Chang, Yoosoon (ed.); Lee, Sokbae (ed.); Miller, J. Isaac (ed.) Essays in honor of Joon Y. Park. Econometric theory. (English) Zbl 1521.62006 Advances in Econometrics 45 A. Bingley: Emerald (ISBN 978-1-83753-209-4; 978-1-83753-208-7/ebook). xiii, 391 p. (2023). MSC: 62-06 62P20 62M20 00B15 00B30 PDFBibTeX XMLCite \textit{Y. Chang} (ed.) et al., Essays in honor of Joon Y. Park. Econometric theory. Bingley: Emerald (2023; Zbl 1521.62006) Full Text: DOI
Chang, Yoosoon (ed.); Lee, Sokbae (ed.); Miller, J. Isaac (ed.) Essays in honor of Joon Y. Park. Econometric methodology in empirical applications. (English) Zbl 1521.62005 Advances in Econometrics 45 B. Bingley: Emerald (ISBN 978-1-83753-213-1; 978-1-83753-212-4/ebook). xiv, 435 p. (2023). MSC: 62-06 62P20 62M20 00B15 00B30 PDFBibTeX XMLCite \textit{Y. Chang} (ed.) et al., Essays in honor of Joon Y. Park. Econometric methodology in empirical applications. Bingley: Emerald (2023; Zbl 1521.62005) Full Text: DOI
Dolado, Juan J. (ed.); Gambetti, Luca (ed.); Matthes, Christian (ed.) Essays in honour of Fabio Canova. (English) Zbl 07690900 Advances in Econometrics 44 A. Bingley: Emerald (ISBN 978-1-80382-636-3; 978-1-80382-635-6/ebook). i, 215 p. (2023). MSC: 62-06 91-06 00B30 PDFBibTeX XMLCite \textit{J. J. Dolado} (ed.) et al., Essays in honour of Fabio Canova. Bingley: Emerald (2023; Zbl 07690900) Full Text: DOI
Dolado, Juan J. (ed.); Gambetti, Luca (ed.); Matthes, Christian (ed.) Essays in honour of Fabio Canova. (English) Zbl 07690901 Advances in Econometrics 44 B. Bingley: Emerald (ISBN 978-1-80382-831-2; 978-1-80382-831-2/ebook). vii, 196 p. (2022). MSC: 62-06 91-06 00B30 PDFBibTeX XMLCite \textit{J. J. Dolado} (ed.) et al., Essays in honour of Fabio Canova. Bingley: Emerald (2022; Zbl 07690901) Full Text: DOI
Chudik, Alexander (ed.); Hsiao, Cheng (ed.); Timmermann, Allan (ed.) Essays in honor of M. Hashem Pesaran. Prediction and macro modeling. (English) Zbl 1480.62008 Advances in Econometrics 43 B. Bingley: Emerald (ISBN 978-1-80262-066-5/hbk; 978-1-80262-065-8/ebook). vi, 365 p. (2022). MSC: 62-06 62M20 62P20 00B15 00B30 PDFBibTeX XMLCite \textit{A. Chudik} (ed.) et al., Essays in honor of M. Hashem Pesaran. Prediction and macro modeling. Bingley: Emerald (2022; Zbl 1480.62008) Full Text: DOI
Chudik, Alexander (ed.); Hsiao, Cheng (ed.); Timmermann, Allan (ed.) Essays in honor of M. Hashem Pesaran. Prediction and macro modeling. (English) Zbl 1480.62007 Advances in Econometrics 43 A. Bingley: Emerald (ISBN 978-1-80262-062-7/hbk; 978-1-80262-061-0/ebook). vi, 350 p. (2022). MSC: 62-06 62M20 62P20 00B15 00B30 PDFBibTeX XMLCite \textit{A. Chudik} (ed.) et al., Essays in honor of M. Hashem Pesaran. Prediction and macro modeling. Bingley: Emerald (2022; Zbl 1480.62007) Full Text: DOI
Thomas, Alban Of particles and molecules: application of particle filtering to irrigated agriculture in Punjab, India. (English) Zbl 07645427 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 691-710 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{A. Thomas}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 691--710 (2021; Zbl 07645427) Full Text: DOI
Mariette, Jérôme; Olteanu, Madalina; Vialaneix, Nathalie Kernel and dissimilarity methods for exploratory analysis in a social context. (English) Zbl 07645426 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 669-690 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Mariette} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 669--690 (2021; Zbl 07645426) Full Text: DOI
Haughton, Jonathan; Haughton, Dominique Visualizing France with cartograms. (English) Zbl 07645425 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 653-668 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Haughton} and \textit{D. Haughton}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 653--668 (2021; Zbl 07645425) Full Text: DOI
De Mouzon, Olivier; Laurent, Thibault; Le Breton, Michel “One man, one vote” Part 2: Measurement of malapportionment and disproportionality and the Lorenz curve B: applications. (English) Zbl 07645424 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 633-652 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{O. De Mouzon} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 633--652 (2021; Zbl 07645424) Full Text: DOI
De Mouzon, Olivier; Laurent, Thibault; Le Breton, Michel “One man, one vote” Part 2: Measurement of malapportionment and disproportionality and the Lorenz curve A: introduction and measurement tools. (English) Zbl 07645423 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 615-631 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{O. De Mouzon} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 615--631 (2021; Zbl 07645423) Full Text: DOI
Bontemps, Christophe; Orozco, Valérie Toward a FAIR reproducible research. (English) Zbl 07645422 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 595-613 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{C. Bontemps} and \textit{V. Orozco}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 595--613 (2021; Zbl 07645422) Full Text: DOI
