REVISTA

Econometrics

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

Tablas de contenido

16 art�culos asociados

Volumen 5 N�mero 3 Parte September A�o 2017

Autoregressive Lag?Order Selection Using Conditional Saddlepoint Approximations	Acceso
Ronald W. Butler and Marc S. Paolella

Announcement of the 2017 Econometrics Young Researcher Award	Acceso
Econometrics Editorial Office

Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels	Acceso
Jae H. Kim and In Choi

Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development	Acceso
P. Dorian Owen

Short-Term Expectation Formation Versus Long-Term Equilibrium Conditions: The Danish Housing Market	Acceso
Andreas Hetland and Simon Hetland

Evaluating Forecasts, Narratives and Policy Using a Test of Invariance	Acceso
Jennifer L. Castle, David F. Hendry and Andrew B. Martinez

The Turkish Spatial Wage Curve	Acceso
Haci Mevlut Karatas

Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models	Acceso
S�ren Johansen and Morten Nyboe Tabor

Building News Measures from Textual Data and an Application to Volatility Forecasting	Acceso
Massimiliano Caporin and Francesco Poli

Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity	Acceso
Junrong Liu, Robin C. Sickles and E. G. Tsionas

Recent Developments in Copula Models	Acceso
Jean-David Fermanian

	Acceso
P.A.V.B. Swamy, Stephen G. Hall, George S. Tavlas and Peter Von zur Muehlen

	Acceso
Burkhard Raunig

Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge	Acceso
Katarina Juselius

Modeling Real Exchange Rate Persistence in Chile	Acceso
Leonardo Salazar

Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems	Acceso
H. Peter Boswijk and Paolo Paruolo