Econometrics
and Statistics, April 2019
Green
Table of Contents
Volume
10
Pages
1-170
Part A: Econometrics
Sign tests for dependent observations
Donald Brown, Rustam Ibragimov
Pages 1-8
An improved bootstrap test of density ratio ordering
Brendan K.
Beare, Xiaoxia Shi
Pages
9-26
Closed-form results for vector moving average models with a univariate estimation approach
Federico Poloni, Giacomo Sbrana
Pages 27-52
On accepting the edge-effect (for the inference of ARMA-type processes in )
Chrysoula Dimitriou-Fakalou
Pages 53-70
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Alternative over-identifying restriction test in the GMM estimation of panel data models
Kazuhiko Hayakawa
Pages 71-95
Part B: Statistics
Improving weighted least squares inference
Cyrus J. DiCiccio, Joseph P. Romano, Michael Wolf
Pages 96-119
Joint estimation of multiple network Granger causal models
A.
Skripnikov, G. Michailidis
Pages
120-133
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On-line peak detection in medical time series with adaptive regression methods
Carlo
Grillenzoni, Michele Fornaciari
Pages
134-150
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A Harris process to model stochastic volatility
Michelle
Anzarut, Ramsˇs H.
Mena
Pages 151-169