# 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 2, issue C, 2017**

- The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation pp. 1-21
*Jan F. Kiviet* and *Milan Pleus*
- Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data pp. 22-35
*Dawlah Al-Sulami*, *Zhenyu Jiang*, *Zudi Lu* and *Jun Zhu*
- Neural nets for indirect inference pp. 36-49
*Michael Creel*
- A distance test of normality for a wide class of stationary processes pp. 50-60
*Zacharias Psaradakis* and *Marian Vavra*
- Meta-analytic cointegrating rank tests for dependent panels pp. 61-72
*Deniz Dilan Karaman Örsal* and *Antonia Arsova*
- Big Data in context and robustness against heterogeneity pp. 73-80
*J.S. Marron*
- Nonparametric causal inference from observational time series through marginal integration pp. 81-105
*Shu Li*, *Jan Ernest* and *Peter Bühlmann*
- Preliminary test estimation for multi-sample principal components pp. 106-116
*Davy Paindaveine*, *Rondrotiana Joséa Rasoafaraniaina* and *Thomas Verdebout*
- Binary time series models driven by a latent process pp. 117-130
*Konstantinos Fokianos* and *Theodoros Moysiadis*
- Separating location and dispersion in ordinal regression models pp. 131-148
*G. Tutz* and *M. Berger*

**Volume 1, issue C, 2017**

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