Volume 8; Issue 2

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Econometrics
Volume 8; Issue 2

Econometrics

Volume 8; Issue 2

1

Simultaneous Indirect Inference, Impulse Responses and ARMA Models

Khalaf, Lynda, Peraza LÃ³pez, Beatriz

Journal:

Year:

2020

File:

PDF, 702 KB

2020

2

Balanced Growth Approach to Tracking Recessions

BoczoÅ, Marta, Richard, Jean-FranÃ§ois

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Year:

2020

File:

PDF, 1.30 MB

2020

3

Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis

MakieÅa, Kamil, Mazur, BÅaÅ¼ej

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Year:

2020

File:

PDF, 2.84 MB

2020

4

Improved Average Estimation in Seemingly Unrelated Regressions

Mehrabani, Ali, Ullah, Aman

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Year:

2020

File:

PDF, 496 KB

2020

5

Are Some Forecastersâ Probability Assessments of Macro Variables Better Than Those of Others?

Clements, Michael P.

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Year:

2020

File:

PDF, 303 KB

2020

6

Bayesian Model Averaging Using Power-Expected-Posterior Priors

Fouskakis, Dimitris, Ntzoufras, Ioannis

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Year:

2020

File:

PDF, 418 KB

2020

7

New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section

Yu, Bo, Mizrach, Bruce, Swanson, Norman R.

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Year:

2020

File:

PDF, 4.12 MB

2020

8

Triple the GammaâA Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models

Cadonna, Annalisa, FrÃ¼hwirth-Schnatter, Sylvia, Knaus, Peter

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Year:

2020

File:

PDF, 1.39 MB

2020

9

BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl

Kufel, Marcin BÅaÅ¼ejowski and Jacek Kwiatkowski Â and PaweÅ

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Year:

2020

File:

PDF, 540 KB

2020

10

Sovereign Risk Indices and Bayesian Theory Averaging

Lenkoski, Alex, Aanes, Fredrik L.

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Year:

2020

File:

PDF, 333 KB

2020

11

Bayesian Model Averaging with the Integrated Nested Laplace Approximation

GÃ³mez-Rubio, Virgilio, Bivand, Roger S., Rue, HÃ¥vard

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Year:

2020

File:

PDF, 1.62 MB

2020

12

Maximum-Likelihood Estimation in a Special Integer Autoregressive Model

Jung, Robert C., Tremayne, Andrew R.

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Year:

2020

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PDF, 664 KB

2020

13

Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach

Valente, Fernanda, Laurini, MÃ¡rcio

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Year:

2020

File:

PDF, 1.67 MB

2020

14

Gini Index Estimation within Pre-Specified Error Bound: Application to Indian Household Survey Data

Bilson Darku, Francis, Konietschke, Frank, Chattopadhyay, Bhargab

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Year:

2020

File:

PDF, 863 KB

2020

15

Forecast Accuracy Matters for Hurricane Damage

Martinez, Andrew B.

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Year:

2020

File:

PDF, 2.54 MB

2020