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Erricos Kontoghiorghes and
Herman K. Van Dijk and
Ana Colubi \booktitleEconometrics and Statistics 1--1
Anonymous Pages 1-200 (January 2017) . . . . . . . 1--200
Helmut Lütkepohl and
Aleksei Netsunajev Structural vector autoregressions with
heteroskedasticity: A review of
different volatility models . . . . . . 2--18
Marc S. Paolella Asymmetric stable Paretian distribution
testing . . . . . . . . . . . . . . . . 19--39
Luc Bauwens and
Manuela Braione and
Giuseppe Storti A dynamic component model for
forecasting high-dimensional realized
covariance matrices . . . . . . . . . . 40--61
P. S. Catani and
N. J. C. Ahlgren Combined Lagrange multiplier test for
ARCH in vector autoregressive models . . 62--84
Josu Arteche and
Javier García-Enríquez Singular Spectrum Analysis for signal
extraction in Stochastic Volatility
models . . . . . . . . . . . . . . . . . 85--98
Piotr Kokoszka and
Hanny Oja and
Byeong Park and
Laura Sangalli Special issue on functional data
analysis . . . . . . . . . . . . . . . . 99--100
P. Burdejova and
W. Härdle and
P. Kokoszka and
Q. Xiong Change point and trend analyses of
annual expectile curves of tropical
storms . . . . . . . . . . . . . . . . . 101--117
Gil González-Rodríguez and
Ana Colubi On the consistency of bootstrap methods
in separable Hilbert spaces . . . . . . 118--127
J. Klepsch and
C. Klüppelberg and
T. Wei Prediction of functional ARMA processes
with an application to traffic data . . 128--149
Seyed Nourollah Mousavi and
Helle Sòrensen Multinomial functional regression with
wavelets and LASSO penalization . . . . 150--166
Zhaohu Fan and
Matthew Reimherr High-dimensional adaptive
function-on-scalar regression . . . . . 167--183
Han Lin Shang Functional time series forecasting with
dynamic updating: An application to
intraday particulate matter
concentration . . . . . . . . . . . . . 184--200
Jan F. Kiviet and
Milan Pleus The performance of tests on endogeneity
of subsets of explanatory variables
scanned by simulation . . . . . . . . . 1--21
Anonymous Pages 1-148 (April 2017) . . . . . . . . 1--148
Dawlah Al-Sulami and
Zhenyu Jiang and
Zudi Lu and
Jun Zhu Estimation for semiparametric nonlinear
regression of irregularly located
spatial time-series data . . . . . . . . 22--35
Michael Creel Neural nets for indirect inference . . . 36--49
Zacharias Psaradakis and
Marián Vávra A distance test of normality for a wide
class of stationary processes . . . . . 50--60
Deniz Dilan Karaman Örsal and
Antonia Arsova Meta-analytic cointegrating rank tests
for dependent panels . . . . . . . . . . 61--72
J. S. Marron Big Data in context and robustness
against heterogeneity . . . . . . . . . 73--80
Shu Li and
Jan Ernest and
Peter Bühlmann Nonparametric causal inference from
observational time series through
marginal integration . . . . . . . . . . 81--105
Davy Paindaveine and
Rondrotiana Joséa Rasoafaraniaina and
Thomas Verdebout Preliminary test estimation for
multi-sample principal components . . . 106--116
Konstantinos Fokianos and
Theodoros Moysiadis Binary time series models driven by a
latent process . . . . . . . . . . . . . 117--130
G. Tutz and
M. Berger Separating location and dispersion in
ordinal regression models . . . . . . . 131--148
Taeryon Choi and
Yasuhiro Omori and
Michael Smith and
Stephen G. Walker Special issue on Bayesian methods in
statistics and econometrics . . . . . . 1--2
Anonymous Pages 1-168 (July 2017) . . . . . . . . 1--168
Lutz F. Gruber and
Mike West Bayesian online variable selection and
scalable multivariate volatility
forecasting in simultaneous graphical
dynamic linear models . . . . . . . . . 3--22
D. K. Sakaria and
J. E. Griffin On efficient Bayesian inference for
models with stochastic volatility . . . 23--33
Shinichiro Shirota and
Yasuhiro Omori and
Hedibert. F. Lopes and
Haixiang Piao Cholesky realized stochastic volatility
model . . . . . . . . . . . . . . . . . 34--59
Wenxin Jiang On limiting distribution of
quasi-posteriors under partial
identification . . . . . . . . . . . . . 60--72
Catalina A. Vallejos and
Mark F. J. Steel Incorporating unobserved heterogeneity
in Weibull survival models: A Bayesian
approach . . . . . . . . . . . . . . . . 73--88
John Hinde and
Salvatore Ingrassia and
Tsung-I Lin and
Paul D. McNicholas Special issue on mixture models . . . . 89--90
Marco Gambacciani and
Marc S. Paolella Robust normal mixtures for financial
portfolio allocation . . . . . . . . . . 91--111
Francesco Bartolucci and
Silvia Bacci and
Claudia Pigini Misspecification test for random effects
in generalized linear finite-mixture
models for clustered binary and ordered
data . . . . . . . . . . . . . . . . . . 112--131
Antonio Forcina A Fisher-scoring algorithm for fitting
