Econometrics and Statistics
Risk-Return Trade-off in International Stock Returns: Skewness and Business Cycles
Publication date: Available online 30 September 2022Source: Econometrics and StatisticsAuthor(s): Henri Nyberg, Christos Savva
Econometrics and Statistics
Numerical Methods for Finding <math xmlns:mml=”http://www.w3.org/1998/Math/MathML” altimg=”si10.svg” class=”math”><mi>A</mi></math>-optimal Designs Analytically
Publication date: Available online 27 September 2022Source: Econometrics and StatisticsAuthor(s): Ping-Yang Chen, Ray-Bing Chen, Yu-Shi Chen, Weng Kee Wong
Econometrics and Statistics
Bias-corrected method of moments estimators for dynamic panel data models
Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Jörg Breitung, Sebastian Kripfganz, Kazuhiko Hayakawa
Econometrics and Statistics
Convergence of spectral density estimators in the locally stationary framework
Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Rafael Kawka
Econometrics and Statistics
Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach
Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Yixiao Zhang, Cindy L. Yu, Haitao Li
Econometrics and Statistics
On the local power of some tests of strict exogeneity in linear fixed effects models
Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Alexander Mayer
Econometrics and Statistics
Time series copula models using d-vines and v-transforms
Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Martin Bladt, Alexander J. McNeil
Econometrics and Statistics
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption.
Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Johannes Bleher, Thomas Dimpfl
Econometrics and Statistics
Editorial Board
Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s):
Econometrics and Statistics
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
Publication date: October 2022Source: Econometrics and Statistics, Volume 24Author(s): Hua Li, Zhidong Bai, Wing-Keung Wong, Michael McAleer