Lu, Fang; Liu, Sisheng; Yang, Jing; Lu, Xuewen Automatic variable selection for semiparametric spatial autoregressive model. (English) Zbl 07739044 Econom. Rev. 42, No. 8, 655-675 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{F. Lu} et al., Econom. Rev. 42, No. 8, 655--675 (2023; Zbl 07739044) Full Text: DOI
Tu, Yundong; Xie, Xinling Forecasting vector autoregressions with mixed roots in the vicinity of unity. (English) Zbl 07739040 Econom. Rev. 42, No. 7, 556-585 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{Y. Tu} and \textit{X. Xie}, Econom. Rev. 42, No. 7, 556--585 (2023; Zbl 07739040) Full Text: DOI
Dong, Hao; Otsu, Taisuke; Taylor, Luke Bandwidth selection for nonparametric regression with errors-in-variables. (English) Zbl 07716560 Econom. Rev. 42, No. 4, 393-419 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{H. Dong} et al., Econom. Rev. 42, No. 4, 393--419 (2023; Zbl 07716560) Full Text: DOI
Geng, Xin; Sun, Kai Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system. (English) Zbl 07602443 Econom. Rev. 41, No. 9, 1008-1046 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{X. Geng} and \textit{K. Sun}, Econom. Rev. 41, No. 9, 1008--1046 (2022; Zbl 07602443) Full Text: DOI
Yang, Ye; Doğan, Osman; Taspinar, Suleyman Model selection and model averaging for matrix exponential spatial models. (English) Zbl 07584731 Econom. Rev. 41, No. 8, 827-858 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Econom. Rev. 41, No. 8, 827--858 (2022; Zbl 07584731) Full Text: DOI
Regis, Marta; Serra, Paulo; van den Heuvel, Edwin R. Random autoregressive models: a structured overview. (English) Zbl 1490.62269 Econom. Rev. 41, No. 2, 207-230 (2022). MSC: 62M10 62P20 62-02 62-04 PDFBibTeX XMLCite \textit{M. Regis} et al., Econom. Rev. 41, No. 2, 207--230 (2022; Zbl 1490.62269) Full Text: DOI arXiv
Ma, Jun; Marmer, Vadim; Shneyerov, Artyom; Xu, Pai Monotonicity-constrained nonparametric estimation and inference for first-price auctions. (English) Zbl 1490.91108 Econom. Rev. 40, No. 10, 944-982 (2021). MSC: 91B26 62G05 62G15 62P20 PDFBibTeX XMLCite \textit{J. Ma} et al., Econom. Rev. 40, No. 10, 944--982 (2021; Zbl 1490.91108) Full Text: DOI arXiv
Wang, Cindy S. H.; Hsiao, Cheng; Yang, Hao-Hsiang Market integration, systemic risk and diagnostic tests in large mixed panels. (English) Zbl 1490.62329 Econom. Rev. 40, No. 8, 750-795 (2021). MSC: 62P05 62M10 91B84 91G45 PDFBibTeX XMLCite \textit{C. S. H. Wang} et al., Econom. Rev. 40, No. 8, 750--795 (2021; Zbl 1490.62329) Full Text: DOI
Linton, Oliver; Whang, Yoon Jae; Yen, Yu-Min The lower regression function and testing expectation dependence dominance hypotheses. (English) Zbl 1490.62109 Econom. Rev. 40, No. 8, 709-727 (2021). MSC: 62G10 62E20 62P05 91G10 PDFBibTeX XMLCite \textit{O. Linton} et al., Econom. Rev. 40, No. 8, 709--727 (2021; Zbl 1490.62109) Full Text: DOI
Poignard, Benjamin; Fermanian, Jean-David High-dimensional penalized ARCH processes. (English) Zbl 1490.62264 Econom. Rev. 40, No. 1, 86-107 (2021). MSC: 62M10 62H12 62J07 62P05 91G10 PDFBibTeX XMLCite \textit{B. Poignard} and \textit{J.-D. Fermanian}, Econom. Rev. 40, No. 1, 86--107 (2021; Zbl 1490.62264) Full Text: DOI
Trapani, Lorenzo Testing for strict stationarity in a random coefficient autoregressive model. (English) Zbl 1480.62182 Econom. Rev. 40, No. 3, 220-256 (2021). MSC: 62M10 62G10 62P20 PDFBibTeX XMLCite \textit{L. Trapani}, Econom. Rev. 40, No. 3, 220--256 (2021; Zbl 1480.62182) Full Text: DOI arXiv Link
