Publication date: Available online 14 April 2023
Source: Econometrics and Statistics
Author(s): Ana M. Bianco, Graciela Boente
Category Archives: Econometrics and Statistics
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
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
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
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
Bayesian analysis of seasonally cointegrated VAR models
Publication date: Available online 21 February 2023
Source: Econometrics and Statistics
Author(s): Justyna Wróblewska
Seasonality in High Frequency Time Series
Publication date: July 2023
Source: Econometrics and Statistics, Volume 27
Author(s): Tommaso Proietti, Diego J. Pedregal
A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation
Publication date: Available online 3 July 2023
Source: Econometrics and Statistics
Author(s): Zhihao Xu, Clifford M. Hurvich
A Weissman-type estimator of the conditional marginal expected shortfall
Publication date: July 2023
Source: Econometrics and Statistics, Volume 27
Author(s): Yuri Goegebeur, Armelle Guillou, Nguyen Khanh Le Ho, Jing Qin
Bayesian analysis for mediation and moderation using <math xmlns:mml=”http://www.w3.org/1998/Math/MathML” altimg=”si30.svg” class=”math”><mrow><mi>g</mi><mo linebreak=”goodbreak”>−</mo></mrow></math>priors.
Publication date: July 2023
Source: Econometrics and Statistics, Volume 27
Author(s): Jean-Michel Galharret, Anne Philippe