latent class models with individual
covariates . . . . . . . . . . . . . . . 132--140
Md. Abul Hasnat and
Julien Velcin and
Stephane Bonnevay and
Julien Jacques Evolutionary clustering for categorical
data using parametric links among
multinomial mixture models . . . . . . . 141--159
Paula M. Murray and
Ryan P. Browne and
Paul D. McNicholas A mixture of SDB skew-$t$ factor
analyzers . . . . . . . . . . . . . . . 160--168
Peter Boswijk and
Marc Hallin and
Degui Li and
Dimitris N. Politis and
Robert Taylor Special issue on time series
econometrics . . . . . . . . . . . . . . 1--2
Anonymous Pages 1-130 (October 2017) . . . . . . . 1--130
Josu Arteche and
Jesus Orbe A strategy for optimal bandwidth
selection in Local Whittle estimation 3--17
Francesco Bravo and
Ba M. Chu and
David T. Jacho-Chávez Generalized empirical likelihood M
testing for semiparametric models with
time series data . . . . . . . . . . . . 18--30
Manfred Deistler and
Lukas Koelbl and
Brian D. O. Anderson Non-identifiability of VMA and VARMA
systems in the mixed frequency case . . 31--38
Tore Selland Kleppe and
Atle Oglend Estimating the competitive storage
model: A simulated likelihood approach 39--56
M. Matilainen and
C. Croux and
K. Nordhausen and
H. Oja Supervised dimension reduction for
multivariate time series . . . . . . . . 57--69
Loukia Meligkotsidou and
Elias Tzavalis and
Ioannis Vrontos On Bayesian analysis and unit root
testing for autoregressive models in the
presence of multiple structural breaks 70--90
Toshihiro Abe and
Christophe Ley A tractable, parsimonious and flexible
model for cylindrical data, with
applications . . . . . . . . . . . . . . 91--104
Hao Chai and
Qingzhao Zhang and
Yu Jiang and
Guohua Wang and
Sanguo Zhang and
Syed Ejaz Ahmed and
Shuangge Ma Identifying gene-environment
interactions for prognosis using a
robust approach . . . . . . . . . . . . 105--120
Rene Segers and
Philip Hans Franses and
Bert de Bruijn A novel approach to measuring consumer
confidence . . . . . . . . . . . . . . . 121--129
Martin Becker and
Stefan Klößner Fast and reliable computation of
generalized synthetic controls . . . . . 1--19
Anonymous Pages 1-188 (January 2018) . . . . . . . 1--188
Efstathios Panayi and
Gareth W. Peters and
Jon Danielsson and
Jean-Pierre Zigrand Designating market maker behaviour in
limit order book markets . . . . . . . . 20--44
J. Isaac Miller Simple robust tests for the
specification of high-frequency
predictors of a low-frequency series . . 45--66
Lyudmila Grigoryeva and
Juan-Pablo Ortega and
Anatoly Peresetsky Volatility forecasting using global
stochastic financial trends extracted
from non-synchronous data . . . . . . . 67--82
Francesco Lamperti An information theoretic criterion for
empirical validation of simulation
models . . . . . . . . . . . . . . . . . 83--106
Martyna Marczak and
Tommaso Proietti and
Stefano Grassi A data-cleaning augmented Kalman filter
for robust estimation of state space
models . . . . . . . . . . . . . . . . . 107--123
Takuma Yoshida Semiparametric method for model
structure discovery in additive
regression models . . . . . . . . . . . 124--136
Sebastian Döhler A discrete modification of the
Benjamini--Yekutieli procedure . . . . . 137--147
Aboubacar Amiri and
Sophie Dabo-Niang Density estimation over spatio-temporal
data streams . . . . . . . . . . . . . . 148--170
Shoichi Eguchi Model comparison for generalized linear
models with dependent observations . . . 171--188
George Kapetanios and
Simon Price and
Garry Young A UK financial conditions index using
targeted data reduction: Forecasting and
structural identification . . . . . . . 1--17
Vikram Krishnamurthy and
Elisabeth Leoff and
Jörn Sass Filterbased stochastic volatility in
continuous-time hidden Markov models . . 1--21
Imma Valentina Curato and
Maria Elvira Mancino and
Maria Cristina Recchioni Spot volatility estimation using the
Laplace transform . . . . . . . . . . . 22--43
Willi Mutschler Higher-order statistics for DSGE models 44--56
Jörg Breitung and
Sven Schreiber Assessing causality and delay within a
frequency band . . . . . . . . . . . . . 57--73
Ximing Wu and
Robin Sickles Semiparametric estimation under shape
constraints . . . . . . . . . . . . . . 74--89
Gareth Liu-Evans and
Garry D. A. Phillips On the use of higher order bias
approximations for 2SLS and $k$-class
estimators with non-normal disturbances
and many instruments . . . . . . . . . . 90--105
Armelle Guillou Special issue on statistics of extremes
and applications . . . . . . . . . . . . 106--106
Cees de Valk and
Juan-Juan Cai A high quantile estimator based on the
log-generalized Weibull tail limit . . . 107--128
Jonathan El Methni and
Gilles Stupfler Improved estimators of extreme Wang
distortion risk measures for very
