit Tests for Copulas of Multivariate Time Series	Acceso
Bruno Rémillard

Testing for a Structural Break in a Spatial Panel Model	Acceso
Aparna Sengupta

Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries	Acceso
Jesús Clemente, María Dolores Gadea, Antonio Montañés and Marcelo Reyes

A Note on Identification of Bivariate Copulas for Discrete Count Data	Acceso
Pravin Trivedi and David Zimmer

	Acceso
P.A.V.B. Swamy, Jatinder S. Mehta and I-Lok Chang

A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators	Acceso
Jochen Heberle and Cristina Sattarhoff

Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation	Acceso
Ragnar Nymoen

Acknowledgement to Reviewers of Econometrics in 2016	Acceso
Econometrics Editorial Office

Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses	Acceso
Seong Yeon Chang and Pierre Perron

Consistency of Trend Break Point Estimator with Underspecified Break Number	Acceso
Jingjing Yang

Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression	Acceso
Luis J. Álvarez

Regime Switching Vine Copula Models for Global Equity and Volatility Indices	Acceso
Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber

Fixed-b Inference for Testing Structural Change in a Time Series Regression	Acceso
Cheol-Keun Cho and Timothy J. Vogelsang