Econometrics and Statistics
Latest Publications

TOTAL DOCUMENTS

322

(FIVE YEARS 234)

H-INDEX

8

(FIVE YEARS 3)

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

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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

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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

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Implicit Copulas: An Overview

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.12.002 ◽

2021 ◽

Author(s):

Michael Stanley Smith

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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

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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

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Inner spike and slab Bayesian nonparametric models

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.10.017 ◽

2021 ◽

Author(s):

Antonio Canale ◽

Antonio Lijoi ◽

Bernardo Nipoti ◽

Igor Prünster

Keyword(s):

Bayesian Nonparametric ◽

Nonparametric Models ◽

Bayesian Nonparametric Models

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The ARMA Point Process and its Estimation

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.11.002 ◽

2021 ◽

Author(s):

Michael Schatz ◽

Spencer Wheatley ◽

Didier Sornette

Keyword(s):

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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

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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

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