REVISTA

Econometrics

ISSN: 2225-1146 Frecuencia: 4 Formato: Electr�nica

Tablas de contenido

12 art�culos asociados

Volumen 5 N�mero 2 Parte June A�o 2017

Sustainable Financial Obligations and Crisis Cycles	Acceso
Mikael Juselius and Moshe Kim

A Spatial Econometric Analysis of the Calls to the Portuguese National Health Line	Acceso
Paula Sim�es, M. Luc�lia Carvalho, Sandra Aleixo, S�rgio Gomes and Isabel Nat�rio

The Realized Hierarchical Archimedean Copula in Risk Modelling	Acceso
Ostap Okhrin and Anastasija Tetereva

Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles	Acceso
Massimo Franchi and S�ren Johansen

Dependence between Stock Returns of Italian Banks and the Sovereign Risk	Acceso
Fabrizio Durante, Enrico Foscolo and Alex Weissensteiner

Unit Roots and Structural Breaks	Acceso
Pierre Perron

Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting	Acceso
Benedikt Schamberger, Lutz F. Gruber and Claudia Czado

Copula-Based Factor Models for Multivariate Asset Returns	Acceso
Eugen Ivanov, Aleksey Min and Franz Ramsauer

Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions	Acceso
Jurgen A. Doornik

The Univariate Collapsing Method for Portfolio Optimization	Acceso
Marc S. Paolella

Selecting the Lag Length for the MGLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations	Acceso
Ricardo Quineche and Gabriel Rodr�guez

Copula?Based vMEM Specifications versus Alternatives: The Case of Trading Activity	Acceso
Fabrizio Cipollini, Robert F. Engle and Giampiero M. Gallo