Bernela, Bastien; Bonnal, Liliane; Favard, Pascal Mobility for study and professional integration: an empirical overview of the situation in France based on the Céreq generational surveys. (English) Zbl 07645421 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 573-594 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{B. Bernela} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 573--594 (2021; Zbl 07645421) Full Text: DOI
Simioni, Michel; Trinh, Huong Thi; Huynh, Tuyen Thi Thanh; Vuong, Thao-Vy Diet quality and food sources in Vietnam: first evidence using compositional data analysis. (English) Zbl 07645419 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 547-570 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{M. Simioni} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 547--570 (2021; Zbl 07645419) Full Text: DOI
Muehlmann, Christoph; Fačevicová, Kamila; Gardlo, Alžběta; Janečková, Hana; Nordhausen, Klaus Independent component analysis for compositional data. (English) Zbl 07645418 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 525-545 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{C. Muehlmann} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 525--545 (2021; Zbl 07645418) Full Text: DOI arXiv
Martín-Fernández, Josep Antoni; Barceló-Vidal, Carles Log-contrast and orthonormal log-ratio coordinates for compositional data with a total. (English) Zbl 07645417 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 509-524 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{J. A. Martín-Fernández} and \textit{C. Barceló-Vidal}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 509--524 (2021; Zbl 07645417) Full Text: DOI
Maldonado, Wilfredo L.; Egozcue, Juan José; Pawlowsky-Glahn, Vera Compositional analysis of exchange rates. (English) Zbl 07645416 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 489-507 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{W. L. Maldonado} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 489--507 (2021; Zbl 07645416) Full Text: DOI
Huang, Tingting; Saporta, Gilbert; Wang, Huiwen A spatial durbin model for compositional data. (English) Zbl 07645415 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 471-488 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{T. Huang} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 471--488 (2021; Zbl 07645415) Full Text: DOI
Filzmoser, Peter; Hron, Karel; Menafoglio, Alessandra Logratio approach to distributional modeling. (English) Zbl 07645414 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 451-470 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{P. Filzmoser} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 451--470 (2021; Zbl 07645414) Full Text: DOI
Salvaña, Mary Lai O.; Genton, Marc G. Lagrangian spatio-temporal nonstationary covariance functions. (English) Zbl 07645413 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 427-447 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{M. L. O. Salvaña} and \textit{M. G. Genton}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 427--447 (2021; Zbl 07645413) Full Text: DOI
Laurent, Thibault; Margaretic, Paula Predictions in spatial econometric models: application to unemployment data. (English) Zbl 07645412 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 409-426 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{T. Laurent} and \textit{P. Margaretic}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 409--426 (2021; Zbl 07645412) Full Text: DOI
Do, van Huyen; Laurent, Thibault; Vanhems, Anne Guidelines on areal interpolation methods. (English) Zbl 07645411 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 385-407 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{v. H. Do} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 385--407 (2021; Zbl 07645411) Full Text: DOI
Cressie, Noel; Wikle, Christopher K. Modeling dependence in spatio-temporal econometrics. (English) Zbl 07645410 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 363-383 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{N. Cressie} and \textit{C. K. Wikle}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 363--383 (2021; Zbl 07645410) Full Text: DOI
Chakir, Raja; Le Gallo, Julie Spatial autocorrelation in econometric land use models: an overview. (English) Zbl 07645409 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 339-362 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{R. Chakir} and \textit{J. Le Gallo}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 339--362 (2021; Zbl 07645409) Full Text: DOI
Cardot, Hervé; Musolesi, Antonio Assessing spillover effects of spatial policies with semiparametric zero-inflated models and random forests. (English) Zbl 07645408 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 319-338 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{H. Cardot} and \textit{A. Musolesi}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 319--338 (2021; Zbl 07645408) Full Text: DOI
