Econometrics and Statistics

Green Table of Contents

Volume 15

Pages 1-136 (July 2020)

Part A: Econometrics

Iterative estimation correcting for error auto-correlation in short panels, applied to lagged dependent variable models

Rembert De Blander

Pages 3-29

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Combined estimation of semiparametric panel data models. UP

Bai Huang, Tae-Hwy Lee, Aman Ullah

Pages 30-45

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Heteroscedastic stratified two-way EC models of single equations and SUR systems UP

Silvia Platoni, Laura Barbieri, Daniele Moro, Paolo Sckokai

Pages 46-66

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Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models

Jhames M. Sampaio, Pedro A. Morettin

Pages 67-83

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Part B: Statistics

Modeling non-linear spectral domain dependence using copulas with applications to rat local field potentials. UP

Charles Fontaine, Ron D. Frostig, Hernando Ombao

Pages 85-103

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Bayesian longitudinal spectral estimation with application to resting-state fMRI data analysis

Ning Dai, Galin L. Jones, Mark Fiecas

Pages 104-116

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A hierarchical bayesian model for differential connectivity in multi-trial brain signals

Lechuan Hu, Michele Guindani, Norbert J. Fortin, Hernando Ombao

Pages 117-135

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