JournalTOCs

Econometrics and Statistics
Number of Followers: 1

Hybrid journal (It can contain Open Access articles)
ISSN (Print) 2452-3062
Published by Elsevier

[2974 journals]

A new test for common breaks in heterogeneous panel data models
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  Abstract: Publication date: Available online 1 February 2023Source: Econometrics and StatisticsAuthor(s): Peiyun Jiang, Eiji Kurozumi
Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi,
Hosking, and Li–McLeod revisited
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  Abstract: Publication date: Available online 1 February 2023Source: Econometrics and StatisticsAuthor(s): Marc Hallin, Hang Liu
On the Robust Estimation of Spatial Autoregressive Models
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  Abstract: Publication date: Available online 23 January 2023Source: Econometrics and StatisticsAuthor(s): Zhi Yang Tho, Ding Ding, Francis KC Hui, AH Welsh, Tao Zou
Variable Selection in Macroeconomic Forecasting with Many Predictors
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  Abstract: Publication date: Available online 22 January 2023Source: Econometrics and StatisticsAuthor(s): Zhenzhong Wang, Zhengyuan Zhu, Cindy Yu
Approximation of BSDE with Hidden Forward Equation and Unknown
Volatility
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  Abstract: Publication date: Available online 15 January 2023Source: Econometrics and StatisticsAuthor(s): Oleg V. Chernoyarov, Yury A. Kutoyants
Monitoring Cointegration in Systems of Cointegrating Relationships
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  Abstract: Publication date: Available online 9 January 2023Source: Econometrics and StatisticsAuthor(s): Etienne Theising, Dominik Wied
An Automatic Portmanteau Test For Nonlinear Dependence
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  Abstract: Publication date: Available online 6 January 2023Source: Econometrics and StatisticsAuthor(s): Charisios Grivas
A Markov decision process for response adaptive designs
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  Abstract: Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Yanqing Yi, Xikui Wang
Statistical inference for state occupation and transition probabilities in
non-Markov multi-state models subject to both random left-truncation and
right-censoring
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  Abstract: Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Alexandra Nießl, Arthur Allignol, Jan Beyersmann, Carina Mueller
On The Problem of Relevance in Statistical Inference
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  Abstract: Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Subhadeep Mukhopadhyay, Kaijun Wang
Regression Reconstruction from a Retrospective Sample
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  Abstract: Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Christiana Kartsonaki, D. R. Cox
Constructing a polygenic risk score for childhood obesity using functional
data analysis
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  Abstract: Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Sarah J.C. Craig, Ana M. Kenney, Junli Lin, Ian M. Paul, Leann L. Birch, Jennifer S. Savage, Michele E. Marini, Francesca Chiaromonte, Matthew L. Reimherr, Kateryna D. Makova
Combining rules for F- and Beta-statistics from multiply-imputed data
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  Abstract: Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Ashok Chaurasia
On a Rosenblatt-type transformation of multivariate copulas
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  Abstract: Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Evgeniy Savinov, Victoria Shamraeva
Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical
Application
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  Abstract: Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Manabu Asai
Instrument-free inference under confined regressor endogeneity and mild
regularity
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  Abstract: Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Jan F. Kiviet
The benefits of returns and options in the estimation of GARCH models. A
Heston-Nandi GARCH insight
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  Abstract: Publication date: Available online 21 December 2022Source: Econometrics and StatisticsAuthor(s): Marcos Escobar-Anel, Lars Stentoft, Xize Ye
Spectral Dependence
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  Abstract: Publication date: Available online 7 November 2022Source: Econometrics and StatisticsAuthor(s): Hernando Ombao, Marco Pinto
A new bootstrap assisted test for checking second order stationarity
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  Abstract: Publication date: Available online 7 November 2022Source: Econometrics and StatisticsAuthor(s): Lei Jin, Suojin Wang
On tail-risk measures for non-integrable heavy-tailed random variables
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  Abstract: Publication date: Available online 29 October 2022Source: Econometrics and StatisticsAuthor(s): Laurent Gardes
Using Canonical Quantile Regression to predict company performance: better
prediction than using CEO compensation
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  Abstract: Publication date: Available online 26 October 2022Source: Econometrics and StatisticsAuthor(s): Stephen Portnoy, Joseph Haimberg
Spectral Subsampling MCMC for Stationary Multivariate Time Series with
Applications to Vector ARTFIMA Processes
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  Abstract: Publication date: Available online 13 October 2022Source: Econometrics and StatisticsAuthor(s): Mattias Villani, Matias Quiroz, Robert Kohn, Robert Salomone
Flexible and Robust Particle Tempering for State Space Models
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  Abstract: Publication date: Available online 10 October 2022Source: Econometrics and StatisticsAuthor(s): David Gunawan, Robert Kohn, Minh Ngoc Tran
Simultaneous confidence bands for the functional mean of convex curves
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  Abstract: Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Stefano Antonio Gattone, Francesca Fortuna, Adelia Evangelista, Tonio Di Battista
The ARMA Point Process and its Estimation
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  Abstract: Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Michael Schatz, Spencer Wheatley, Didier Sornette
