School of Economics

Econometrics and Statistics

Econometrics and Statistics

GLAMLE: inference for multiview network data in the presence of latent variables, with an application to commodities trading

Publication date: Available online 25 September 2024Source: Econometrics and StatisticsAuthor(s): Chaonan Jiang, Davide La Vecchia, Riccardo Rastelli

By ScienceDirect Publication: Econometrics and Statistics, 3 days ago
Econometrics and Statistics

Change-point estimators with the weighted objective function when sequentially estimating breaks

Publication date: Available online 2 October 2024Source: Econometrics and StatisticsAuthor(s): Toshikazu Tayanagi, Eiji Kurozumi

By ScienceDirect Publication: Econometrics and Statistics, 3 days ago
Econometrics and Statistics

Tail copula estimation for heteroscedastic extremes

Publication date: Available online 5 October 2024Source: Econometrics and StatisticsAuthor(s): John H.J. Einmahl, Chen Zhou

By ScienceDirect Publication: Econometrics and Statistics, 3 days ago
Econometrics and Statistics

Fast Generalized Spatial Multilevel blockNNGP Modeling

Publication date: Available online 14 November 2024Source: Econometrics and StatisticsAuthor(s): Marcos O. Prates, Zaida C. Quiroz, Zhiyong Hu, Dipak K. Dey

By ScienceDirect Publication: Econometrics and Statistics, 3 days ago
Econometrics and Statistics

A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering

Publication date: Available online 17 November 2024Source: Econometrics and StatisticsAuthor(s): Cristian F. Jiménez-Varón, Ying Sun, Ta-Hsin Li

By ScienceDirect Publication: Econometrics and Statistics, 3 days ago
Econometrics and Statistics

The generalized nested common atoms model

Publication date: Available online 16 January 2025Source: Econometrics and StatisticsAuthor(s): Francesco Denti, Laura D’Angelo

By ScienceDirect Publication: Econometrics and Statistics, 3 days ago
Econometrics and Statistics

On Bekker’s many instrument asymptotic framework

Publication date: Available online 25 January 2025Source: Econometrics and StatisticsAuthor(s): Zhenhong Huang, Chen Wang, Jianfeng Yao

By ScienceDirect Publication: Econometrics and Statistics, 3 days ago
Econometrics and Statistics

Bayesian principal stratification with longitudinal data and truncation by death

Publication date: Available online 6 February 2025Source: Econometrics and StatisticsAuthor(s): Giulio Grossi, Marco Mariani, Alessandra Mattei, Fabrizia Mealli

By ScienceDirect Publication: Econometrics and Statistics, 3 days ago
Econometrics and Statistics

Block whittle estimation of time-varying stochastic regression models with long memory

Publication date: Available online 25 February 2025Source: Econometrics and StatisticsAuthor(s): Chris Toumping Fotso, Philipp Sibbertsen

By ScienceDirect Publication: Econometrics and Statistics, 3 days ago
Econometrics and Statistics

On John’s test for sphericity in large panel regression models

Publication date: Available online 6 March 2025Source: Econometrics and StatisticsAuthor(s): Zhaoyuan Li

By ScienceDirect Publication: Econometrics and Statistics, 3 days ago

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