Econometrics Concept

subject area of

• 'New and improved' direct marketing: A non-parametric approach  Book
• A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis  Article
• A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis  Academic Article
• A Dependence Metric for Possibly Nonlinear Processes  Academic Article
• A Partially Linear Kernel Estimator for Categorical Data  Academic Article
• A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes  Academic Article
• A Robust Generalization of the Rao Test  Academic Article
• A SMOOTH NONPARAMETRIC CONDITIONAL DENSITY TEST FOR CATEGORICAL RESPONSES  Academic Article
• A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test  Academic Article
• A consistent model specification test with mixed discrete and continuous data  Academic Article
• A new structural break model, with an application to Canadian inflation forecasting  Article
• A nonparametric test for equality of distributions with mixed categorical and continuous data  Academic Article
• A solution to aggregation and an application to multidimensional ‘well-being’ frontiers  Academic Article
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses  Academic Article
• Advances in Econometrics  Journal
• Age, Trend, and Cohort Effects in a Macro Model of Canadian Expenditure Patterns  Academic Article
• Age, Trend, and Cohort Effects in a Macro Model of Canadian Expenditure Patterns  Academic Article
• Agglomeration as Local Instability of Spatially Uniform Steady-States  Academic Article
• An efficient Bayesian approach to multiple structural change in multivariate time series  Article
• An efficient Bayesian approach to multiple structural change in multivariate time series  Academic Article
• Are There Structural Breaks in Realized Volatility?  Article
• Are There Structural Breaks in Realized Volatility?  Academic Article
• Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models  Article
• Bayesian parametric and semiparametric factor models for large realized covariance matrices  Article
• Bayesian semiparametric modeling of realized covariance matrices  Academic Article
• Bayesian semiparametric multivariate GARCH modeling  Article
• Bayesian semiparametric stochastic volatility modeling  Article
• Bootstrap prediction intervals for single period regression forecasts  Academic Article
• Bootstrapping the process of model selection: AN econometric example  Academic Article
• Can GARCH Models Capture Long-Range Dependence?  Academic Article
• Categorical semiparametric varying-coefficient models  Academic Article
• Collective Decision-Making and Heterogeneity in Tastes  Academic Article
• Comments on “bootstrapping time series models”  Academic Article
• Components of Bull and Bear Markets: Bull Corrections and Bear Rallies  Article
• Components of Market Risk and Return  Academic Article
• Conditional Jump Dynamics in Stock Market Returns  Academic Article
• Consistent Significance Testing for Nonparametric Regression  Academic Article
• Consistent Significance Testing for Nonparametric Regression  Academic Article
• Consistent cross-validatory model-selection for dependent data: hv-block cross-validation  Academic Article
• Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions  Academic Article
• Crowdsourcing the vote: new horizons in citizen forecasting  Academic Article
• Difference-in-differences when the treatment status is observed in only one period  Academic Article
• Do high-frequency measures of volatility improve forecasts of return distributions?  Article
• Econometric Reviews  Journal
• Econometric Theory  Journal
• Econometrica  Journal
• Econometrics Journal  Journal
• Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data  Academic Article
• Entropy and predictability of stock market returns  Academic Article
• Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture  Article
• FEASIBLE CROSS-VALIDATORY MODEL SELECTION FOR GENERAL STATIONARY PROCESSES  Academic Article
• Forecasting realized volatility: a Bayesian model-averaging approach  Article
• Forecasting realized volatility: a Bayesian model-averaging approach  Academic Article
• Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis  Academic Article
• Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis  Academic Article
• Formulating Wald Tests of Nonlinear Restrictions  Academic Article
• Formulating wald tests of the restrictions implied by the rational expectations hypothesis  Academic Article
• Gaim 1.1: A review  Academic Article
• Growth and convergence: A profile of distribution dynamics and mobility  Academic Article
• Heteroscedastic Transformation Models With Covariate Dependent Censoring  Academic Article
• How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?  Article
• How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?  Academic Article
• Identifying Bull and Bear Markets in Stock Returns  Academic Article
• Identifying Bull and Bear Markets in Stock Returns  Academic Article
• Improving Markov switching models using realized variance  Academic Article
• Improving Markov switching models using realized variance  Article