A semi-parametric empirical likelihood approach for conditional estimating
equations under endogenous selection
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  Abstract: Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Yves G. Berger, Valentin Patilea
Spectrally-Corrected Estimation for High-Dimensional Markowitz
Mean-Variance Optimization
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  Abstract: Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Hua Li, Zhidong Bai, Wing-Keung Wong, Michael McAleer
Bias-corrected method of moments estimators for dynamic panel data models
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  Abstract: Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Jörg Breitung, Sebastian Kripfganz, Kazuhiko Hayakawa
Convergence of spectral density estimators in the locally stationary
framework
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  Abstract: Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Rafael Kawka
Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors
and Stochastic Volatility: A Bayesian Approach
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  Abstract: Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Yixiao Zhang, Cindy L. Yu, Haitao Li
On the local power of some tests of strict exogeneity in linear fixed
effects models
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  Abstract: Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Alexander Mayer
Time series copula models using d-vines and v-transforms
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  Abstract: Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Martin Bladt, Alexander J. McNeil
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation
and Consumption.
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  Abstract: Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Johannes Bleher, Thomas Dimpfl
A -optimal+Designs+Analytically&rft.title=Econometrics+and+Statistics&rft.issn=2452-3062&rft.date=&rft.volume=">Numerical Methods for Finding A -optimal Designs Analytically
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  Abstract: Publication date: Available online 27 September 2022Source: Econometrics and StatisticsAuthor(s): Ping-Yang Chen, Ray-Bing Chen, Yu-Shi Chen, Weng Kee Wong
GMM Model Averaging Using Higher Order Approximations
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  Abstract: Publication date: Available online 22 September 2022Source: Econometrics and StatisticsAuthor(s): Luis F. Martins, Vasco J. Gabriel
Editorial: Special issue on Biostatistics
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  Abstract: Publication date: Available online 21 September 2022Source: Econometrics and StatisticsAuthor(s): Michele Guindani, F. Javier Rubio
Sufficient Dimension Reduction for Poisson Regression
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  Abstract: Publication date: Available online 16 September 2022Source: Econometrics and StatisticsAuthor(s): Jianxuan Liu
l 0 +Type+of+Penalty&rft.title=Econometrics+and+Statistics&rft.issn=2452-3062&rft.date=&rft.volume=">Estimation in the High Dimensional Additive Hazard Model with l 0 Type of
Penalty
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  Abstract: Publication date: Available online 15 September 2022Source: Econometrics and StatisticsAuthor(s): Yunpeng Zhou, Kam Chuen Yuen
Testing liquidity: a statistical theory based on asset staleness
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  Abstract: Publication date: Available online 12 July 2022Source: Econometrics and StatisticsAuthor(s): Davide Pirino, Alessandro Pollastri, Luca Trapin
Fuzzy sets and (fuzzy) random sets in Econometrics and Statistics
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  Abstract: Publication date: Available online 8 July 2022Source: Econometrics and StatisticsAuthor(s): Ana Colubi, Ana Belén Ramos-Guajardo
Risk Assessment and Spurious Seasonality
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  Abstract: Publication date: Available online 8 July 2022Source: Econometrics and StatisticsAuthor(s): Malte S. Kurz, Stefan Mittnik
Joint Hypothesis Testing from Heterogeneous Samples under Cross-dependence
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  Abstract: Publication date: Available online 8 July 2022Source: Econometrics and StatisticsAuthor(s): Uwe Hassler, Mehdi Hosseinkouchack
M L E s&rft.title=Econometrics+and+Statistics&rft.issn=2452-3062&rft.date=&rft.volume=">Combining Long and Short Memory in Time Series Models: the Role of
Asymptotic Correlations of the M L E s
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  Abstract: Publication date: Available online 30 June 2022Source: Econometrics and StatisticsAuthor(s): Richard T. Baillie, Dooyeon Cho, Seunghwa Rho
New estimation approaches for graphical models with elastic net penalty
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  Abstract: Publication date: Available online 25 June 2022Source: Econometrics and StatisticsAuthor(s): Davide Bernardini, Sandra Paterlini, Emanuele Taufer
Erratum regarding missing Declaration of Competing Interest statements in
previously published articles
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  Abstract: Publication date: Available online 20 June 2022Source: Econometrics and StatisticsAuthor(s):
Erratum regarding missing Declaration of Competing Interest statements in
previously published articles
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  Abstract: Publication date: Available online 19 June 2022Source: Econometrics and StatisticsAuthor(s):
Erratum regarding missing Declaration of Competing Interest statements in
previously published articles
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  Abstract: Publication date: Available online 19 June 2022Source: Econometrics and StatisticsAuthor(s):
Erratum regarding missing Declaration of Competing Interest statements in
previously published articles
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  Abstract: Publication date: Available online 19 June 2022Source: Econometrics and StatisticsAuthor(s):
Erratum regarding missing Declaration of Competing Interest statements in
previously published articles
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  Abstract: Publication date: Available online 19 June 2022Source: Econometrics and StatisticsAuthor(s):
Model Risk of Volatility Models
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  Abstract: Publication date: Available online 18 June 2022Source: Econometrics and StatisticsAuthor(s): Emese Lazar, Ning Zhang