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Econometrics and Statistics

2017 - 2017

Current editor(s): E.J. Kontoghiorghes, H. Van Dijk and A.M. Colubi

From Elsevier
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Volume 1, issue C, 2017

Econometrics and Statistics pp. 1-1 Downloads
Erricos Kontoghiorghes, Herman K. Van Dijk and Ana Colubi
Structural vector autoregressions with heteroskedasticity: A review of different volatility models pp. 2-18 Downloads
Helmut Lütkepohl and Aleksei Netšunajev
Asymmetric stable Paretian distribution testing pp. 19-39 Downloads
Marc S. Paolella
A dynamic component model for forecasting high-dimensional realized covariance matrices pp. 40-61 Downloads
Luc Bauwens, Manuela Braione and Giuseppe Storti
Combined Lagrange multiplier test for ARCH in vector autoregressive models pp. 62-84 Downloads
P.S. Catani and N.J.C. Ahlgren
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models pp. 85-98 Downloads
Josu Arteche and Javier García-Enríquez
Special issue on functional data analysis pp. 99-100 Downloads
Piotr Kokoszka, Hanny Oja, Byeong Park and Laura Sangalli
Change point and trend analyses of annual expectile curves of tropical storms pp. 101-117 Downloads
P. Burdejova, W. Härdle, P. Kokoszka and Q. Xiong
On the consistency of bootstrap methods in separable Hilbert spaces pp. 118-127 Downloads
Gil González-Rodríguez and Ana Colubi
Prediction of functional ARMA processes with an application to traffic data pp. 128-149 Downloads
J. Klepsch, C. Klüppelberg and T. Wei
Multinomial functional regression with wavelets and LASSO penalization pp. 150-166 Downloads
Seyed Nourollah Mousavi and Helle Sørensen
High-dimensional adaptive function-on-scalar regression pp. 167-183 Downloads
Zhaohu Fan and Matthew Reimherr
Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration pp. 184-200 Downloads
Han Lin Shang
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