Econometrics and Statistics
Inner spike and slab Bayesian nonparametric models
Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s): Antonio Canale, Antonio Lijoi, Bernardo Nipoti, Igor Prünster
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
Econometrics and Statistics
A Weissman-type estimator of the conditional marginal expected shortfall
Publication date: July 2023Source: Econometrics and Statistics, Volume 27Author(s): Yuri Goegebeur, Armelle Guillou, Nguyen Khanh Le Ho, Jing Qin
Econometrics and Statistics
Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors
Publication date: Available online 22 June 2023Source: Econometrics and StatisticsAuthor(s): Yu Bai, Massimiliano Marcellino, George Kapetanios
Econometrics and Statistics
Instrumental variable quantile regression for clustered data
Publication date: Available online 21 June 2023Source: Econometrics and StatisticsAuthor(s): Galina Besstremyannaya, Sergei Golovan
Econometrics and Statistics
On the distribution-freeness of a test of angular symmetry based on halfspace depth
Publication date: Available online 22 June 2023Source: Econometrics and StatisticsAuthor(s): Alexander Dürre, Davy Paindaveine
Econometrics and Statistics
A Robust Quantitative Risk Screening for Subgroup Pursuit in Clinical Trials
Publication date: Available online 20 June 2023Source: Econometrics and StatisticsAuthor(s): Xinzhou Guo, Ruosha Li, Jianjun Zhou, Xuming He
Econometrics and Statistics
Robust thin-plate splines for multivariate spatial smoothing
Publication date: Available online 8 June 2023Source: Econometrics and StatisticsAuthor(s): Ioannis Kalogridis
Econometrics and Statistics
Normality testing after outlier removal
Publication date: Available online 8 June 2023Source: Econometrics and StatisticsAuthor(s): Vanessa Berenguer-Rico, Bent Nielsen
Econometrics and Statistics
Estimating a discrete distribution subject to random left-truncation with an application to structured finance
Publication date: Available online 2 June 2023Source: Econometrics and StatisticsAuthor(s): Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan