Econometric Reviews, Volume 40, Issue 2 (2021)

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Econometric Reviews, Volume 40, Issue 2 (2021)

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Article
A specification test for dynamic conditional distribution models with function-valued parameters
Victor Troster & Dominik Wied
Pages: 109-127
Published online: 15 May 2020
AbstractforA specification test for dynamic conditional distribution models with function-valued parameters | Full Text | References | PDF (1.6 MB) | EPUB
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Article
Quantile structural treatment effects: application to smoking wage penalty and its determinants
Yu-Chin Hsu, Kamhon Kan & Tsung-Chih Lai
Pages: 128-147
Published online: 17 Jun 2020
AbstractforQuantile structural treatment effects: application to smoking wage penalty and its determinants | Full Text | References | PDF (1.6 MB) | EPUB
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Article
Robust open Bayesian analysis: Overfitting, model uncertainty, and endogeneity issues in multiple regression models
Antonio Pacifico
Pages: 148-176
Published online: 05 Jun 2020
AbstractforRobust open Bayesian analysis: Overfitting, model uncertainty, and endogeneity issues in multiple regression models | Full Text | References | PDF (2.2 MB) | EPUB
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Article
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Matei Demetrescu, Julian S. Leppin & Stefan Reitz
Pages: 177-196
Published online: 11 Jun 2020
AbstractforHomogeneous vs. heterogeneous transition functions in panel smooth transition regressions | Full Text | References | PDF (1.6 MB) | EPUB
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Article
The continuous limit of weak GARCH
Carol Alexander & Emese Lazar
Pages: 197-216
Published online: 05 Aug 2020
AbstractforThe continuous limit of weak GARCH | Full Text | References | PDF (1.8 MB) | EPUB
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