Econometrics and Statistics
The Influence Function of Graphical Lasso Estimators
Publication date: Available online 6 April 2023Source: Econometrics and StatisticsAuthor(s): Gaëtan Louvet, Jakob Raymaekers, Germain Van Bever, Ines Wilms
Econometrics and Statistics
Highly Efficient Estimators with High Breakdown Point for Linear Models with Structured Covariance Matrices
Publication date: Available online 2 April 2023Source: Econometrics and StatisticsAuthor(s): Hendrik Paul Lopuhaä
Econometrics and Statistics
Editorial Board
Publication date: April 2023Source: Econometrics and Statistics, Volume 26Author(s):
Econometrics and Statistics
Rage Against the Mean – A Review of Distributional Regression Approaches
Publication date: April 2023Source: Econometrics and Statistics, Volume 26Author(s): Thomas Kneib, Alexander Silbersdorff, Benjamin Säfken
Econometrics and Statistics
Dynamic Tobit models
Publication date: April 2023Source: Econometrics and Statistics, Volume 26Author(s): Andew Harvey, Yin Liao
Econometrics and Statistics
Fast cluster bootstrap methods for linear regression models
Publication date: April 2023Source: Econometrics and Statistics, Volume 26Author(s): James G. MacKinnon
Econometrics and Statistics
Robust Discovery of Regression Models
Publication date: April 2023Source: Econometrics and Statistics, Volume 26Author(s): Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry
Econometrics and Statistics
Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios
Publication date: April 2023Source: Econometrics and Statistics, Volume 26Author(s): M. Hashem Pesaran, Ron P. Smith
Econometrics and Statistics
A New Statistic for Bayesian Hypothesis Testing
Publication date: April 2023Source: Econometrics and Statistics, Volume 26Author(s): Su Chen, Stephen G. Walker
Econometrics and Statistics
When the score function is the identity function – A tale of characterizations of the normal distribution
Publication date: April 2023Source: Econometrics and Statistics, Volume 26Author(s): Christophe Ley