Econometrics and Statistics
Robust empirical risk minimization via Newton’s method
Publication date: Available online 20 July 2023Source: Econometrics and StatisticsAuthor(s): Eirini Ioannou, Muni Sreenivas Pydi, Po-Ling Loh
Econometrics and Statistics
Macroeconomic Uncertainty and Vector Autoregressions
Publication date: Available online 16 July 2023Source: Econometrics and StatisticsAuthor(s): Mario Forni, Luca Gambetti, Luca Sala
Econometrics and Statistics
A novel estimation procedure for robust CANDECOMP/PARAFAC model fitting
Publication date: Available online 13 July 2023Source: Econometrics and StatisticsAuthor(s): Valentin Todorov, Violetta Simonacci, Michele Gallo, Nikolay Trendafilov
Econometrics and Statistics
A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation
Publication date: Available online 3 July 2023Source: Econometrics and StatisticsAuthor(s): Zhihao Xu, Clifford M. Hurvich
Econometrics and Statistics
Fluctuation-type monitoring test for explosive behavior
Publication date: Available online 29 June 2023Source: Econometrics and StatisticsAuthor(s): Eiji Kurozumi
Econometrics and Statistics
A Two-Way Transformed Factor Model for Matrix-Variate Time Series
Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s): Zhaoxing Gao, Ruey S. Tsay
Econometrics and Statistics
Robust Covariance Matrix Estimation in Time Series: A Review
Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s): Masayuki Hirukawa
Econometrics and Statistics
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach
Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s): Marc Hallin, Carlos Trucíos
Econometrics and Statistics
Editorial Board
Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s):
Econometrics and Statistics
Bayesian estimation for mode and anti-mode preserving circular distributions
Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s): Toshihiro Abe, Yoichi Miyata, Takayuki Shiohama