Econometrics and Statistics
Testing for the cointegration rank between periodically integrated processes
Publication date: Available online 7 March 2025Source: Econometrics and StatisticsAuthor(s): Tomás del Barrio Castro
Econometrics and Statistics
Estimation and inference of quantile treatment effects in high-dimensional single-index model
Publication date: Available online 10 March 2025Source: Econometrics and StatisticsAuthor(s): Suneel Babu Chatla, Indrabati Bhattacharya
Econometrics and Statistics
First-order integer-valued autoregressive processes with Generalized Katz innovations
Publication date: Available online 12 March 2025Source: Econometrics and StatisticsAuthor(s): Ovielt Baltodano Lopez, Federico Bassetti, Giulia Carallo, Roberto Casarin
Econometrics and Statistics
Estimation of multifactor stochastic volatility jump-diffusion models: A marginalized filter approach
Publication date: Available online 17 March 2025Source: Econometrics and StatisticsAuthor(s): Jean-François Bégin, Golara Zafari
Econometrics and Statistics
Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent
Publication date: Available online 17 March 2025Source: Econometrics and StatisticsAuthor(s): Markus Bibinger, Michael Sonntag
Econometrics and Statistics
Bayesian (non-)unique sparse factor modeling
Publication date: Available online 23 April 2025Source: Econometrics and StatisticsAuthor(s): Sylvia Kaufmann, Markus Pape
Econometrics and Statistics
Addressing regressors’ endogeneity and the identification of true parameters
Publication date: Available online 29 April 2025Source: Econometrics and StatisticsAuthor(s): Dimitris Christopoulos, Dimitris Smyrnakis, Elias Tzavalis
Econometrics and Statistics
Bayesian semi-supervised Inference via a debiased modeling approach
Publication date: Available online 13 May 2025Source: Econometrics and StatisticsAuthor(s): Gözde Sert, Abhishek Chakrabortty, Anirban Bhattacharya
Econometrics and Statistics
Conditional autoregressive <math xmlns:mml=”http://www.w3.org/1998/Math/MathML” display=”inline” id=”d1e992″ altimg=”si1.svg” class=”math”><mi mathvariant=”script”>G</mi></math> model for common factor detection in the stock market
Publication date: Available online 4 June 2025Source: Econometrics and StatisticsAuthor(s): Marco Girardi, Massimiliano Caporin
Econometrics and Statistics
A matrix exponential approach to spatial panel data models: An application to carbon emissions
Publication date: Available online 30 June 2025Source: Econometrics and StatisticsAuthor(s): Ye Yang, Osman Doğan, Süleyman Taşpınar, Anil K. Bera