heavy-tailed distributions . . . . . . . 129--148
Nadine Gissibl and
Claudia Klüppelberg and
Moritz Otto Tail dependence of recursive max-linear
models with regularly varying noise
variables . . . . . . . . . . . . . . . 149--167
Anonymous Pages 1-164 (July 2018) . . . . . . . . 1--164
D. S. G. Pollock Stochastic processes of limited
frequency and the effects of
oversampling . . . . . . . . . . . . . . 18--29
C. Gourieroux and
A. Monfort Composite indirect inference with
application to corporate risks . . . . . 30--45
Nelson Muriel and
Graciela González-Farías Testing the null of difference
stationarity against the alternative of
a stochastic unit root: A new test based
on multivariate STUR . . . . . . . . . . 46--62
Tomasz Górecki and
Lajos Horváth and
Piotr Kokoszka Change point detection in
heteroscedastic time series . . . . . . 63--88
Aleksandar Sujica and
Ingrid Van Keilegom The copula-graphic estimator in censored
nonparametric location-scale regression
models . . . . . . . . . . . . . . . . . 89--114
Meng Wang and
Zhao Chen and
Christina Dan Wang Composite quantile regression for GARCH
models using high-frequency data . . . . 115--133
M. S. Ahmed and
M. K. Attouch and
S. Dabo-Niang Binary functional linear models under
choice-based sampling . . . . . . . . . 134--152
Matthias Schmid and
Gerhard Tutz and
Thomas Welchowski Discrimination measures for discrete
time-to-event predictions . . . . . . . 153--164
Xuming He and
Thomas Kneib and
Carlos Lamarche and
Lan Wang Special issue on quantile regression and
semiparametric methods . . . . . . . . . 1--2
Anonymous Pages 1-250 (October 2018) . . . . . . . 1--250
Christophe Muller Heterogeneity and nonconstant effect in
two-stage quantile regression . . . . . 3--12
Javier Alejo and
Antonio F. Galvao and
Gabriel Montes-Rojas Quantile continuous treatment effects 13--36
Kostas Florios A hyperplanes intersection simulated
annealing algorithm for maximum score
estimation . . . . . . . . . . . . . . . 37--55
Sebastian Bayer Combining Value-at-Risk forecasts using
penalized quantile regressions . . . . . 56--77
Huybrechts F. Bindele Covariates missing at random under
signed-rank inference . . . . . . . . . 78--93
Xiaojun Tong and
Zhuoqiong Chong He and
Dongchu Sun Estimating Chinese Treasury yield curves
with Bayesian smoothing splines . . . . 94--124
Philipp Bach and
Helmut Farbmacher and
Martin Spindler Semiparametric count data modeling with
an application to health service demand 125--140
Harry Haupt and
Joachim Schnurbus and
Willi Semmler Estimation of grouped, time-varying
convergence in economic growth . . . . . 141--158
John M. Maheu and
Marc Paolella and
Tak Kuen Siu and
Mike K. P. So Special issue on risk management . . . . 159--160
Marius Hofert and
Wayne Oldford Visualizing dependence in
high-dimensional data: An application to
S&P 500 constituent data . . . . . . . . 161--183
Simon A. Broda and
Jochen Krause and
Marc S. Paolella Approximating expected shortfall for
heavy-tailed distributions . . . . . . . 184--203
Frédéric Karamé A new particle filtering approach to
estimate stochastic volatility models
with Markov-switching . . . . . . . . . 204--230
Yixing Zhao and
Rogemar Mamon and
Huan Gao A two-decrement model for the valuation
and risk measurement of a guaranteed
annuity option . . . . . . . . . . . . . 231--249
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Eric Ghysels and
Hang Qian Estimating MIDAS regressions via OLS
with polynomial parameter profiling . . 1--16
Anonymous Pages 1-170 (January 2019) . . . . . . . 1--170
Christian Gourieroux and
Joann Jasiak Robust analysis of the martingale
hypothesis . . . . . . . . . . . . . . . 17--41
Majid M. Al-Sadoon Testing subspace Granger causality . . . 42--61
Yonghui Zhang and
Qiankun Zhou Estimation for time-invariant effects in
dynamic panel data models with
application to income dynamics . . . . . 62--77
Christian Leschinski and
Philipp Sibbertsen Model order selection in periodic long
memory models . . . . . . . . . . . . . 78--94
Frédéric Ferraty and
Anthony Zullo and
Mathieu Fauvel Nonparametric regression on contaminated
functional predictor with application to
hyperspectral data . . . . . . . . . . . 95--107
Peter Rousseeuw and
Domenico Perrotta and
Marco Riani and
Mia Hubert Robust Monitoring of Time Series with
Application to Fraud Detection . . . . . 108--121
Zhaoyuan Li and
Jianfeng Yao Testing for heteroscedasticity in
high-dimensional regressions . . . . . . 122--139
Yanqing Sun and
Yuanqing Zhang and
Jianhua Z. Huang Estimation of a semiparametric
varying-coefficient mixed regressive
spatial autoregressive model . . . . . . 140--155
Benedikt Funke and
Masayuki Hirukawa Nonparametric estimation and testing on
discontinuity of positive supported
densities: a kernel truncation approach 156--170
