REVISTA

Econometrics

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

Tablas de contenido

18 art�culos asociados

Volumen 4 N�mero 1 Parte March A�o 2016

Bayesian Calibration of Generalized Pools of Predictive Distributions	Acceso
Roberto Casarin, Giulia Mantoan and Francesco Ravazzolo

The Evolving Transmission of Uncertainty Shocks in the United Kingdom	Acceso
Haroon Mumtaz

Timing Foreign Exchange Markets	Acceso
Samuel W. Malone, Robert B. Gramacy and Enrique Ter Horst

Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices	Acceso
David Ardia, Lukasz T. Gatarek, Lennart Hoogerheide and Herman K. Van Dijk

Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns	Acceso
Urbi Garay, Enrique Ter Horst, German Molina and Abel Rodriguez

Evolutionary Sequential Monte Carlo Samplers for Change-Point Models	Acceso
Arnaud Dufays

Spatial Econometrics: A Rapidly Evolving Discipline	Acceso
Giuseppe Arbia

Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM	Acceso
Nalan Bast�rk, Stefano Grassi, Lennart Hoogerheide and Herman K. Van Dijk

Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP	Acceso
John Geweke

Volatility Forecasting: Downside Risk, Jumps and Leverage Effect	Acceso
Francesco Audrino and Yujia Hu

Computational Complexity and Parallelization in Bayesian Econometric Analysis	Acceso
Nalan Bast�rk, Roberto Casarin, Francesco Ravazzolo and Herman K. Van Dijk

Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models	Acceso
Sung Jae Jun, Joris Pinkse, Haiqing Xu and Nese Yildiz

Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth	Acceso
Mustafa Koroglu and Yiguo Sun

Acknowledgement to Reviewers of Econometrics in 2015	Acceso
Econometrics Editorial Office

A Conditional Approach to Panel Data Models with Common Shocks	Acceso
Giovanni Forchini and Bin Peng

Forecasting Value-at-Risk under Different Distributional Assumptions	Acceso
Manuela Braione and Nicolas K. Scholtes

How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?	Acceso
Duo Qin, Sophie Van Huellen and Qing-Chao Wang

Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification	Acceso
Ying-Ying Lee