Econometrics and Statistics
Latest Publications

TOTAL DOCUMENTS

322

(FIVE YEARS 189)

H-INDEX

8

(FIVE YEARS 2)

Published By Elsevier

2452-3062

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Dynamic portfolio selection with sector-specific regularization

Econometrics and Statistics ◽

10.1016/j.ecosta.2022.01.001 ◽

2022 ◽

Author(s):

Christian M. Hafner ◽

Linqi Wang

Keyword(s):

Portfolio Selection ◽

Dynamic Portfolio

Download Full-text

Instrument-free inference under confined regressor endogeneity and mild regularity

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.12.008 ◽

2022 ◽

Author(s):

Jan F. Kiviet

Download Full-text

Bayesian analysis for mediation and moderation using g−priors.

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.12.009 ◽

2022 ◽

Author(s):

Jean-Michel Galharret ◽

Anne Philippe

Keyword(s):

Bayesian Analysis ◽

Mediation And Moderation

Download Full-text

Implicit Copulas: An Overview

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.12.002 ◽

2021 ◽

Author(s):

Michael Stanley Smith

Download Full-text

Robust Covariance Matrix Estimation in Time Series: A Review

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.12.001 ◽

2021 ◽

Author(s):

Masayuki Hirukawa

Keyword(s):

Time Series ◽

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Matrix Estimation

Download Full-text

Technical efficiency and inefficiency: Reliability of standard SFA models and a misspecification problem

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.12.006 ◽

2021 ◽

Author(s):

Subal C. Kumbhakar ◽

A. Peresetsky ◽

Y. Shchetynin ◽

A. Zaytsev

Keyword(s):

Technical Efficiency

Download Full-text

Machine Learning Embedded Semiparametric Mixtures of Regressions with Covariate-Varying Mixing Proportions

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.10.018 ◽

2021 ◽

Author(s):

Jiacheng Xue ◽

Weixin Yao

Keyword(s):

Machine Learning ◽

Semiparametric Mixtures ◽

Mixtures Of Regressions

Download Full-text

A semi-parametric empirical likelihood approach for conditional estimating equations under endogenous selection

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.12.004 ◽

2021 ◽

Author(s):

Yves G. Berger ◽

Valentin Patilea

Keyword(s):

Empirical Likelihood ◽

Estimating Equations ◽

Likelihood Approach ◽

Endogenous Selection

Download Full-text

Simultaneous confidence bands for the functional mean of convex curves

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.10.019 ◽

2021 ◽

Author(s):

Stefano Antonio Gattone ◽

Francesca Fortuna ◽

Adelia Evangelista ◽

Tonio Di Battista

Keyword(s):

Confidence Bands ◽

Convex Curves ◽

Simultaneous Confidence Bands

Download Full-text

Partially one-sided semiparametric inference for trending persistent and antipersistent processes

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.12.007 ◽

2021 ◽

Author(s):

Karim M. Abadir ◽

Walter Distaso ◽

Liudas Giraitis

Keyword(s):

Semiparametric Inference

Download Full-text