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Donald Brown and
Rustam Ibragimov Sign tests for dependent observations 1--8
Anonymous Pages 1-170 (April 2019) . . . . . . . . 1--170
Brendan K. Beare and
Xiaoxia Shi An improved bootstrap test of density
ratio ordering . . . . . . . . . . . . . 9--26
Federico Poloni and
Giacomo Sbrana Closed-form results for vector moving
average models with a univariate
estimation approach . . . . . . . . . . 27--52
Chrysoula Dimitriou-Fakalou On accepting the edge-effect (for the
inference of ARMA-type processes in $
\mathbb {Z}^2 $) . . . . . . . . . . . . 53--70
Kazuhiko Hayakawa Alternative over-identifying restriction
test in the GMM estimation of panel data
models . . . . . . . . . . . . . . . . . 71--95
Cyrus J. DiCiccio and
Joseph P. Romano and
Michael Wolf Improving weighted least squares
inference . . . . . . . . . . . . . . . 96--119
A. Skripnikov and
G. Michailidis Joint estimation of multiple network
Granger causal models . . . . . . . . . 120--133
Carlo Grillenzoni and
Michele Fornaciari On-line peak detection in medical time
series with adaptive regression methods 134--150
Michelle Anzarut and
Ramsés H. Mena A Harris process to model stochastic
volatility . . . . . . . . . . . . . . . 151--169
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
M. Hashem Pesaran and
Ron P. Smith A Bayesian analysis of linear regression
models with highly collinear regressors 1--21
Anonymous Pages 1-158 (July 2019) . . . . . . . . 1--158
Fabrizio Cipollini and
Giampiero M. Gallo Modeling Euro STOXX 50 volatility with
common and market-specific components 22--42
Maxwell Sutton and
Andrey L. Vasnev and
Richard Gerlach Mixed interval realized variance: a
robust estimator of stock price
volatility . . . . . . . . . . . . . . . 43--62
Carolina Castagnetti and
Eduardo Rossi and
Lorenzo Trapani A two-stage estimator for heterogeneous
panel models with common factors . . . . 63--82
Milda Norkute and
Joakim Westerlund The factor analytical method for
interactive effects dynamic panel models
with moving average errors . . . . . . . 83--104
Dominik Liebl and
Fabian Walders Parameter regimes in partial functional
panel regression . . . . . . . . . . . . 105--115
Fabian Otto-Sobotka and
Nicola Salvati and
Maria Giovanna Ranalli and
Thomas Kneib Adaptive semiparametric $M$-quantile
regression . . . . . . . . . . . . . . . 116--129
Lendie Follett and
Cindy Yu Achieving parsimony in Bayesian vector
autoregressions with the horseshoe prior 130--144
Yuta Koike and
Yuta Tanoue Oracle inequalities for sign constrained
generalized linear models . . . . . . . 145--157
Anonymous Pages 1-216 (October 2019) . . . . . . . 1--216
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Changli He and
Jian Kang and
Timo Teräsvirta and
Shuhua Zhang The shifting seasonal mean
autoregressive model and seasonality in
the Central England monthly temperature
series, 1772--2016 . . . . . . . . . . . 1--24
Markus Leippold and
Hanlin Yang Particle filtering, learning, and
smoothing for mixed-frequency
state-space models . . . . . . . . . . . 25--41
Claudio Morana Regularized semiparametric estimation of
high dimensional dynamic conditional
covariance matrices . . . . . . . . . . 42--65
Javier García-Enríquez and
Javier Hualde Local Whittle estimation of long memory:
Standard versus bias-reducing techniques 66--77
Robert L. Czudaj Dynamics between trading volume,
volatility and open interest in
agricultural futures markets: a Bayesian
time-varying coefficient approach . . . 78--145
Christian Genest and
Ivan Kojadinovic and
Fabrizio Durante Introduction to the special topic on
copula modeling . . . . . . . . . . . . 146--147
Jean-François Quessy and
Martin Durocher The class of copulas arising from
squared distributions: Properties and
inference . . . . . . . . . . . . . . . 148--166
Vinnie Ko and
Nils Lid Hjort Copula information criterion for model
selection with two-stage maximum
likelihood estimation . . . . . . . . . 167--180
Elif F. Acar and
Claudia Czado and
Martin Lysy Flexible dynamic vine copula models for
multivariate time series data . . . . . 181--197
Claudia Czado and
Eugen Ivanov and
Yarema Okhrin Modelling temporal dependence of
realized variances with vines . . . . . 198--216
Anonymous Pages 1-196 (January 2020) . . . . . . . 1--196
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Tomohiro Ando and
Erricos Kontoghiorghes and
Peter Winker CFEnetwork: the annals of computational
and financial econometrics, $ 5^{\rm th}
$ issue . . . . . . . . . . . . . . . . 1--1
Jaroslava Hlouskova and
Leopold Sögner GMM estimation of affine term structure
models . . . . . . . . . . . . . . . . . 2--15
Jan F. Kiviet Microeconometric dynamic panel data
methods: Model specification and