Bonneu, Florent; Cucala, Lionel Global scan methods for comparing two spatial point processes. (English) Zbl 07645407 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 305-318 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{F. Bonneu} and \textit{L. Cucala}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 305--318 (2021; Zbl 07645407) Full Text: DOI
Bachoc, François Asymptotic analysis of maximum likelihood estimation of covariance parameters for Gaussian processes: an introduction with proofs. (English) Zbl 07645406 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 283-303 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{F. Bachoc}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 283--303 (2021; Zbl 07645406) Full Text: DOI arXiv
Otto-Sobotka, Fabian; Mirkov, Radoslava; Hofner, Benjamin; Kneib, Thomas Modelling flow in gas transmission networks using shape-constrained expectile regression. (English) Zbl 07645405 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 261-280 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{F. Otto-Sobotka} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 261--280 (2021; Zbl 07645405) Full Text: DOI
Paindaveine, Davy; Virta, Joni On the behavior of extreme d-dimensional spatial quantiles under minimal assumptions. (English) Zbl 07645404 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 243-259 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{D. Paindaveine} and \textit{J. Virta}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 243--259 (2021; Zbl 07645404) Full Text: DOI arXiv
Nguyen, Bao Hoang; Zelenyuk, Valentin Robust efficiency analysis of public hospitals in Queensland, Australia. (English) Zbl 07645403 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 221-242 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{B. H. Nguyen} and \textit{V. Zelenyuk}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 221--242 (2021; Zbl 07645403) Full Text: DOI
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine Extreme \(L^p\) -quantile kernel regression. (English) Zbl 07645402 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 197-219 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{S. Girard} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 197--219 (2021; Zbl 07645402) Full Text: DOI
Bücher, Axel; El Ghouch, Anouar; van Keilegom, Ingrid Single-index quantile regression models for censored data. (English) Zbl 07645401 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 177-196 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{A. Bücher} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 177--196 (2021; Zbl 07645401) Full Text: DOI
Blanke, Delphine; Bosq, Denis Piecewise linear continuous estimators of the quantile function. (English) Zbl 07645400 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 161-175 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{D. Blanke} and \textit{D. Bosq}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 161--175 (2021; Zbl 07645400) Full Text: DOI
Adam, Cécile; Gijbels, Irène Partially linear expectile regression using local polynomial fitting. (English) Zbl 07645399 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 139-160 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{C. Adam} and \textit{I. Gijbels}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 139--160 (2021; Zbl 07645399) Full Text: DOI
Meis, Jan; Mammen, Enno Uncoupled isotonic regression with discrete errors. (English) Zbl 07645398 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 123-135 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Meis} and \textit{E. Mammen}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 123--135 (2021; Zbl 07645398) Full Text: DOI
Lorenzo, Hadrien; Saracco, Jérôme Computational outlier detection methods in sliced inverse regression. (English) Zbl 07645397 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 101-122 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{H. Lorenzo} and \textit{J. Saracco}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 101--122 (2021; Zbl 07645397) Full Text: DOI
Goga, Camelia B-spline estimation in a survey sampling framework. (English) Zbl 07645396 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 79-99 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{C. Goga}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 79--99 (2021; Zbl 07645396) Full Text: DOI
Gautier, Eric Relaxing monotonicity in endogenous selection models and application to surveys. (English) Zbl 07645395 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 59-78 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{E. Gautier}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 59--78 (2021; Zbl 07645395) Full Text: DOI arXiv
Casanova, Sandrine; Leconte, Eve Nonparametric model-based estimators for the cumulative distribution function of a right censored variable in a small area. (English) Zbl 07645394 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 45-57 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{S. Casanova} and \textit{E. Leconte}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 45--57 (2021; Zbl 07645394) Full Text: DOI
