REVISTA

Econometrics

ISSN: 2225-1146 Frecuencia: 4 Formato: Electrónica

Tablas de contenido

4 artículos asociados

Modelling and Diagnostics of Spatially Autocorrelated Counts	Acceso
Robert C. Jung and Stephanie Glaser

A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model	Acceso
Jian Kang, Johan Stax Jakobsen, Annastiina Silvennoinen, Timo Teräsvirta and Glen Wade

Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures	Acceso
Shiyun Cao and Qiankun Zhou

Structural Compressed Panel VAR with Stochastic Volatility: A Robust Bayesian Model Averaging Procedure	Acceso
Antonio Pacifico