selection issues . . . . . . . . . . . . 16--45
Yuta Kurose and
Yasuhiro Omori Multiple-block dynamic equicorrelations
with realized measures, leverage and
endogeneity . . . . . . . . . . . . . . 46--68
Helmut Lütkepohl and
Anna Staszewska-Bystrova and
Peter Winker Constructing joint confidence bands for
impulse response functions of VAR models
--- a review . . . . . . . . . . . . . . 69--83
Xiuping Mao and
Veronika Czellar and
Esther Ruiz and
Helena Veiga Asymmetric stochastic volatility models:
Properties and particle filter-based
simulated maximum likelihood estimation 84--105
Jeroen V. K. Rombouts and
Lars Stentoft and
Francesco Violante Variance swap payoffs, risk premia and
extreme market conditions . . . . . . . 106--124
Hidetoshi Matsui Quadratic regression for functional
response models . . . . . . . . . . . . 125--136
Clément Albert and
Anne Dutfoy and
Laurent Gardes and
Stéphane Girard An extreme quantile estimator for the
log-generalized Weibull-tail model . . . 137--174
Vaidotas Characiejus and
Gregory Rice A general white noise test based on
kernel lag-window estimates of the
spectral density operator . . . . . . . 175--196
Anonymous Pages 1-158 (April 2020) . . . . . . . . 1--158
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Abdelaati Daouia and
Jean-Pierre Florens and
Léopold Simar Robust frontier estimation from noisy
data: a Tikhonov regularization approach 1--23
Jeppe Rich A spline function class suitable for
demand models . . . . . . . . . . . . . 24--37
Giovanni Angelini Bootstrap lag selection in DSGE models
with expectations correction . . . . . . 38--48
Vasyl Golosnoy and
Wolfgang Schmid and
Miriam Isabel Seifert and
Taras Lazariv Statistical inferences for realized
portfolio weights . . . . . . . . . . . 49--62
Silvia Figini and
Mario Maggi and
Pierpaolo Uberti The market rank indicator to detect
financial distress . . . . . . . . . . . 63--73
Elvezio Ronchetti Accurate and robust inference . . . . . 74--88
Wicher P. Bergsma Regression with $I$-priors . . . . . . . 89--111
Tucker S. McElroy and
Marc Wildi The Multivariate Linear Prediction
Problem: Model-Based and Direct
Filtering Solutions . . . . . . . . . . 112--130
Liang Zhang and
Tianming Zhu and
Jin-Ting Zhang A Simple Scale-Invariant Two-Sample Test
for High-dimensional Data . . . . . . . 131--144
Rosaria Simone and
Gerhard Tutz and
Maria Iannario Subjective heterogeneity in response
attitude for multivariate ordinal
outcomes . . . . . . . . . . . . . . . . 145--158
Anonymous Pages 1-136 (July 2020) . . . . . . . . 1--136
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Jean-Marie Dufour and
Alain Hecq and
Alan Wan EcoSta special issue on theoretical
econometrics . . . . . . . . . . . . . . 1--2
Rembert De Blander Iterative estimation correcting for
error auto-correlation in short panels,
applied to lagged dependent variable
models . . . . . . . . . . . . . . . . . 3--29
Bai Huang and
Tae-Hwy Lee and
Aman Ullah Combined estimation of semiparametric
panel data models . . . . . . . . . . . 30--45
Silvia Platoni and
Laura Barbieri and
Daniele Moro and
Paolo Sckokai Heteroscedastic stratified two-way EC
models of single equations and SUR
systems . . . . . . . . . . . . . . . . 46--66
Jhames M. Sampaio and
Pedro A. Morettin Stable Randomized Generalized
Autoregressive Conditional
Heteroskedastic Models . . . . . . . . . 67--83
Timothy D. Johnson and
Armin Schwartzman Special Issue on Neuroimaging . . . . . 84--84
Charles Fontaine and
Ron D. Frostig and
Hernando Ombao Modeling non-linear spectral domain
dependence using copulas with
applications to rat local field
potentials . . . . . . . . . . . . . . . 85--103
Ning Dai and
Galin L. Jones and
Mark Fiecas Bayesian longitudinal spectral
estimation with application to
resting-state fMRI data analysis . . . . 104--116
Lechuan Hu and
Michele Guindani and
Norbert J. Fortin and
Hernando Ombao A hierarchical Bayesian model for
differential connectivity in multi-trial
brain signals . . . . . . . . . . . . . 117--135
Anonymous Pages 1-168 (October 2020) . . . . . . . 1--168
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Thomai Filippeli and
Richard Harrison and
Konstantinos Theodoridis DSGE-based priors for BVARs and
quasi-Bayesian DSGE estimation . . . . . 1--27
Gerhard Tutz and
Moritz Berger The effect of explanatory variables on
income: a tool that allows a closer look
at the differences in income . . . . . . 28--41
Manabu Asai and
Michael McAleer and
Shelton Peiris Realized stochastic volatility models
with generalized Gegenbauer long memory 42--54
Simone Maxand Identification of independent structural
shocks in the presence of multiple
Gaussian components . . . . . . . . . . 55--68
Andrew Phillip and
Jennifer Chan and
