REVISTA

Econometrics

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

Tablas de contenido

13 art�culos asociados

Volumen 3 N�mero 2 Pages187-465 Parte June A�o 2015

Bayesian Approach to Disentangling Technical and Environmental Productivity	Acceso
Emir Malikov, Subal C. Kumbhakar and Efthymios G. Tsionas

Strategic Interaction Model with Censored Strategies	Acceso
Nazgul Jenish

	Acceso
Shew Fan Liu and Zhenlin Yang

A Jackknife Correction to a Test for Cointegration Rank	Acceso
Marcus J. Chambers

The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms	Acceso
Ghassen El Montasser

The SAR Model for Very Large Datasets: A Reduced Rank Approach	Acceso
Sandy Burden, Noel Cressie and David G. Steel

Selection Criteria in Regime Switching Conditional Volatility Models	Acceso
Thomas Chuffart

Nonparametric Regression Estimation for Multivariate Null Recurrent Processes	Acceso
Biqing Cai and Dag Tj�stheim

Detecting Location Shifts during Model Selection by Step-Indicator Saturation	Acceso
Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis

A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models	Acceso
Umberto Triacca

Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States	Acceso
Hassan Mohammadi and Yuting Tan

Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data	Acceso
Chi-Yang Chu, Daniel J. Henderson and Christopher F. Parmeter

Information Recovery in a Dynamic Statistical Markov Model	Acceso
Douglas J. Miller and George Judge