School of Economics

Econometrics and Statistics

Econometrics and Statistics

A Consistent Estimator for Model Structure and Variable Selection

Publication date: Available online 5 March 2022Source: Econometrics and StatisticsAuthor(s): Taining Wang, Xiaoqi Zhang, Jinjing Tian

By ScienceDirect Publication: Econometrics and Statistics, 4 years ago
Econometrics and Statistics

A cluster plugin method for selecting the GLM lasso tuning parameters in models for unbalanced panel data

Publication date: Available online 8 March 2022Source: Econometrics and StatisticsAuthor(s): David M. Drukker, Di Liu

By ScienceDirect Publication: Econometrics and Statistics, 4 years ago
Econometrics and Statistics

Inference in mixed causal and noncausal models with generalized Student’s t-distributions

Publication date: Available online 8 March 2022Source: Econometrics and StatisticsAuthor(s): Francesco Giancaterini, Alain Hecq

By ScienceDirect Publication: Econometrics and Statistics, 4 years ago
Econometrics and Statistics

Cholesky-based multivariate Gaussian regression

Publication date: Available online 10 March 2022Source: Econometrics and StatisticsAuthor(s): Thomas Muschinski, Georg J. Mayr, Thorsten Simon, Nikolaus Umlauf, Achim Zeileis

By ScienceDirect Publication: Econometrics and Statistics, 4 years ago
Econometrics and Statistics

Delayed Monetary Policy Effects in a Multi-Regime Cointegrated VAR(MRCIVAR)

Publication date: Available online 11 March 2022Source: Econometrics and StatisticsAuthor(s): Pu Chen, Willi Semmler, Helmut Maurer

By ScienceDirect Publication: Econometrics and Statistics, 4 years ago
Econometrics and Statistics

Exact Simulation of Max-Infinitely Divisible Processes

Publication date: Available online 11 March 2022Source: Econometrics and StatisticsAuthor(s): Peng Zhong, Raphaël Huser, Thomas Opitz

By ScienceDirect Publication: Econometrics and Statistics, 4 years ago
Econometrics and Statistics

ICS for multivariate functional anomaly detection with applications to predictive maintenance and quality control

Publication date: Available online 16 March 2022Source: Econometrics and StatisticsAuthor(s): Aurore Archimbaud, Feriel Boulfani, Xavier Gendre, Klaus Nordhausen, Anne Ruiz-Gazen, Joni Virta

By ScienceDirect Publication: Econometrics and Statistics, 4 years ago
Econometrics and Statistics

Information Criteria for Outlier Detection Avoiding Arbitrary Significance Levels

Publication date: Available online 25 February 2022Source: Econometrics and StatisticsAuthor(s): Marco Riani, Anthony Curtis Atkinson, Aldo Corbellini, Alessio Farcomeni, Fabrizio Laurini

By ScienceDirect Publication: Econometrics and Statistics, 4 years ago
Econometrics and Statistics

Semi-Supervised Learning of Classifiers from a Statistical Perspective: A Brief Review

Publication date: Available online 18 March 2022Source: Econometrics and StatisticsAuthor(s): Daniel Ahfock, Geoffrey J. McLachlan

By ScienceDirect Publication: Econometrics and Statistics, 4 years ago
Econometrics and Statistics

High-dimensional GARCH process segmentation with an application to Value-at-Risk

Publication date: July 2022Source: Econometrics and Statistics, Volume 23Author(s): Haeran Cho, Karolos K. Korkas

By ScienceDirect Publication: Econometrics and Statistics, 4 years ago

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