Biau, Gérard; Cadre, Benoît Optimization by gradient boosting. (English) Zbl 07645393 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 23-44 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{G. Biau} and \textit{B. Cadre}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 23--44 (2021; Zbl 07645393) Full Text: DOI arXiv
Balabdaoui, Fadoua; Groeneboom, Piet Profile least squares estimators in the monotone single index model. (English) Zbl 07645392 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 3-22 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{F. Balabdaoui} and \textit{P. Groeneboom}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 3--22 (2021; Zbl 07645392) Full Text: DOI arXiv
de Paula, Áureo (ed.); Tamer, Elie (ed.); Voia, Marcel-Cristian (ed.) The econometrics of networks. (English) Zbl 1448.62011 Advances in Econometrics 42. Bingley: Emerald (ISBN 978-1-83867-576-9/hbk; 978-1-83867-575-2/ebook). xiv, 377 p. (2020). MSC: 62-06 62P20 91G45 00B15 PDFBibTeX XMLCite \textit{Á. de Paula} (ed.) et al., The econometrics of networks. Bingley: Emerald (2020; Zbl 1448.62011) Full Text: DOI
Li, Tong (ed.); Pesaran, M. Hashem (ed.); Terrell, Dek (ed.) Essays in honor of Cheng Hsiao. (English) Zbl 1448.62017 Advances in Econometrics 41. Bingley: Emerald (ISBN 978-1-78973-958-9/hbk; 978-1-78973-957-2/ebook). x, 457 p. (2020). MSC: 62-06 62P20 00B15 00B30 PDFBibTeX XMLCite \textit{T. Li} (ed.) et al., Essays in honor of Cheng Hsiao. Bingley: Emerald (2020; Zbl 1448.62017) Full Text: DOI
Jeliazkov, Ivan (ed.); Tobias, Justin L. (ed.) Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling. (English) Zbl 1448.62014 Advances in Econometrics 40/B. Bingley: Emerald (ISBN 978-1-83867-420-5/hbk; 978-1-83867-419-9/ebook). xi, 253 p. (2019). MSC: 62-06 62P20 00B15 PDFBibTeX XMLCite \textit{I. Jeliazkov} (ed.) and \textit{J. L. Tobias} (ed.), Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling. Bingley: Emerald (2019; Zbl 1448.62014) Full Text: DOI
Jeliazkov, Ivan (ed.); Tobias, Justin L. (ed.) Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling. (English) Zbl 1448.62013 Advances in Econometrics 40/A. Bingley: Emerald (ISBN 978-1-78973-242-9/hbk; 978-1-78973-241-2/ebook). xi, 318 p. (2019). MSC: 62-06 62P20 62M10 00B15 PDFBibTeX XMLCite \textit{I. Jeliazkov} (ed.) and \textit{J. L. Tobias} (ed.), Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling. Bingley: Emerald (2019; Zbl 1448.62013) Full Text: DOI
Huynh, Kim P. (ed.); Jacho-Chávez, David T. (ed.); Tripathi, Gautam (ed.) The econometrics of complex survey data: theory and applications. Selected papers based on the presentations at the conference, Ottawa, Canada, October 19–20, 2017. (English) Zbl 1448.62012 Advances in Econometrics 39. Bingley: Emerald (ISBN 978-1-78756-726-9/hbk; 978-1-78756-725-2/ebook). xi, 325 p. (2019). MSC: 62-06 62P20 62D05 00B25 PDFBibTeX XMLCite \textit{K. P. Huynh} (ed.) et al., The econometrics of complex survey data: theory and applications. Selected papers based on the presentations at the conference, Ottawa, Canada, October 19--20, 2017. Bingley: Emerald (2019; Zbl 1448.62012) Full Text: DOI
Cattaneo, Matias D. (ed.); Escanciano, Juan Carlos (ed.) Regression discontinuity designs. Theory and applications. (English) Zbl 1448.62010 Advances in Econometrics 38. Bingley: Emerald (ISBN 978-1-78714-390-6/hbk; 978-1-78714-389-0/ebook). xxv, 512 p. (2017). MSC: 62-06 62P20 00B15 PDFBibTeX XMLCite \textit{M. D. Cattaneo} (ed.) and \textit{J. C. Escanciano} (ed.), Regression discontinuity designs. Theory and applications. Bingley: Emerald (2017; Zbl 1448.62010) Full Text: DOI
Baltagi, Badi H. (ed.); LeSage, James P. (ed.); Pace, R. Kelley (ed.) Spatial econometrics: qualitative and limited dependent variables. (English) Zbl 1448.62009 Advances in Econometrics 37. Bingley: Emerald (ISBN 978-1-78560-986-2/hbk; 978-1-78560-985-5/ebook). xvi, 386 p. (2016). MSC: 62-06 62P20 62M30 00B15 PDFBibTeX XMLCite \textit{B. H. Baltagi} (ed.) et al., Spatial econometrics: qualitative and limited dependent variables. Bingley: Emerald (2016; Zbl 1448.62009) Full Text: DOI
González-Rivera, Gloria (ed.); Hill, R. Carter (ed.); Lee, Tae-Hwy (ed.) Essays in honor of Aman Ullah. (English) Zbl 1461.62006 Advances in Econometrics 36. Bingley: Emerald (ISBN 978-1-78560-787-5/hbk; 978-1-78560-786-8/ebook). xxvi, 653 p. (2016). MSC: 62-06 62P20 91B84 00B15 00B30 PDFBibTeX XMLCite \textit{G. González-Rivera} (ed.) et al., Essays in honor of Aman Ullah. Bingley: Emerald (2016; Zbl 1461.62006) Full Text: DOI
Koopman, Siem Jan (ed.); Hillebrand, Eric (ed.) Dynamic factor models. (English) Zbl 1461.62007 Advances in Econometrics 35. Bingley: Emerald (ISBN 978-1-78560-353-2/hbk). xx, 664 p. (2016). MSC: 62-06 62H25 62P20 62P05 91-06 00B15 PDFBibTeX XMLCite \textit{S. J. Koopman} (ed.) and \textit{E. Hillebrand} (ed.), Dynamic factor models. Bingley: Emerald (2016; Zbl 1461.62007) Full Text: DOI