Shelton Peiris On generalized bivariate Student-$t$
Gegenbauer long memory stochastic
volatility models with leverage:
Bayesian forecasting of cryptocurrencies
with a focus on Bitcoin . . . . . . . . 69--90
Ananya Lahiri and
Rituparna Sen Fractional Brownian markets with
time-varying volatility and
high-frequency data . . . . . . . . . . 91--107
Eva Cantoni and
Xavier de Luna Semiparametric inference with missing
data: Robustness to outliers and model
misspecification . . . . . . . . . . . . 108--120
Anna Kiriliouk Hypothesis testing for tail dependence
parameters on the boundary of the
parameter space . . . . . . . . . . . . 121--135
Roberto Colombi Selection tests for possibly
misspecified hierarchical multinomial
marginal models . . . . . . . . . . . . 136--147
Pavel Krupskii and
Harry Joe Flexible copula models with dynamic
dependence and application to financial
data . . . . . . . . . . . . . . . . . . 148--167
Anonymous Pages 1-172 (January 2021) . . . . . . . 1--172
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
C. Gourieroux and
A. Monfort Model risk management: Valuation and
governance of pseudo-models . . . . . . 1--22
Guanyu Hu Spatially varying sparsity in dynamic
regression models . . . . . . . . . . . 23--34
Samuele Centorrino and
Jean-Pierre Florens Nonparametric Instrumental Variable
Estimation of Binary Response Models
with Continuous Endogenous Regressors 35--63
Francesca Di Iorio and
Stefano Fachin Evaluating restricted common factor
models for non-stationary data . . . . . 64--75
William McCausland and
Shirley Miller and
Denis Pelletier Multivariate stochastic volatility using
the HESSIAN method . . . . . . . . . . . 76--94
Tomás del Barrio Castro and
Heiko Rachinger Aggregation of Seasonal Long-Memory
Processes . . . . . . . . . . . . . . . 95--106
Antonia Arsova and
Deniz Dilan Karaman Örsal A panel cointegrating rank test with
structural breaks and cross-sectional
dependence . . . . . . . . . . . . . . . 107--129
I. C. Demetriou A $ O(n) $ algorithm for the discrete
best $ L_4 $ monotonic approximation
problem . . . . . . . . . . . . . . . . 130--144
Xin Liu and
Grace Y. Yi and
Glenn Bauman and
Wenqing He Ensembling Imbalanced-Spatial-Structured
Support Vector Machine . . . . . . . . . 145--155
Simon Behrendt and
Karsten Schweikert A Note on Adaptive Group Lasso for
Structural Break Time Series . . . . . . 156--172
Anonymous Pages 1--142 (April 2021) . . . . . . . 1--142
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
George Kapetanios and
Simon Price and
Menelaos Tasiou and
Alexia Ventouri State-level wage Phillips curves . . . . 1--11
Marcin Jaskowski and
Michael McAleer Spurious cross-sectional dependence in
credit spread changes . . . . . . . . . 12--27
Ana Colubi and
Erricos Kontoghiorghes \booktitleAdvances of Econometrics and
Statistics (EcoSta), 1st issue . . . . . 28--28
Hefei Liu and
Xinyuan Song Bayesian analysis of hidden Markov
structural equation models with an
unknown number of hidden states . . . . 29--43
Christina Stoehr and
John A. D. Aston and
Claudia Kirch Detecting changes in the covariance
structure of functional time series with
application to fMRI data . . . . . . . . 44--62
Maria Brigida Ferraro and
Paolo Giordani and
Maurizio Vichi A class of two-mode clustering
algorithms in a fuzzy setting . . . . . 63--78
Lin Cong and
Weixin Yao A Likelihood Ratio Test of a
Homoscedastic Multivariate Normal
Mixture Against a Heteroscedastic
Multivariate Normal Mixture . . . . . . 79--88
Natalya Pya Arnqvist and
Blaise Ngendangenzwa and
Eric Lindahl and
Leif Nilsson and
Jun Yu Efficient surface finish defect
detection using reduced rank spline
smoothers and probabilistic classifiers 89--105
Matús Maciak Quantile LASSO in arbitrage-free option
markets . . . . . . . . . . . . . . . . 106--116
C. Y. (Chor-yiu) Sin and
Cheng-Few Lee Using heteroscedasticity-non-consistent
or heteroscedasticity-consistent
variances in linear regression . . . . . 117--142
Anonymous Pages 1--188 (July 2021) . . . . . . . . 1--188
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Nan Zou and
Dimitris N. Politis Bootstrap seasonal unit root test under
periodic variation . . . . . . . . . . . 1--21
Dan Li and
Adam Clements and
Christopher Drovandi Efficient Bayesian estimation for
GARCH-type models via Sequential Monte
Carlo . . . . . . . . . . . . . . . . . 22--46
Francisco Blasques and
André Lucas and
Andries C. van Vlodrop Finite Sample Optimality of Score-Driven
Volatility Models: Some Monte Carlo
Evidence . . . . . . . . . . . . . . . . 47--57
Pavel Cízek and
Chao Hui Koo Jump-preserving varying-coefficient
models for nonlinear time series . . . . 58--96
Sebastian Ankargren and
Paulina Jonéus Simulation smoothing for nowcasting with
large mixed-frequency VARs . . . . . . . 97--113
