Econometrics and Statistics
Multiplicative Error Models: 20 years on
Publication date: Available online 20 May 2022Source: Econometrics and StatisticsAuthor(s): Fabrizio Cipollini, Giampiero M. Gallo
Econometrics and Statistics
Calibrating with a smile: A Mellin transform approach to volatility surface calibration
Publication date: Available online 17 May 2022Source: Econometrics and StatisticsAuthor(s): M. Rodrigo, A. Lo
Econometrics and Statistics
Estimation in copula models with two-piece skewed margins using the inference for margins method
Publication date: Available online 13 May 2022Source: Econometrics and StatisticsAuthor(s): Jonas Baillien, Irène Gijbels, Anneleen Verhasselt
Econometrics and Statistics
Robust Estimation of Probit Models with Endogeneity
Publication date: Available online 11 May 2022Source: Econometrics and StatisticsAuthor(s): Andrea A. Naghi, Máté Váradi, Mikhail Zhelonkin
Econometrics and Statistics
Estimation of ergodic square-root diffusion under high-frequency sampling
Publication date: Available online 11 May 2022Source: Econometrics and StatisticsAuthor(s): Yuzhong Cheng, Nicole Hufnagel, Hiroki Masuda
Econometrics and Statistics
Risk Estimation With Composite Quantile Regression
Publication date: Available online 29 April 2022Source: Econometrics and StatisticsAuthor(s): Eliana Christou, Michael Grabchak
Econometrics and Statistics
Quasi-likelihood analysis for nonlinear stochastic processes
Publication date: Available online 26 April 2022Source: Econometrics and StatisticsAuthor(s): Nakahiro Yoshida
Econometrics and Statistics
New estimation approaches for graphical models with elastic net penalty
Publication date: Available online 25 June 2022Source: Econometrics and StatisticsAuthor(s): Davide Bernardini, Sandra Paterlini, Emanuele Taufer
Econometrics and Statistics
Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the <math xmlns:mml=”http://www.w3.org/1998/Math/MathML” altimg=”si103.svg” class=”math”><mrow><mi>M</mi><mi>L</mi><mi>E</mi></mrow></math>s
Publication date: Available online 30 June 2022Source: Econometrics and StatisticsAuthor(s): Richard T. Baillie, Dooyeon Cho, Seunghwa Rho
Econometrics and Statistics
Erratum regarding missing Declaration of Competing Interest statements in previously published articles
Publication date: Available online 20 June 2022Source: Econometrics and StatisticsAuthor(s):