Volume 5; Issue 1

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Econometrics
Volume 5; Issue 1

Econometrics

Volume 5; Issue 1

1

Fixed-b Inference for Testing Structural Change in a Time Series Regression

Cho, Cheol-Keun, Vogelsang, Timothy

Journal:

Year:

2016

Language:

english

File:

PDF, 397 KB

english, 2016

2

Regime Switching Vine Copula Models for Global Equity and Volatility Indices

Fink, Holger, Klimova, Yulia, Czado, Claudia, Stöber, Jakob

Journal:

Year:

2017

Language:

english

File:

PDF, 2.20 MB

english, 2017

3

Consistency of Trend Break Point Estimator with Underspecified Break Number

Journal:

Year:

2017

Language:

english

File:

PDF, 3.19 MB

english, 2017

4

Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation

Journal:

Year:

2017

Language:

english

File:

PDF, 663 KB

english, 2017

5

Endogeneity, Time-Varying Coefficients, and Incorrect vs. Correct Ways of Specifying the Error Terms of Econometric Models

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

Journal:

Year:

2017

Language:

english

File:

PDF, 292 KB

english, 2017

6

A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators

Heberle, Jochen, Sattarhoff, Cristina

Journal:

Year:

2017

Language:

english

File:

PDF, 311 KB

english, 2017

7

Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries

Clemente, Jesús, Gadea, María, Montañés, Antonio, Reyes, Marcelo

Journal:

Year:

2017

Language:

english

File:

PDF, 488 KB

english, 2017

8

Testing for a Structural Break in a Spatial Panel Model

Sengupta, Aparna

Journal:

Year:

2017

Language:

english

File:

PDF, 290 KB

english, 2017

9

Goodness-of-Fit Tests for Copulas of Multivariate Time Series

Rémillard, Bruno

Journal:

Year:

2017

Language:

english

File:

PDF, 378 KB

english, 2017

10

Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models

Kiviet, Jan, Pleus, Milan, Poldermans, Rutger

Journal:

Year:

2017

Language:

english

File:

PDF, 1.11 MB

english, 2017

11

A Simple Test for Causality in Volatility

Chang, Chia-Lin, McAleer, Michael

Journal:

Year:

2017

Language:

english

File:

PDF, 192 KB

english, 2017

12

Acknowledgement to Reviewers of Econometrics in 2016

Journal:

Year:

2017

Language:

english

File:

PDF, 173 KB

english, 2017

13

Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses

Chang, Seong, Perron, Pierre

Journal:

Year:

2017

Language:

english

File:

PDF, 477 KB

english, 2017

14

A Note on Identification of Bivariate Copulas for Discrete Count Data

Trivedi, Pravin, Zimmer, David

Journal:

Year:

2017

File:

PDF, 249 KB

2017

15

Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression

Journal:

Year:

2017

File:

PDF, 1.39 MB

2017