Econometrics and Statistics, January 2019
Green
Table of Contents
Volume 9
Page 1-170
Part A: Econometrics
Estimating MIDAS regressions via OLS with polynomial parameter profiling
Eric Ghysels, Hang Qian
Pages 1-16
Robust analysis of the martingale hypothesis
Christian Gourieroux, Joann Jasiak
Pages 17-41
Testing subspace Granger causality
Majid M. Al-Sadoon
Pages 42-61
Estimation for time-invariant effects in dynamic panel data models with application to income dynamics
Yonghui Zhang, Qiankun Zhou
Pages 62-77
Model order selection in periodic long memory models
Christian Leschinski,
Philipp Sibbertsen
Pages 78-94
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Part B: Statistics
Nonparametric regression on contaminated functional predictor with application to hyperspectral data
FrŽdŽric Ferraty, Anthony
Zullo, Mathieu Fauvel
Pages 95-107
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Robust Monitoring of Time Series with Application to Fraud Detection
Peter Rousseeuw, Domenico Perrotta, Marco Riani, Mia Hubert
Pages 108-121
Testing for heteroscedasticity in high-dimensional regressions
Zhaoyuan Li, Jianfeng Yao
Pages 122-139
Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model
Yanqing Sun, Yuanqing Zhang, Jianhua Z. Huang
Pages 140-155
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Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach
Benedikt Funke, Masayuki Hirukawa
Pages 156-170