• Infinite order cross-validated local polynomial regression  Academic Article
• Information measures of kernel estimation  Academic Article
• International Journal of Forecasting  Journal
• Jackknife model averaging  Academic Article
• Journal of Applied Econometrics  Journal
• Journal of Business and Economic Statistics  Journal
• Journal of Econometrics  Journal
• Journal of Financial Econometrics  Journal
• Journal of Time Series Analysis  Journal
• LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS  Academic Article
• Learning, forecasting and structural breaks  Article
• Learning, forecasting and structural breaks  Academic Article
• Length-bias Correction in Transformation Models with Supplementary Data  Academic Article
• Local Polynomial Derivative Estimation: Analytic or Taylor?  Conference Paper
• Maxima: An open source computer algebra system  Academic Article
• Modeling Realized Covariances and Returns  Article
• Modeling Realized Covariances and Returns  Academic Article
• Modeling covariance breakdowns in multivariate GARCH  Article
• NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS  Academic Article
• Neural network forecasting of quarterly accounting earnings  Academic Article
• Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data  Academic Article
• Nonparametric analysis of a duration model with stochastic unobserved heterogeneity  Academic Article
• Nonparametric and semiparametric methods in R  Academic Article
• Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach  Academic Article
• Nonparametric estimation of marginal effects in regression-spline random effects models  Academic Article
• Nonparametric estimation of regression functions with both categorical and continuous data  Academic Article
• Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics  Academic Article
• Oil price shocks and economic growth: The volatility link  Article
• On estimating the effects of peak demand pricing  Academic Article
• On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables  Academic Article
• On the role of covariates in the synthetic control method  Academic Article
• Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions  Academic Article
• Portfolio Choice in Markets with Contagion  Academic Article
• Portfolio Choice in Markets with Contagion  Academic Article
• Portfolio Choice in Markets with Contagion  Academic Article
• Predictor relevance and extramarital affairs  Academic Article
• Public insurance and private savings: who is affected and by how much?  Academic Article
• RStudio: A Platform-Independent IDE for R and Sweave  Academic Article
• Rank estimation of partially linear index models  Academic Article
• Resampling a time-series process: A method of estimating the probabilities associated with alternative plans for protecting pensions against inflation  Academic Article
• SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA  Academic Article
• Selecting Regressors for Prediction Using PRESS and WhitetStatistics  Academic Article
• Semiparametric estimation of the Box-Cox transformation model  Academic Article
• Shazam 6.2: A review  Academic Article
• Single-equation estimators and aggregation restrictions when equations have the same sets of regressors  Academic Article
• Sparse HP filter: Finding kinks in the COVID-19 contact rate  Academic Article
• Spline Regression in the Presence of Categorical Predictors  Academic Article
• Studies in Nonlinear Dynamics and Econometrics  Journal
• Testing for a Global Maximum in an Econometric Context  Academic Article
• Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models  Academic Article
• The Cygwin tools: a GNU toolkit for Windows  Academic Article
• The Interactive and Causal Relationships Involving Precious Metal Price Movements An Analysis of the Gold and Silver Markets  Academic Article
• The Interactive and Causal Relationships Involving Precious Metal Price Movements: An Analysis of the Gold and Silver Markets  Academic Article
• The Interactive and Causal Relationships Involving Precious Metal.  Academic Article
• The Measurement of Unemployment: An Empirical Approach  Academic Article
• The Principle of Minimum Differentiation Holds under Sufficient Heterogeneity  Academic Article
• The Probability Distribution of Future Demand  Academic Article
• The Probability Distribution of Future Demand: The Case of Hydro Quebec  Academic Article
• The Rotterdam Model: An Approximation in Variable Space  Academic Article
• The demand for gasoline: a two stage approach  Academic Article
• The dynamics of health in the British Household Panel Survey  Academic Article
• The small sample bias of Durbin's tests for serial correlation  Academic Article
• The smooth colonel and the reverend find common ground  Academic Article
• Towards reproducible econometric research: the Sweave framework  Academic Article
• Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach  Academic Article
• Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations  Academic Article
• Using R to teach econometrics  Academic Article
• gnuplot 4.0: a portable interactive plotting utility  Academic Article