Ma, Shujie; Racine, Jeffrey S.; Ullah, Aman Nonparametric estimation of marginal effects in regression-spline random effects models. (English) Zbl 1490.62101 Econom. Rev. 39, No. 8, 792-825 (2020). MSC: 62G08 62G20 62P20 PDFBibTeX XMLCite \textit{S. Ma} et al., Econom. Rev. 39, No. 8, 792--825 (2020; Zbl 1490.62101) Full Text: DOI Link
Greenaway-McGrevy, Ryan Multistep forecast selection for panel data. (English) Zbl 1490.62246 Econom. Rev. 39, No. 4, 373-406 (2020). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{R. Greenaway-McGrevy}, Econom. Rev. 39, No. 4, 373--406 (2020; Zbl 1490.62246) Full Text: DOI
Hoga, Yannick Where does the tail begin? An approach based on scoring rules. (English) Zbl 1490.62117 Econom. Rev. 39, No. 6, 579-601 (2020). MSC: 62G32 62M10 62P05 91G45 PDFBibTeX XMLCite \textit{Y. Hoga}, Econom. Rev. 39, No. 6, 579--601 (2020; Zbl 1490.62117) Full Text: DOI
Domínguez, Manuel A.; Lobato, Ignacio N. Specification testing with estimated variables. (English) Zbl 1490.62436 Econom. Rev. 39, No. 5, 476-494 (2020). MSC: 62P20 62G10 62M10 62G20 PDFBibTeX XMLCite \textit{M. A. Domínguez} and \textit{I. N. Lobato}, Econom. Rev. 39, No. 5, 476--494 (2020; Zbl 1490.62436) Full Text: DOI
Hayakawa, Kazuhiko; Qi, Meng; Breitung, Jörg Double filter instrumental variable estimation of panel data models with weakly exogenous variables. (English) Zbl 1490.62447 Econom. Rev. 38, No. 9, 1055-1088 (2019). MSC: 62P20 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{K. Hayakawa} et al., Econom. Rev. 38, No. 9, 1055--1088 (2019; Zbl 1490.62447) Full Text: DOI
Choi, In; Jeong, Hanbat Model selection for factor analysis: some new criteria and performance comparisons. (English) Zbl 1490.62146 Econom. Rev. 38, No. 6, 577-596 (2019). MSC: 62H25 62M10 62F15 62B10 62P20 PDFBibTeX XMLCite \textit{I. Choi} and \textit{H. Jeong}, Econom. Rev. 38, No. 6, 577--596 (2019; Zbl 1490.62146) Full Text: DOI
Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; Hušková, Marie; Wang, Shixuan Structural breaks in panel data: large number of panels and short length time series. (English) Zbl 1490.62224 Econom. Rev. 38, No. 7, 828-855 (2019). MSC: 62M10 62M07 62F05 62P20 PDFBibTeX XMLCite \textit{J. Antoch} et al., Econom. Rev. 38, No. 7, 828--855 (2019; Zbl 1490.62224) Full Text: DOI Link
León-González, Roberto Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility. (English) Zbl 1490.62322 Econom. Rev. 38, No. 8, 899-920 (2019). MSC: 62P05 62F15 62M10 65C05 65C40 PDFBibTeX XMLCite \textit{R. León-González}, Econom. Rev. 38, No. 8, 899--920 (2019; Zbl 1490.62322) Full Text: DOI Link
Su, Liangjun; Xu, Pai Common threshold in quantile regressions with an application to pricing for reputation. (English) Zbl 1490.62483 Econom. Rev. 38, No. 4, 417-450 (2019). MSC: 62P20 62M10 62F12 PDFBibTeX XMLCite \textit{L. Su} and \textit{P. Xu}, Econom. Rev. 38, No. 4, 417--450 (2019; Zbl 1490.62483) Full Text: DOI Link
Ramírez Hassan, Andrés; Montoya Blandón, Santiago Welfare gains of the poor: an endogenous Bayesian approach with spatial random effects. (English) Zbl 1490.62477 Econom. Rev. 38, No. 3, 301-318 (2019). MSC: 62P20 62F15 62M30 91B82 PDFBibTeX XMLCite \textit{A. Ramírez Hassan} and \textit{S. Montoya Blandón}, Econom. Rev. 38, No. 3, 301--318 (2019; Zbl 1490.62477) Full Text: DOI Link