Charemza, Wojciech W.; Kharin, Yuriy; Maevskiy, Vladislav Bilinear forecast risk assessment for non-systematic inflation: theory and evidence. (English) Zbl 1315.91053 Schleer-van Gellecom, Frauke (ed.), Advances in non-linear economic modeling. Theory and applications. Berlin: Springer (ISBN 978-3-642-42038-2/hbk; 978-3-642-42039-9/ebook). Dynamic Modeling and Econometrics in Economics and Finance 17, 205-232 (2014). MSC: 91B84 62M20 62P20 91B62 91B82 PDFBibTeX XMLCite \textit{W. W. Charemza} et al., Dyn. Model. Econom. Econ. Finance 17, 205--232 (2014; Zbl 1315.91053) Full Text: DOI Link
Benati, Luca; Lubik, Thomas A. The time-varying Beveridge curve. (English) Zbl 1315.91036 Schleer-van Gellecom, Frauke (ed.), Advances in non-linear economic modeling. Theory and applications. Berlin: Springer (ISBN 978-3-642-42038-2/hbk; 978-3-642-42039-9/ebook). Dynamic Modeling and Econometrics in Economics and Finance 17, 167-204 (2014). MSC: 91B40 62F15 62P20 91B74 91B84 PDFBibTeX XMLCite \textit{L. Benati} and \textit{T. A. Lubik}, Dyn. Model. Econom. Econ. Finance 17, 167--204 (2014; Zbl 1315.91036) Full Text: DOI
Sandberg, Rickard Least absolute deviation based unit root tests in smooth transition type of models. (English) Zbl 1321.62108 Schleer-van Gellecom, Frauke (ed.), Advances in non-linear economic modeling. Theory and applications. Berlin: Springer (ISBN 978-3-642-42038-2/hbk; 978-3-642-42039-9/ebook). Dynamic Modeling and Econometrics in Economics and Finance 17, 141-166 (2014). MSC: 62M07 62M10 62P20 65C05 91B82 PDFBibTeX XMLCite \textit{R. Sandberg}, Dyn. Model. Econom. Econ. Finance 17, 141--166 (2014; Zbl 1321.62108) Full Text: DOI
Gallegati, Marco Early warning signals of financial stress: a “wavelet-based” composite indicators approach. (English) Zbl 1315.91076 Schleer-van Gellecom, Frauke (ed.), Advances in non-linear economic modeling. Theory and applications. Berlin: Springer (ISBN 978-3-642-42038-2/hbk; 978-3-642-42039-9/ebook). Dynamic Modeling and Econometrics in Economics and Finance 17, 115-138 (2014). MSC: 91G80 91B82 65T60 PDFBibTeX XMLCite \textit{M. Gallegati}, Dyn. Model. Econom. Econ. Finance 17, 115--138 (2014; Zbl 1315.91076) Full Text: DOI
Martínez-García, Enrique U.S. business cycles, monetary policy and the external finance premium. (English) Zbl 1314.91169 Schleer-van Gellecom, Frauke (ed.), Advances in non-linear economic modeling. Theory and applications. Berlin: Springer (ISBN 978-3-642-42038-2/hbk; 978-3-642-42039-9/ebook). Dynamic Modeling and Econometrics in Economics and Finance 17, 41-114 (2014). MSC: 91B74 91B82 91B64 PDFBibTeX XMLCite \textit{E. Martínez-García}, Dyn. Model. Econom. Econ. Finance 17, 41--114 (2014; Zbl 1314.91169) Full Text: DOI Link
Mittnik, Stefan; Semmler, Willi Estimating a banking-macro model using a multi-regime VAR. (English) Zbl 1315.91049 Schleer-van Gellecom, Frauke (ed.), Advances in non-linear economic modeling. Theory and applications. Berlin: Springer (ISBN 978-3-642-42038-2/hbk; 978-3-642-42039-9/ebook). Dynamic Modeling and Econometrics in Economics and Finance 17, 3-40 (2014). MSC: 91B62 91B84 91B64 91G70 62P20 PDFBibTeX XMLCite \textit{S. Mittnik} and \textit{W. Semmler}, Dyn. Model. Econom. Econ. Finance 17, 3--40 (2014; Zbl 1315.91049) Full Text: DOI
Jeliazkov, Ivan (ed.); Poirier, Dale J. (ed.) Bayesian model comparison. (English) Zbl 1310.62006 Advances in Econometrics 34. Bingley: Emerald (ISBN 978-1-78441-185-5/hbk; 978-1-78441-184-8/ebook). xi, 348 p. (2014). MSC: 62-06 62C10 62C12 62P20 91B02 00B15 PDFBibTeX XMLCite \textit{I. Jeliazkov} (ed.) and \textit{D. J. Poirier} (ed.), Bayesian model comparison. Bingley: Emerald (2014; Zbl 1310.62006) Full Text: DOI
Chang, Yoosoon (ed.); Fomby, Thomas B. (ed.); Park, Joon Y. (ed.) Essays in honor of Peter C. B. Phillips. (English) Zbl 1310.62005 Advances in Econometrics 33. Bingley: Emerald (ISBN 978-1-78441-183-1/hbk; 978-1-78441-182-4/ebook). xxii, 749 p. (2014). MSC: 62-06 62P20 91Bxx 00B15 00B30 PDFBibTeX XMLCite \textit{Y. Chang} (ed.) et al., Essays in honor of Peter C. B. Phillips. Bingley: Emerald (2014; Zbl 1310.62005) Full Text: DOI
Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, Christophe; Palm, Franz C. Multivariate dynamic probit models: an application to financial crises mutation. (English) Zbl 1443.62145 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 395-427 (2013). MSC: 62H12 62M10 62P05 PDFBibTeX XMLCite \textit{B. Candelon} et al., Adv. Econom. 32, 395--427 (2013; Zbl 1443.62145) Full Text: DOI
Götz, Thomas B.; Hecq, Alain; Urbain, Jean-Pierre Testing for common cycles in non-stationary VARs with varied frequency data. (English) Zbl 1443.62151 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 361-393 (2013). MSC: 62H12 62M10 62M02 62P20 PDFBibTeX XMLCite \textit{T. B. Götz} et al., Adv. Econom. 32, 361--393 (2013; Zbl 1443.62151) Full Text: DOI
