Econometrics and Statistics

Empirical Bayes Model Averaging with Influential Observations: Tuning Zellner’s <math xmlns:mml=”http://www.w3.org/1998/Math/MathML” altimg=”si7.svg” class=”math”><mi>g</mi></math> Prior for Predictive Robustness

Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s): Christopher M. Hans, Mario Peruggia, Junyan Wang

Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s): Zhaoxing Gao, Ruey S. Tsay

Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s): Masayuki Hirukawa

Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s): Yuri Goegebeur, Armelle Guillou, Nguyen Khanh Le Ho, Jing Qin

Publication date: Available online 22 June 2023Source: Econometrics and StatisticsAuthor(s): Yu Bai, Massimiliano Marcellino, George Kapetanios

Publication date: Available online 21 June 2023Source: Econometrics and StatisticsAuthor(s): Galina Besstremyannaya, Sergei Golovan

Publication date: Available online 22 June 2023Source: Econometrics and StatisticsAuthor(s): Alexander Dürre, Davy Paindaveine

Publication date: Available online 20 June 2023Source: Econometrics and StatisticsAuthor(s): Xinzhou Guo, Ruosha Li, Jianjun Zhou, Xuming He

Publication date: Available online 8 June 2023Source: Econometrics and StatisticsAuthor(s): Ioannis Kalogridis

Publication date: Available online 8 June 2023Source: Econometrics and StatisticsAuthor(s): Vanessa Berenguer-Rico, Bent Nielsen