Beheshti, Neshat; Racine, Jeffrey S.; Soofi, Ehsan S. Information measures of kernel estimation. (English) Zbl 1490.62091 Econom. Rev. 38, No. 1, 47-68 (2019). MSC: 62G07 62B10 94A17 62P20 PDFBibTeX XMLCite \textit{N. Beheshti} et al., Econom. Rev. 38, No. 1, 47--68 (2019; Zbl 1490.62091) Full Text: DOI
Li, Haiqi; Park, Sung Y. Testing for a unit root in a nonlinear quantile autoregression framework. (English) Zbl 1491.62111 Econom. Rev. 37, No. 8, 867-892 (2018). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{H. Li} and \textit{S. Y. Park}, Econom. Rev. 37, No. 8, 867--892 (2018; Zbl 1491.62111) Full Text: DOI
Lin, Eric S.; Chou, Ta-Sheng Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form. (English) Zbl 1490.62168 Econom. Rev. 37, No. 1, 1-28 (2018). MSC: 62J02 62H12 62P20 PDFBibTeX XMLCite \textit{E. S. Lin} and \textit{T.-S. Chou}, Econom. Rev. 37, No. 1, 1--28 (2018; Zbl 1490.62168) Full Text: DOI
Davidson, Russell Diagnostics for the bootstrap and fast double bootstrap. (English) Zbl 1524.62424 Econom. Rev. 36, No. 6-9, 1021-1038 (2017). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{R. Davidson}, Econom. Rev. 36, No. 6--9, 1021--1038 (2017; Zbl 1524.62424) Full Text: DOI
Shoja, Mehdi; Soofi, Ehsan S. Uncertainty, information, and disagreement of economic forecasters. (English) Zbl 1524.62591 Econom. Rev. 36, No. 6-9, 796-817 (2017). MSC: 62P20 62B10 PDFBibTeX XMLCite \textit{M. Shoja} and \textit{E. S. Soofi}, Econom. Rev. 36, No. 6--9, 796--817 (2017; Zbl 1524.62591) Full Text: DOI
Hong, Yongmiao; Wang, Xia; Zhang, Wenjie; Wang, Shouyang An efficient integrated nonparametric entropy estimator of serial dependence. (English) Zbl 1524.62434 Econom. Rev. 36, No. 6-9, 728-780 (2017). MSC: 62M10 62B10 62G10 62P20 PDFBibTeX XMLCite \textit{Y. Hong} et al., Econom. Rev. 36, No. 6--9, 728--780 (2017; Zbl 1524.62434) Full Text: DOI
Daouia, Abdelaati; Simar, Léopold; Wilson, Paul W. Measuring firm performance using nonparametric quantile-type distances. (English) Zbl 1524.62571 Econom. Rev. 36, No. 1-3, 156-181 (2017). MSC: 62P20 62G05 62G20 91B38 PDFBibTeX XMLCite \textit{A. Daouia} et al., Econom. Rev. 36, No. 1--3, 156--181 (2017; Zbl 1524.62571) Full Text: DOI Link
Baillie, Richard T.; Kapetanios, George; Papailias, Fotis Inference for impulse response coefficients from multivariate fractionally integrated processes. (English) Zbl 1524.62404 Econom. Rev. 36, No. 1-3, 60-84 (2017). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{R. T. Baillie} et al., Econom. Rev. 36, No. 1--3, 60--84 (2017; Zbl 1524.62404) Full Text: DOI Link
Yu, Ping Understanding estimators of treatment effects in regression discontinuity designs. (English) Zbl 1491.62270 Econom. Rev. 35, No. 4, 586-637 (2016). MSC: 62P20 62G07 62G05 62M10 62G20 PDFBibTeX XMLCite \textit{P. Yu}, Econom. Rev. 35, No. 4, 586--637 (2016; Zbl 1491.62270) Full Text: DOI
Kapetanios, George; Psaradakis, Zacharias Semiparametric sieve-type generalized least squares inference. (English) Zbl 1491.62104 Econom. Rev. 35, No. 6, 951-985 (2016). MSC: 62M10 62J05 62F12 62G20 62P20 PDFBibTeX XMLCite \textit{G. Kapetanios} and \textit{Z. Psaradakis}, Econom. Rev. 35, No. 6, 951--985 (2016; Zbl 1491.62104) Full Text: DOI Link