Jeliazkov, Ivan Nonparametric vector autoregressions: specification, estimation, and inference. (English) Zbl 1443.62076 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 327-359 (2013). MSC: 62G05 62G07 62M10 62P20 PDFBibTeX XMLCite \textit{I. Jeliazkov}, Adv. Econom. 32, 327--359 (2013; Zbl 1443.62076) Full Text: DOI
Hubrich, Kirstin; Teräsvirta, Timo Thresholds and smooth transitions in vector autoregressive models. (English) Zbl 1443.62153 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 273-326 (2013). MSC: 62H12 62J12 62P20 PDFBibTeX XMLCite \textit{K. Hubrich} and \textit{T. Teräsvirta}, Adv. Econom. 32, 273--326 (2013; Zbl 1443.62153) Full Text: DOI
Foroni, Claudia; Ghysels, Eric; Marcellino, Massimiliano Mixed-frequency vector autoregressive models. (English) Zbl 1443.62150 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 247-272 (2013). MSC: 62H12 62M20 PDFBibTeX XMLCite \textit{C. Foroni} et al., Adv. Econom. 32, 247--272 (2013; Zbl 1443.62150) Full Text: DOI
Canova, Fabio; Ciccarelli, Matteo Panel vector autoregressive models: a survey. (English) Zbl 1443.62038 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 205-246 (2013). MSC: 62D20 62H12 62M10 62-02 62P20 PDFBibTeX XMLCite \textit{F. Canova} and \textit{M. Ciccarelli}, Adv. Econom. 32, 205--246 (2013; Zbl 1443.62038) Full Text: DOI
Lütkepohl, Helmut Identifying structural vector autoregressions via changes in volatility. (English) Zbl 1443.62221 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 169-203 (2013). MSC: 62M02 62H12 62M10 PDFBibTeX XMLCite \textit{H. Lütkepohl}, Adv. Econom. 32, 169--203 (2013; Zbl 1443.62221) Full Text: DOI
Clark, Todd E.; McCracken, Michael W. Evaluating the accuracy of forecasts from vector autoregressions. (English) Zbl 1443.62299 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 117-168 (2013). MSC: 62M20 62H12 62M10 62-02 PDFBibTeX XMLCite \textit{T. E. Clark} and \textit{M. W. McCracken}, Adv. Econom. 32, 117--168 (2013; Zbl 1443.62299) Full Text: DOI
Gospodinov, Nikolay; Herrera, Ana María; Pesavento, Elena Unit roots, cointegration, and pretesting in VAR models. (English) Zbl 1443.62227 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 81-115 (2013). MSC: 62M07 62H12 62M10 62G35 PDFBibTeX XMLCite \textit{N. Gospodinov} et al., Adv. Econom. 32, 81--115 (2013; Zbl 1443.62227) Full Text: DOI
Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Rossi, Barbara Do DSGE models forecast more accurately out-of-sample than VAR models? (English) Zbl 1443.62300 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 27-79 (2013). MSC: 62M20 62H12 91B51 62P20 91B84 PDFBibTeX XMLCite \textit{R. S. Gürkaynak} et al., Adv. Econom. 32, 27--79 (2013; Zbl 1443.62300) Full Text: DOI
Giacomini, Raffaella The relationship between DSGE and VAR models. (English) Zbl 1443.62259 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 1-25 (2013). MSC: 62M10 62P20 91B51 91B84 62-02 PDFBibTeX XMLCite \textit{R. Giacomini}, Adv. Econom. 32, 1--25 (2013; Zbl 1443.62259) Full Text: DOI
Li, Baokun; Wang, Tonghui; Tian, Weizhong Risk measures and asset pricing models with new versions of Wang transform. (English) Zbl 1322.91054 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 155-167 (2013). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{B. Li} et al., Adv. Intell. Syst. Comput. 200, 155--167 (2013; Zbl 1322.91054) Full Text: DOI
Chen, Cathy W. S.; Lin, Edward M. H.; Lin, Yi-Ru A Bayesian perspective on mixed GARCH models with jumps. (English) Zbl 1322.91057 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 141-154 (2013). MSC: 91G70 62P05 91B84 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., Adv. Intell. Syst. Comput. 200, 141--154 (2013; Zbl 1322.91057) Full Text: DOI
Lim, Kian-Guan Choice of copulas in explaining stock market contagion. (English) Zbl 1322.91058 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 129-140 (2013). MSC: 91G70 62P05 62H05 91B84 PDFBibTeX XMLCite \textit{K.-G. Lim}, Adv. Intell. Syst. Comput. 200, 129--140 (2013; Zbl 1322.91058) Full Text: DOI
Lee, Sangyeol; Park, Siyun Maximum entropy test for autoregressive models. (English) Zbl 1322.62220 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 119-128 (2013). MSC: 62M30 62M10 91B82 PDFBibTeX XMLCite \textit{S. Lee} and \textit{S. Park}, Adv. Intell. Syst. Comput. 200, 119--128 (2013; Zbl 1322.62220) Full Text: DOI
Gourieroux, Christian; Jasiak, Joann Size distortion in the analysis of volatility and covolatility effects. (English) Zbl 1322.62299 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 91-118 (2013). MSC: 62P05 91G70 62M10 62F05 91B84 PDFBibTeX XMLCite \textit{C. Gourieroux} and \textit{J. Jasiak}, Adv. Intell. Syst. Comput. 200, 91--118 (2013; Zbl 1322.62299) Full Text: DOI
Kreinovich, Vladik; Nguyen, Hung T.; Sriboonchitta, Songsak Why Clayton and Gumbel copulas: a symmetry-based explanation. (English) Zbl 1322.62150 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 79-90 (2013). MSC: 62H05 62P20 PDFBibTeX XMLCite \textit{V. Kreinovich} et al., Adv. Intell. Syst. Comput. 200, 79--90 (2013; Zbl 1322.62150) Full Text: DOI
