REVISTA

Econometrics

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

Tablas de contenido

11 art�culos asociados

Volumen 4 N�mero 2 Parte June A�o 2016

Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables	Acceso
Daniel A. Griffith and Yongwan Chun

Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels	Acceso
Masayuki Hirukawa and Mari Sakudo

	Acceso
P.A.V.B. Swamy, I-Lok Chang, Jatinder S. Mehta, William H. Greene, Stephen G. Hall and George S. Tavlas

Continuous and Jump Betas: Implications for Portfolio Diversification	Acceso
Vitali Alexeev, Mardi Dungey and Wenying Yao

Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability	Acceso
Marc S. Paolella

Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors	Acceso
Xibin Zhang, Maxwell L. King and Han Lin Shang

Building a Structural Model: Parameterization and Structurality	Acceso
Michel Mouchart and Renzo Orsi

Distribution of Budget Shares for Food: An Application of Quantile Regression to Food Security 1	Acceso
Charles B. Moss, James F. Oehmke, Alexandre Lyambabaje and Andrew Schmitz

Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series	Acceso
Nunzio Cappuccio and Diego Lubian

Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence	Acceso
Ba Chu and Stephen Satchell

A Method for Measuring Treatment Effects on the Treated without Randomization	Acceso
P.A.V.B. Swamy, Stephen G. Hall, George S. Tavlas, I-Lok Chang, Heather D. Gibson, William H. Greene and Jatinder S. Mehta