Martins-Filho, Carlos; Yao, Feng; Torero, Maximo High-order conditional quantile estimation based on nonparametric models of regression. (English) Zbl 1491.62037 Econom. Rev. 34, No. 6-10, 907-958 (2015). MSC: 62G30 62G05 62G07 62G08 62G20 62P05 PDFBibTeX XMLCite \textit{C. Martins-Filho} et al., Econom. Rev. 34, No. 6--10, 907--958 (2015; Zbl 1491.62037) Full Text: DOI
Feng, Dingan; Song, Peter X.-K.; Wirjanto, Tony S. Time-deformation modeling of stock returns directed by duration processes. (English) Zbl 1491.62155 Econom. Rev. 34, No. 4, 480-511 (2015). MSC: 62P05 62M10 91B84 PDFBibTeX XMLCite \textit{D. Feng} et al., Econom. Rev. 34, No. 4, 480--511 (2015; Zbl 1491.62155) Full Text: DOI
Clarke, Bertrand; Clarke, Jennifer; Yu, ChiWai Statistical problem classes and their links to information theory. (English) Zbl 1491.62011 Econom. Rev. 33, No. 1-4, 337-371 (2014). MSC: 62B10 62F15 94A15 PDFBibTeX XMLCite \textit{B. Clarke} et al., Econom. Rev. 33, No. 1--4, 337--371 (2014; Zbl 1491.62011) Full Text: DOI
Berger, James; Bayarri, M. J.; Pericchi, L. R. The effective sample size. (English) Zbl 1491.62183 Econom. Rev. 33, No. 1-4, 197-217 (2014). MSC: 62P20 62D05 62F15 62J05 PDFBibTeX XMLCite \textit{J. Berger} et al., Econom. Rev. 33, No. 1--4, 197--217 (2014; Zbl 1491.62183) Full Text: DOI
Dagum, Estela Bee; Bianconcini, Silvia A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces. (English) Zbl 1491.62093 Econom. Rev. 32, No. 7, 848-867 (2013). MSC: 62M10 62G07 62M20 62R10 62P20 PDFBibTeX XMLCite \textit{E. B. Dagum} and \textit{S. Bianconcini}, Econom. Rev. 32, No. 7, 848--867 (2013; Zbl 1491.62093) Full Text: DOI
Haley, M. Ryan; McGee, M. Kevin; Walker, ToddB. Disparity, shortfall, and twice-endogenous HARA utility. (English) Zbl 1491.91119 Econom. Rev. 32, No. 4, 524-541 (2013). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{M. R. Haley} et al., Econom. Rev. 32, No. 4, 524--541 (2013; Zbl 1491.91119) Full Text: DOI Link
Creal, Drew A survey of sequential Monte Carlo methods for economics and finance. (English) Zbl 1491.62008 Econom. Rev. 31, No. 3, 245-296 (2012). MSC: 62-08 65C05 62F15 62M20 62M10 62P20 PDFBibTeX XMLCite \textit{D. Creal}, Econom. Rev. 31, No. 3, 245--296 (2012; Zbl 1491.62008) Full Text: DOI Link
Carvalho, Alexandre X.; Skoulakis, Georgios Time series mixtures of generalized \(t\) experts: ML estimation and an application to stock return density forecasting. (English) Zbl 1202.62111 Econom. Rev. 29, No. 5-6, 642-687 (2010). MSC: 62M10 62F12 62P05 91G70 62J05 62C05 PDFBibTeX XMLCite \textit{A. X. Carvalho} and \textit{G. Skoulakis}, Econom. Rev. 29, No. 5--6, 642--687 (2010; Zbl 1202.62111) Full Text: DOI
Samarakoon, D. M. Mahinda; Knight, Keith A note on unit root tests with infinite variance noise. (English) Zbl 1172.62027 Econom. Rev. 28, No. 4, 314-334 (2009). MSC: 62M10 62F05 62F12 PDFBibTeX XMLCite \textit{D. M. M. Samarakoon} and \textit{K. Knight}, Econom. Rev. 28, No. 4, 314--334 (2009; Zbl 1172.62027) Full Text: DOI
Mazzuchi, Thomas A.; Soofi, Ehsan S.; Soyer, Refik Bayes estimate and inference for entropy and information index of fit. (English) Zbl 1482.62026 Econom. Rev. 27, No. 4-6, 428-456 (2008). MSC: 62B10 62G99 62P20 PDFBibTeX XMLCite \textit{T. A. Mazzuchi} et al., Econom. Rev. 27, No. 4--6, 428--456 (2008; Zbl 1482.62026) Full Text: DOI