Michelle Voges and
Philipp Sibbertsen Cyclical fractional cointegration . . . 114--129
Alexander Kreuzer and
Claudia Czado Bayesian inference for a single factor
copula stochastic volatility model using
Hamiltonian Monte Carlo . . . . . . . . 130--150
Toshihiro Abe and
Hironori Fujisawa and
Takayuki Kawashima and
Christophe Ley EM algorithm using overparameterization
for the multivariate skew-normal
distribution . . . . . . . . . . . . . . 151--168
Linyuan Li and
Pierre Duchesne and
Chu Pheuil Liou On diagnostic checking in ARMA models
with conditionally heteroscedastic
martingale difference using wavelet
methods . . . . . . . . . . . . . . . . 169--187
Anonymous Pages 1--202 (October 2021) . . . . . . 1--202
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Ana Colubi and
Erricos Kontoghiorghes \booktitleAdvances of Econometrics and
Statistics (EcoSta), 2nd issue . . . . . 1--1
Ilias Chronopoulos and
George Kapetanios and
Katerina Petrova Kernel-based Volatility Generalised
Least Squares . . . . . . . . . . . . . 2--11
Alessandra Amendola and
Vincenzo Candila and
Giampiero M. Gallo Choosing the frequency of volatility
components within the Double Asymmetric
GARCH--MIDAS--X model . . . . . . . . . 12--28
Alain Hecq and
Elisa Voisin Forecasting bubbles with mixed
causal-noncausal autoregressive models 29--45
Kai Wenger and
Christian Leschinski Fixed-bandwidth CUSUM tests under long
memory . . . . . . . . . . . . . . . . . 46--61
Raffaello Seri and
Mario Martinoli and
Davide Secchi and
Samuele Centorrino Model calibration and validation via
confidence sets . . . . . . . . . . . . 62--86
Niko Hauzenberger Flexible Mixture Priors for Large
Time-varying Parameter Models . . . . . 87--108
Benedikt Funke and
Masayuki Hirukawa Bias correction for local linear
regression estimation using asymmetric
kernels via the skewing method . . . . . 109--130
Máté Baranyi and
Marianna Bolla Iterated conditional expectation
algorithm on DAGs and regression graphs 131--152
Marian Hristache and
Valentin Patilea Equivalent models for observables under
the assumption of missing at random . . 153--165
Matús Maciak Quantile LASSO with changepoints in
panel data models applied to option
pricing . . . . . . . . . . . . . . . . 166--175
Víctor Morales-Oñate and
Federico Crudu and
Moreno Bevilacqua Blockwise Euclidean likelihood for
spatio-temporal covariance models . . . 176--201
Anonymous Pages 1--178 (January 2022) . . . . . . 1--178
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Stella Hadjiantoni and
Erricos John Kontoghiorghes An alternative numerical method for
estimating large-scale time-varying
parameter seemingly unrelated
regressions models . . . . . . . . . . . 1--18
Gery Geenens and
Richard Dunn A nonparametric copula approach to
conditional Value-at-Risk . . . . . . . 19--37
Wai-Sum Chan On temporal aggregation of some
nonlinear time-series models . . . . . . 38--49
Damien C. H. Wee and
Feng Chen and
William T. M. Dunsmuir Likelihood inference for Markov
switching GARCH(1,1) models using
sequential Monte Carlo . . . . . . . . . 50--68
Thomas Lux Inference for Nonlinear State Space
Models: a Comparison of Different
Methods applied to Markov-Switching
Multifractal Models . . . . . . . . . . 69--95
Guy Mélard An indirect proof for the asymptotic
properties of VARMA model estimators . . 96--111
Frederic Ferraty and
Alois Kneip and
Piotr Kokoszka and
Alexander Petersen 2nd Special issue on Functional Data
Analysis . . . . . . . . . . . . . . . . 112--113
Rahul Ghosal and
Arnab Maity A Score Based Test for Functional Linear
Concurrent Regression . . . . . . . . . 114--130
Stéphane Girard and
Gilles Stupfler and
Antoine Usseglio-Carleve Functional estimation of extreme
conditional expectiles . . . . . . . . . 131--158
Alexander Petersen and
Chao Zhang and
Piotr Kokoszka Modeling Probability Density Functions
as Data Objects . . . . . . . . . . . . 159--178
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Salvatore Ingrassia and
Tsung-I Lin The 2nd Special issue on Mixture Models 1--2
Timo Adam and
Andreas Mayr and
Thomas Kneib Gradient boosting in Markov-switching
generalized additive models for
location, scale, and shape . . . . . . . 3--16
Riccardo Corradin and
Luis Enrique Nieto-Barajas and
Bernardo Nipoti Optimal stratification of survival data
via Bayesian nonparametric mixtures . . 17--38
Lore Dirick and
Gerda Claeskens and
Andrey Vasnev and
Bart Baesens A hierarchical mixture cure model with
unobserved heterogeneity for credit risk 39--55
Matthew Fitzpatrick and
Michael Stewart Asymptotics for Markov chain mixture
detection . . . . . . . . . . . . . . . 56--66
Siva Rajesh Kasa and
Vaibhav Rajan Improved Inference of Gaussian Mixture
Copula Model for Clustering and
Reproducibility Analysis using Automatic
