Polynomial Regressions and Nonsense Inference

Author(s): Daniel Ventosa-Santaulària | Carlos Vladimir Rodríguez-Caballero
Volume: 1
Issue: 3
Year: 2013

Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc

Author(s): Chia-Lin Chang | Michael McAleer
Volume: 1
Issue: 3
Year: 2013

The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process

Author(s): Umberto Triacca
Volume: 1
Issue: 3
Year: 2013

Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging

Author(s): Naoya Sueishi
Volume: 1
Issue: 2
Year: 2013

Parametric and Nonparametric Frequentist Model Selection and Model Averaging

Author(s): Aman Ullah | Huansha Wang
Volume: 1
Issue: 2
Year: 2013

Structural Panel VARs

Author(s): Peter Pedroni
Volume: 1
Issue: 2
Year: 2013

Forecasting Value-at-Risk Using High-Frequency Information

Author(s): Huiyu Huang | Tae-Hwy Lee
Volume: 1
Issue: 1
Year: 2013

Ten Things You Should Know about the Dynamic Conditional Correlation Representation

Author(s): Massimiliano Caporin | Michael McAleer
Volume: 1
Issue: 1
Year: 2013

Constructing U.K. Core Inflation

Author(s): Terence C. Mills
Volume: 1
Issue: 1
Year: 2013

On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations

Author(s): Yongning Wang | Ruey S. Tsay
Volume: 1
Issue: 1
Year: 2013

Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator

Author(s): Søren Johansen | Bent Nielsen
Volume: 1
Issue: 1
Year: 2013

Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments

Author(s): Fei Jin | Lung-fei Lee
Volume: 1
Issue: 1
Year: 2013