An, Sungbae; Schorfheide, Frank Bayesian analysis of DSGE models. (English) Zbl 1112.62015 Econom. Rev. 26, No. 2-4, 113-172 (2007). MSC: 62F15 62P20 62M10 PDFBibTeX XMLCite \textit{S. An} and \textit{F. Schorfheide}, Econom. Rev. 26, No. 2--4, 113--172 (2007; Zbl 1112.62015) Full Text: DOI Link
Nielsen, Bent On the distribution of likelihood ratio test statistics for cointegration rank. (English) Zbl 1082.62520 Econom. Rev. 23, No. 1, 1-23 (2004). MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{B. Nielsen}, Econom. Rev. 23, No. 1, 1--23 (2004; Zbl 1082.62520) Full Text: DOI
Otranto, Edoardo; Gallo, Giampiero M. A nonparametric Bayesian approach to detect the number of regimes in Markov switching models. (English) Zbl 1140.62318 Econom. Rev. 21, No. 4, 477-496 (2002). MSC: 62G10 62F15 62M02 PDFBibTeX XMLCite \textit{E. Otranto} and \textit{G. M. Gallo}, Econom. Rev. 21, No. 4, 477--496 (2002; Zbl 1140.62318) Full Text: DOI
Birgean, Ionel; Kilian, Lutz Data-driven nonparametric spectral density estimators for economic time series: a Monte Carlo study. (English) Zbl 1066.91078 Econom. Rev. 21, No. 4, 449-476 (2002). MSC: 91B84 91B82 PDFBibTeX XMLCite \textit{I. Birgean} and \textit{L. Kilian}, Econom. Rev. 21, No. 4, 449--476 (2002; Zbl 1066.91078) Full Text: DOI
Ohtani, Kazuhiro; Wan, Alan T. K. On the use of the Stein variance estimator in the double \(k\)-class estimator in regression. (English) Zbl 1049.62078 Econom. Rev. 21, No. 1, 121-134 (2002). MSC: 62J05 62H12 62C15 PDFBibTeX XMLCite \textit{K. Ohtani} and \textit{A. T. K. Wan}, Econom. Rev. 21, No. 1, 121--134 (2002; Zbl 1049.62078) Full Text: DOI
Berkowitz, Jeremy; Kilian, Lutz Recent developments in bootstrapping time series (with comment). (English) Zbl 0949.62022 Econom. Rev. 19, No. 1, 1-48 (2000). MSC: 62F40 62G09 62M10 PDFBibTeX XMLCite \textit{J. Berkowitz} and \textit{L. Kilian}, Econom. Rev. 19, No. 1, 1--48 (2000; Zbl 0949.62022) Full Text: DOI
Phillips, Robert F. Partially adaptive estimation of nonlinear models via a normal mixture. (English) Zbl 0928.62077 Econom. Rev. 18, No. 2, 141-167 (1999). MSC: 62M10 62J02 PDFBibTeX XMLCite \textit{R. F. Phillips}, Econom. Rev. 18, No. 2, 141--167 (1999; Zbl 0928.62077) Full Text: DOI
Steigerwald, Douglas G. Uniformly adaptive estimation for models with ARMA errors. (English) Zbl 0914.62070 Econom. Rev. 16, No. 4, 393-409 (1997). MSC: 62M10 62F35 62J02 62G07 PDFBibTeX XMLCite \textit{D. G. Steigerwald}, Econom. Rev. 16, No. 4, 393--409 (1997; Zbl 0914.62070) Full Text: DOI
Li, Hongyi; Maddala, G. S. Bootstrapping time series models. (With discussion). (English) Zbl 0855.62074 Econom. Rev. 15, No. 2, 115-195 (1996). MSC: 62M10 62P20 62G09 PDFBibTeX XMLCite \textit{H. Li} and \textit{G. S. Maddala}, Econom. Rev. 15, No. 2, 115--195 (1996; Zbl 0855.62074) Full Text: DOI
Ullah, Aman; Srivastava, Virendra K.; Roy, Nilanjana Moments of the function of non-normal random vector with applications to econometric estimators and test statistics. (English) Zbl 0836.62110 Econom. Rev. 14, No. 4, 459-471 (1995). MSC: 62P20 62E17 62E15 PDFBibTeX XMLCite \textit{A. Ullah} et al., Econom. Rev. 14, No. 4, 459--471 (1995; Zbl 0836.62110) Full Text: DOI
Ng, Pin T. Finite sample properties of adaptive regression estimators. (English) Zbl 0825.62577 Econom. Rev. 14, No. 3, 267-297 (1995). MSC: 62J05 62F35 62F10 PDFBibTeX XMLCite \textit{P. T. Ng}, Econom. Rev. 14, No. 3, 267--297 (1995; Zbl 0825.62577) Full Text: DOI