Dinh, Hai Quang Some aspects of information theory in gambling and economics. (English) Zbl 1322.94053 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 61-77 (2013). MSC: 94A15 91A60 91B82 PDFBibTeX XMLCite \textit{H. Q. Dinh}, Adv. Intell. Syst. Comput. 200, 61--77 (2013; Zbl 1322.94053) Full Text: DOI
Jiroušek, Radim Brief introduction to probabilistic compositional models. (English) Zbl 1322.62151 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 49-60 (2013). MSC: 62H10 62F15 68T35 PDFBibTeX XMLCite \textit{R. Jiroušek}, Adv. Intell. Syst. Comput. 200, 49--60 (2013; Zbl 1322.62151) Full Text: DOI
Denœux, Thierry Statistical inference from ill-known data using belief functions. (English) Zbl 1322.62054 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 33-48 (2013). MSC: 62A01 62P20 68T37 PDFBibTeX XMLCite \textit{T. Denœux}, Adv. Intell. Syst. Comput. 200, 33--48 (2013; Zbl 1322.62054) Full Text: DOI
Lima, Luiz Renato; Neri, Breno A test for strict stationarity. (English) Zbl 1322.62345 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 17-30 (2013). MSC: 62P20 62M07 91B84 PDFBibTeX XMLCite \textit{L. R. Lima} and \textit{B. Neri}, Adv. Intell. Syst. Comput. 200, 17--30 (2013; Zbl 1322.62345) Full Text: DOI
Golan, Amos On the state of the art of info-metrics. (English) Zbl 1322.94054 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 3-15 (2013). MSC: 94A15 91B82 PDFBibTeX XMLCite \textit{A. Golan}, Adv. Intell. Syst. Comput. 200, 3--15 (2013; Zbl 1322.94054) Full Text: DOI
Fomby, Thomas B. (ed.); Kilian, Lutz (ed.); Murphy, Anthony (ed.) VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. (English) Zbl 1298.91028 Advances in Econometrics 32. Bingley: Emerald (ISBN 978-1-78190-752-8/hbk; 978-1-78190-753-5/ebook). xxi, 427 p. (2013). MSC: 91-06 62-06 00B30 00B25 PDFBibTeX XMLCite \textit{T. B. Fomby} (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2--4, 2012. Bingley: Emerald (2013; Zbl 1298.91028)
Choo, Eugene (ed.); Shum, Matthew (ed.) Structural econometric models. (English) Zbl 1298.91022 Advances in Econometrics 31. Bingley: Emerald (ISBN 978-1-78350-052-9/hbk; 978-1-78350-053-6/ebook). xiii, 432 p. (2013). MSC: 91-06 62-06 00B15 PDFBibTeX XMLCite \textit{E. Choo} (ed.) and \textit{M. Shum} (ed.), Structural econometric models. Bingley: Emerald (2013; Zbl 1298.91022) Full Text: DOI
Terrell, Dek (ed.); Millimet, Daniel (ed.) 30th anniversary edition. Dedicated to Thomas Fomby and R. Carter Hill. (English) Zbl 1298.91031 Advances in Econometrics 30. Bingley: Emerald (ISBN 978-1-78190-309-4/hbk; 978-1-78190-310-0/ebook). xxii, 477 p. (2012). MSC: 91-06 62-06 00B30 PDFBibTeX XMLCite \textit{D. Terrell} (ed.) and \textit{D. Millimet} (ed.), 30th anniversary edition. Dedicated to Thomas Fomby and R. Carter Hill. Bingley: Emerald (2012; Zbl 1298.91031) Full Text: DOI
Baltagi, Badi H. (ed.); Hill, R. Carter (ed.); Newey, Whitney K. (ed.); White, Halbert L. (ed.) Essays in honor of Jerry Hausman. (English) Zbl 1298.91020 Advances in Econometrics 29. Bingley: Emerald (ISBN 978-1-78190-307-0/hbk; 978-1-78190-308-7/ebook). xv, 559 p. (2012). MSC: 91-06 62-06 00B30 PDFBibTeX XMLCite \textit{B. H. Baltagi} (ed.) et al., Essays in honor of Jerry Hausman. Bingley: Emerald (2012; Zbl 1298.91020) Full Text: DOI
Balke, Nathan (ed.); Canova, Fabio (ed.); Milani, Fabio (ed.); Wynne, Mark A. (ed.) DSGE models in macroeconomics: estimation, evaluation, and new developments. (English) Zbl 1300.91003 Advances in Econometrics 28. Bingley: Emerald (ISBN 978-1-78190-305-6/hbk; 978-1-78190-306-3/ebook). xii, 467 p. (2012). MSC: 91-06 91B52 62-06 00B15 PDFBibTeX XMLCite \textit{N. Balke} (ed.) et al., DSGE models in macroeconomics: estimation, evaluation, and new developments. Bingley: Emerald (2012; Zbl 1300.91003) Full Text: DOI
Drukker, David M. (ed.) Missing data methods. Cross-sectional methods and applications. (English) Zbl 1298.91025 Advances in Econometrics 27, A. Bingley: Emerald (ISBN 978-1-78052-524-2/hbk; 978-1-78052-525-9/ebook). xiv, 337 p. (2011). MSC: 91-06 62-06 00B15 PDFBibTeX XMLCite \textit{D. M. Drukker} (ed.), Missing data methods. Cross-sectional methods and applications. Bingley: Emerald (2011; Zbl 1298.91025) Full Text: DOI
Drukker, David M. (ed.) Missing data methods. Time-series methods and applications. (English) Zbl 1298.91024 Advances in Econometrics 27, B. Bingley: Emerald (ISBN 978-1-78052-526-6/hbk; 978-1-78052-527-3/ebook). x, 251 p. (2011). MSC: 91-06 62-06 00B15 PDFBibTeX XMLCite \textit{D. M. Drukker} (ed.), Missing data methods. Time-series methods and applications. Bingley: Emerald (2011; Zbl 1298.91024) Full Text: DOI
Greene, William (ed.); Hill, R. Carter (ed.) Maximum simulated likelihood methods and applications. Selected papers based on the presentations at the workshop at Louisiana State University, Baton Rouge, LA, USA, November 2009. (English) Zbl 1298.91030 Advances in Econometrics 26. Bingley: Emerald (ISBN 978-0-85724-149-8/hbk; 978-0-85724-150-4/ebook). xiv, 356 p. (2010). MSC: 91-06 62-06 00B25 PDFBibTeX XMLCite \textit{W. Greene} (ed.) and \textit{R. C. Hill} (ed.), Maximum simulated likelihood methods and applications. Selected papers based on the presentations at the workshop at Louisiana State University, Baton Rouge, LA, USA, November 2009. Bingley: Emerald (2010; Zbl 1298.91030) Full Text: DOI
