Journal of Quantitative Economics
Latest Publications

TOTAL DOCUMENTS

370

(FIVE YEARS 125)

H-INDEX

7

(FIVE YEARS 2)

Published By Springer-Verlag

2364-1045, 0971-1554

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Lease Auctions with Retention Options

Journal of Quantitative Economics ◽

10.1007/s40953-021-00279-3 ◽

2022 ◽

Author(s):

Pranjal Chandrakar ◽

Shubhabrata Das ◽

Manaswini Bhalla

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Correction to: Rates of Expansions for Functional Estimators

Journal of Quantitative Economics ◽

10.1007/s40953-021-00280-w ◽

2021 ◽

Author(s):

Yulia Kotlyarova ◽

Marcia M. A. Schafgans ◽

Victoria Zinde-Walsh

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Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments

Journal of Quantitative Economics ◽

10.1007/s40953-021-00262-y ◽

2021 ◽

Author(s):

Jinyong Hahn ◽

Jerry Hausman

Keyword(s):

Nonlinear Models ◽

Control Variable ◽

Variable Approach ◽

Many Instruments ◽

Unbiased Estimates

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Estimation of Random Components and Prediction in One and Two-Way Error Component Regression Models

Journal of Quantitative Economics ◽

10.1007/s40953-021-00278-4 ◽

2021 ◽

Author(s):

Subhash C. Sharma ◽

Anil K. Bera

Keyword(s):

Regression Models ◽

Error Component ◽

Random Components

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Professor A.L. Nagar’s Glorious Academic Life at The Delhi School of Economics and Elsewhere: An Introductory Essay

Journal of Quantitative Economics ◽

10.1007/s40953-021-00260-0 ◽

2021 ◽

Author(s):

K. L. Krishna

Keyword(s):

Academic Life ◽

Introductory Essay

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Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)

Journal of Quantitative Economics ◽

10.1007/s40953-021-00276-6 ◽

2021 ◽

Author(s):

Roberto S. Mariano ◽

Suleyman Ozmucur

Keyword(s):

Predictive Performance ◽

Mixed Frequency ◽

Forecasting Models

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Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis

Journal of Quantitative Economics ◽

10.1007/s40953-021-00273-9 ◽

2021 ◽

Author(s):

Pami Dua ◽

Divya Tuteja

Keyword(s):

Markov Switching ◽

Equity Markets ◽

Regime Shifts ◽

International Currency

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Analytical Finite Sample Econometrics: From A. L. Nagar to Now

Journal of Quantitative Economics ◽

10.1007/s40953-021-00261-z ◽

2021 ◽

Author(s):

Yong Bao ◽

Aman Ullah

Keyword(s):

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Pitfalls in Bootstrapping Spurious Regression

Journal of Quantitative Economics ◽

10.1007/s40953-021-00268-6 ◽

2021 ◽

Author(s):

Peter C. B. Phillips

Keyword(s):

Spurious Regression

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Indirect Inference Estimation of a First-Order Dynamic Panel Data Model

Journal of Quantitative Economics ◽

10.1007/s40953-021-00264-w ◽

2021 ◽

Author(s):

Yong Bao

Keyword(s):

Dynamic Panel Data ◽

Panel Data Model ◽

Indirect Inference ◽

Dynamic Panel ◽

Dynamic Panel Data Model ◽

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