ARC: Community: ELMAR: TOC areas: methods: journals

Journal of Econometrics  Relevant ARCategory: Marketing Journals

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April, 2007

Gaussian semiparametric estimation of multivariate fractionally integrated processes
–Katsumi Shimotsu [Publisher] [Google Scholar]

A robust version of the KPSS test based on indicators
–Robert M. de Jong, Christine Amsler and Peter Schmidt [Publisher] [Google Scholar]

Granger causality and path diagrams for multivariate time series
–Michael Eichler [Publisher] [Google Scholar]

A simple approach to the parametric estimation of potentially nonstationary diffusions?
–Federico M. Bandi and Peter C.B. Phillips [Publisher] [Google Scholar]

Finite sample properties of maximum likelihood estimator in spatial models
–Yong Bao and Aman Ullah [Publisher] [Google Scholar]

Decisionmetrics: A decision-based approach to econometric modelling
–Spyros Skouras [Publisher] [Google Scholar]

Optimal statistical decisions about some alternative financial models
–Wolfgang Stummer and Igor Vajda [Publisher] [Google Scholar]

Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
–Andrew P. Blake and George Kapetanios [Publisher] [Google Scholar]

GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
–Lung-fei Lee [Publisher] [Google Scholar]

Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
–John Chao and Norman R. Swanson [Publisher] [Google Scholar]

Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
–Ngai Hang Chan, Shi-Jie Deng, Liang Peng and Zhendong Xia [Publisher] [Google Scholar]

On efficient estimation of the ordered response model
–Mark Coppejans [Publisher] [Google Scholar]

MCMC maximum likelihood for latent state models
–Eric Jacquier, Michael Johannes and Nicholas Polson [Publisher] [Google Scholar]

Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
–José T.A.S. Ferreira and Mark F.J. Steel [Publisher] [Google Scholar]

Inference on inequality from household survey data
–Debopam Bhattacharya [Publisher] [Google Scholar]

Marginal likelihood and unit roots
–Marc K. Francke and Aart F. de Vos [Publisher] [Google Scholar]

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