Econometrics and Statistics

Green Table of Contents

Volume 14

Pages 1-158 (April 2020)

Part A: Econometrics

Robust frontier estimation from noisy data: A Tikhonov regularization approach. UP

Abdelaati Daouia, Jean-Pierre Florens, Léopold Simar

Pages 1-23

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A spline function class suitable for demand models. UP

Jeppe Rich

Pages 24-37

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Bootstrap lag selection in DSGE models with expectations correction

Giovanni Angelini

Pages 38-48

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Statistical inferences for realized portfolio weights

Vasyl Golosnoy, Wolfgang Schmid, Miriam Isabel Seifert, Taras Lazariv

Pages 49-62

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The market rank indicator to detect financial distress

Silvia Figini, Mario Maggi, Pierpaolo Uberti

Pages 63-73

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Part B: Statistics

S

Accurate and robust inference

Elvezio Ronchetti

Pages 74-88

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Regression with I-priors

Wicher P Bergsma

Pages 89-111

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The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. UP

Tucker S. McElroy, Marc Wildi

Pages 112-130

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A Simple Scale-Invariant Two-Sample Test for High-dimensional Data

Liang Zhang, Tianming Zhu, Jin-Ting Zhang

Pages 131-144

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Subjective heterogeneity in response attitude for multivariate ordinal outcomes

Rosaria Simone, Gerhard Tutz, Maria Iannario

Pages 145-158

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