A slack analysis framework for improving composite indicators with applications to human development and sustainable energy indices
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2018 |
Hatefi, S. M. |
A multivariate volatility vine copula model
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2018 |
Brechmann, E. C. |
Information theoretic methods in small domain estimation
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2018 |
Bernardini Papalia, Rosa |
The “wrong skewness” problem in stochastic frontier models : a new approach
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2018 |
Hafner, Christian |
Parameter estimation in multivariate logit models with many binary choices
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2018 |
Bel, Koen |
Bayesian model averaging for dynamic panels with an application to a trade gravity model
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2018 |
Chen, Huigang |
Structural change tests for GEL criteria
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2018 |
Guay, Alain |
Robust inference for predictability in smooth transition predictive regressions
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2018 |
Kiliç, Rehim |
Estimation of time-invariant effects in static panel data models
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2018 |
Pesaran, M. Hashem |
Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
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2018 |
Lin, Eric S. |
Trends cycles and seasons : econometric methods of signal extraction
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2018 |
Pollock, David Stephen G. |
A Laplace stochastic frontier model
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2018 |
Horrace, William C. |
Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
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2018 |
Shintani, Mototsugu |
Estimation of factor-augmented panel regressions with weakly influential factors
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2018 |
Reese, Simon |
Bootstrap tests for time varying cointegration
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2018 |
Martins, Luís Filipe |
Sample path properties of an explosive double autoregressive model
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2018 |
Liu, Feng |
Testing for sphericity in a two-way error components panel data model
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2018 |
Mao, Guangyu |
Functional-coefficient cointegration models in the presence of deterministic trends
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2018 |
Hirukawa, Masayuki |
A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
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2018 |
Chang, Seong Yeon |
First difference transformation in panel VAR models : robustness, estimation, and inference
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2018 |
Juodis, Artūras |