Publication date: Available online 21 February 2023
Source: Econometrics and Statistics
Author(s): Justyna Wróblewska
Author Archives: ScienceDirect Publication: Econometrics and Statistics
Risk-return trade-off in international stock returns: Skewness and business cycles
Publication date: Available online 4 March 2023
Source: Econometrics and Statistics
Author(s): Henri Nyberg, Christos S. Savva
Robust two-layer partition clustering of sparse multivariate functional data
Publication date: Available online 28 March 2023
Source: Econometrics and Statistics
Author(s): Zhuo Qu, Wenlin Dai, Marc G. Genton
Highly Efficient Estimators with High Breakdown Point for Linear Models with Structured Covariance Matrices
Publication date: Available online 2 April 2023
Source: Econometrics and Statistics
Author(s): Hendrik Paul Lopuhaä
The Influence Function of Graphical Lasso Estimators
Publication date: Available online 6 April 2023
Source: Econometrics and Statistics
Author(s): Gaëtan Louvet, Jakob Raymaekers, Germain Van Bever, Ines Wilms
Addressing robust estimation in covariate–specific ROC curves
Publication date: Available online 14 April 2023
Source: Econometrics and Statistics
Author(s): Ana M. Bianco, Graciela Boente
A Multivariate Randomized Response Model for Sensitive Binary Data
Publication date: July 2023
Source: Econometrics and Statistics, Volume 27
Author(s): Amanda M.Y. Chu, Yasuhiro Omori, Hing-yu So, Mike K.P. So
Robust Covariance Matrix Estimation in Time Series: A Review
Publication date: July 2023
Source: Econometrics and Statistics, Volume 27
Author(s): Masayuki Hirukawa
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach
Publication date: July 2023
Source: Econometrics and Statistics, Volume 27
Author(s): Marc Hallin, Carlos Trucíos
Editorial Board
Publication date: July 2023
Source: Econometrics and Statistics, Volume 27
Author(s):