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Publication : econometric reviews

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Academic Journal

Smoothed gradient least squares estimator for linear threshold models.

Authors : Sun, Yiguo¹ (AUTHOR)

Subjects: *GAUSSIAN distribution; LEAST squares; INFERENTIAL statistics

Source: Econometric Reviews. 2024, Vol. 43 Issue 7, p490-517. 28p.

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Academic Journal

Efficiency gains in least squares estimation: A new approach.

Authors : Papadopoulos, Alecos¹ (AUTHOR); Tsionas, Mike G.^2,3 (AUTHOR)

Subjects: LEAST squares; ASYMPTOTIC efficiencies; HETEROSCEDASTICITY

Source: Econometric Reviews. 2022, Vol. 41 Issue 1, p51-74. 24p.

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Academic Journal

Optimal minimax rates of specification testing with data-driven bandwidth.

Authors : Hitomi, Kohtaro¹ (AUTHOR); Iwasawa, Masamune^1,2 (AUTHOR) ; Nishiyama, Yoshihiko³ (AUTHOR)

Subjects: *BANDWIDTHS; *REGRESSION analysis; LEAST squares

Source: Econometric Reviews. 2023, Vol. 42 Issue 6, p487-512. 26p.

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Academic Journal

GLS estimation and confidence sets for the date of a single break in models with trends.

Authors : Beutner, Eric¹ (AUTHOR); Lin, Yicong^1,2 (AUTHOR); Smeekes, Stephan³ (AUTHOR)

Subjects: LEAST squares; MATRIX inversion; CONFIDENCE

Source: Econometric Reviews. 2023, Vol. 42 Issue 2, p195-219. 25p.

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Academic Journal

Model Selection and Shrinkage: An Overview.

Authors : Caner, Mehmet¹ (AUTHOR); Medeiros, Marcelo C.² (AUTHOR)

Subjects: *ECONOMETRICS; *MACROECONOMICS; *ECONOMETRIC models

Source: Econometric Reviews. 2016, Vol. 35 Issue 8-10, p1343-1346. 4p.

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Academic Journal

Generalized Least Squares Model Averaging.

Authors : Liu, Qingfeng¹ (AUTHOR); Okui, Ryo² (AUTHOR) ; Yoshimura, Arihiro³ (AUTHOR)

Subjects: *ECONOMETRIC models; *REGRESSION analysis; *MONTE Carlo method

Source: Econometric Reviews. 2016, Vol. 35 Issue 8-10, p1692-1752. 61p.

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Academic Journal

In-fill asymptotic theory for structural break point in autoregressions.

Authors : Jiang, Liang¹ (AUTHOR); Wang, Xiaohu^2,3 (AUTHOR); Yu, Jun⁴ (AUTHOR)

Subjects: *MONTE Carlo method; *DISTRIBUTION (Probability theory); LEAST squares

Source: Econometric Reviews. 2021, Vol. 40 Issue 4, p359-386. 28p.

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Academic Journal

Robust inference in conditionally heteroskedastic autoregressions.

Authors : Pedersen, Rasmus Søndergaard¹ (AUTHOR)

Subjects: *COMMERCIAL statistics; *ECONOMIC statistics; LEAST squares

Source: Econometric Reviews. 2020, Vol. 39 Issue 3, p244-259. 16p.

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Academic Journal

Weighted-Average Least Squares Prediction.

Authors : Magnus, Jan R.¹ (AUTHOR) ; Wang, Wendun² (AUTHOR); Zhang, Xinyu^3,4 (AUTHOR)

Subjects: *BAYESIAN analysis; *PROBABILITY theory; LEAST squares

Source: Econometric Reviews. 2016, Vol. 35 Issue 6, p1040-1074. 35p.

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Academic Journal

Semiparametric spatial autoregressive models with nonlinear endogeneity.

Authors : Sun, Yiguo

Subjects: AUTOREGRESSIVE models; GENERALIZED method of moments; ASYMPTOTIC normality

Source: Econometric Reviews; 2024, Vol. 43 Issue 6, p434-451, 18p

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