Cai, Zongwu; Gu, Jingping; Li, Qi Some recent developments on nonparametric econometrics. (English) Zbl 1190.62195 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827744, 495-549 (2009). MSC: 62P20 62Gxx PDFBibTeX XMLCite \textit{Z. Cai} et al., Adv. Econom. 25, Article ID 1827744, 495--549 (2009; Zbl 1190.62195) Full Text: DOI
Zapata, Hector O.; Paudel, Krishna P. Functional form of the environmental Kuznets curve. (English) Zbl 1190.91124 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827743, 471-493 (2009). MSC: 91B82 91B76 62G10 62P05 91B62 91-02 PDFBibTeX XMLCite \textit{H. O. Zapata} and \textit{K. P. Paudel}, Adv. Econom. 25, Article ID 1827743, 471--493 (2009; Zbl 1190.91124) Full Text: DOI
Henderson, Daniel J.; Parmeter, Christopher F. Imposing economic constraints in nonparametric regression: survey, implementation, and extension. (English) Zbl 1190.62198 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827742, 433-469 (2009). MSC: 62P20 62G08 90C55 90C90 PDFBibTeX XMLCite \textit{D. J. Henderson} and \textit{C. F. Parmeter}, Adv. Econom. 25, Article ID 1827742, 433--469 (2009; Zbl 1190.62198) Full Text: DOI
Cai, Zongwu; Hong, Yongmiao Some recent developments in nonparametric finance. (English) Zbl 1190.91150 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827741, 379-432 (2009). MSC: 91G70 62G05 62G10 62P05 91-02 PDFBibTeX XMLCite \textit{Z. Cai} and \textit{Y. Hong}, Adv. Econom. 25, Article ID 1827741, 379--432 (2009; Zbl 1190.91150) Full Text: DOI
Racine, Jeffrey S. Nonparametric and semiparametric methods in \(R\). (English) Zbl 1190.62074 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827740, 335-375 (2009). MSC: 62G05 62-04 62A09 65C60 62P20 PDFBibTeX XMLCite \textit{J. S. Racine}, Adv. Econom. 25, Article ID 1827740, 335--375 (2009; Zbl 1190.62074) Full Text: DOI
Bearse, Peter; Rilstone, Paul Higher order bias reduction of kernel density and density derivative estimation at boundary points. (English) Zbl 1190.62077 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827739, 319-331 (2009). MSC: 62G07 62G20 65C60 PDFBibTeX XMLCite \textit{P. Bearse} and \textit{P. Rilstone}, Adv. Econom. 25, Article ID 1827739, 319--331 (2009; Zbl 1190.62077) Full Text: DOI
Ju, Gaosheng; Li, Rui; Liang, Zhongwen Nonparametric estimation of multivariate CDF with categorical and continuous data. (English) Zbl 1190.62079 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827738, 291-318 (2009). MSC: 62G07 62H12 62G20 PDFBibTeX XMLCite \textit{G. Ju} et al., Adv. Econom. 25, Article ID 1827738, 291--318 (2009; Zbl 1190.62079) Full Text: DOI
Chui, Chinman; Wu, Ximing Exponential series estimation of empirical copulas with application to financial returns. (English) Zbl 1190.91152 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827737, 263-290 (2009). MSC: 91G70 62H20 62P05 62M10 62G07 PDFBibTeX XMLCite \textit{C. Chui} and \textit{X. Wu}, Adv. Econom. 25, Article ID 1827737, 263--290 (2009; Zbl 1190.91152) Full Text: DOI
Kumbhakar, Subal C.; Tsionas, Efthymios G. Nonparametric estimation of production risk and risk preference functions. (English) Zbl 1190.91121 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827736, 223-260 (2009). MSC: 91B82 91B16 91B38 62P20 PDFBibTeX XMLCite \textit{S. C. Kumbhakar} and \textit{E. G. Tsionas}, Adv. Econom. 25, Article ID 1827736, 223--260 (2009; Zbl 1190.91121) Full Text: DOI
Huynh, Kim P.; Jacho-Chávez, David T. A nonparametric quantile analysis of growth and governance. (English) Zbl 1190.91120 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827735, 193-221 (2009). MSC: 91B82 62G08 62H20 91B62 PDFBibTeX XMLCite \textit{K. P. Huynh} and \textit{D. T. Jacho-Chávez}, Adv. Econom. 25, Article ID 1827735, 193--221 (2009; Zbl 1190.91120) Full Text: DOI
Stengos, Thanasis; Thompson, Brennan S.; Wu, Ximing The evolution of the conditional joint distribution of life expectancy and per capita income growth. (English) Zbl 1190.62207 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827734, 171-191 (2009). MSC: 62P20 62G08 62E15 91B82 PDFBibTeX XMLCite \textit{T. Stengos} et al., Adv. Econom. 25, Article ID 1827734, 171--191 (2009; Zbl 1190.62207) Full Text: DOI
Su, Liangjun; Chen, Ye; Ullah, Aman Functional coefficient estimation with both categorical and continuous data. (English) Zbl 1190.62165 Li, Qi (ed.) et al., Nonparametric econometric methods. Selected papers based on the presentations at the 7th annual advances in econometrics conference, Baton Rouge, LA, USA, November 14–16, 2008. Bingley: Emerald (ISBN 978-1-84950-623-6/hbk). Advances in Econometrics 25, Article ID 1827733, 131-167 (2009). MSC: 62M10 62G05 62G20 62P25 62P20 65C60 PDFBibTeX XMLCite \textit{L. Su} et al., Adv. Econom. 25, Article ID 1827733, 131--167 (2009; Zbl 1190.62165) Full Text: DOI