Differentiation . . . . . . . . . . . . 67--97
Marica Manisera and
Paola Zuccolotto A mixture model for ordinal variables
measured on semantic differential scales 98--123
Sanela Omerovic and
Herwig Friedl and
Bettina Grün Modelling Multiple Regimes in Economic
Growth by Mixtures of Generalised
Nonlinear Models . . . . . . . . . . . . 124--135
Özge Sahin and
Claudia Czado Vine copula mixture models and
clustering for non-Gaussian data . . . . 136--158
Jiacheng Xue and
Weixin Yao Machine Learning Embedded Semiparametric
Mixtures of Regressions with
Covariate-Varying Mixing Proportions . . 159--171
Haoxin Zhuang and
Liqun Diao and
Grace Y. Yi A Bayesian nonparametric mixture model
for grouping dependence structures and
selecting copula functions . . . . . . . 172--189
Anonymous Pages 1--204 (July 2022) . . . . . . . . 1--204
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
McKinley L. Blackburn Testing for coefficient differences
across nested linear regression
specifications . . . . . . . . . . . . . 1--18
Nicklas Werge and
Olivier Wintenberger AdaVol: an Adaptive Recursive Volatility
Prediction Method . . . . . . . . . . . 19--35
Holger Dette and
Vasyl Golosnoy and
Janosch Kellermann Correcting Intraday Periodicity Bias in
Realized Volatility Measures . . . . . . 36--52
Imma Valentina Curato and
Simona Sanfelici Stochastic leverage effect in
high-frequency data: a Fourier based
analysis . . . . . . . . . . . . . . . . 53--82
Claudia Pigini and
Francesco Bartolucci Conditional inference for binary panel
data models with predetermined
covariates . . . . . . . . . . . . . . . 83--104
Tore Selland Kleppe and
Roman Liesenfeld and
Guilherme Valle Moura and
Atle Oglend Analyzing Commodity Futures Using Factor
State-Space Models with Wishart
Stochastic Volatility . . . . . . . . . 105--127
Carlos Vladimir Rodríguez-Caballero Energy consumption and GDP: a panel data
analysis with multi-level
cross-sectional dependence . . . . . . . 128--146
Marius Hofert and
Avinash Prasad and
Mu Zhu Multivariate time-series modeling with
generative neural networks . . . . . . . 147--164
Maria Laura Battagliola and
Helle Sòrensen and
Anders Tolver and
Ana-Maria Staicu A bias-adjusted estimator in quantile
regression for clustered data . . . . . 165--186
Haeran Cho and
Karolos K. Korkas High-dimensional GARCH process
segmentation with an application to
Value-at-Risk . . . . . . . . . . . . . 187--203
Anonymous Pages 1--194 (October 2022) . . . . . . 1--194
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Johannes Bleher and
Thomas Dimpfl Knitting Multi-Annual High-Frequency
Google Trends to Predict Inflation and
Consumption. . . . . . . . . . . . . . . 1--26
Martin Bladt and
Alexander J. McNeil Time series copula models using d-vines
and v-transforms . . . . . . . . . . . . 27--48
Alexander Mayer On the local power of some tests of
strict exogeneity in linear fixed
effects models . . . . . . . . . . . . . 49--74
Yixiao Zhang and
Cindy L. Yu and
Haitao Li Nowcasting GDP Using Dynamic Factor
Model with Unknown Number of Factors and
Stochastic Volatility: a Bayesian
Approach . . . . . . . . . . . . . . . . 75--93
Rafael Kawka Convergence of spectral density
estimators in the locally stationary
framework . . . . . . . . . . . . . . . 94--115
Jörg Breitung and
Sebastian Kripfganz and
Kazuhiko Hayakawa Bias-corrected method of moments
estimators for dynamic panel data models 116--132
Hua Li and
Zhidong Bai and
Wing-Keung Wong and
Michael McAleer Spectrally-Corrected Estimation for
High-Dimensional Markowitz Mean-Variance
Optimization . . . . . . . . . . . . . . 133--150
Yves G. Berger and
Valentin Patilea A semi-parametric empirical likelihood
approach for conditional estimating
equations under endogenous selection . . 151--163
Michael Schatz and
Spencer Wheatley and
Didier Sornette The ARMA Point Process and its
Estimation . . . . . . . . . . . . . . . 164--182
Stefano Antonio Gattone and
Francesca Fortuna and
Adelia Evangelista and
Tonio Di Battista Simultaneous confidence bands for the
functional mean of convex curves . . . . 183--193
Anonymous Pages 1--134 (January 2023) . . . . . . 1--134
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Jan F. Kiviet Instrument-free inference under confined
regressor endogeneity and mild
regularity . . . . . . . . . . . . . . . 1--22
Manabu Asai Feasible Panel GARCH Models:
Variance-Targeting Estimation and
Empirical Application . . . . . . . . . 23--38
Evgeniy Savinov and
Victoria Shamraeva On a Rosenblatt-type transformation of
multivariate copulas . . . . . . . . . . 39--48
Michele Guindani and
F. Javier Rubio Editorial: Special issue on
Biostatistics . . . . . . . . . . . . . 49--50
Ashok Chaurasia Combining rules for $F$- and
Beta-statistics from multiply-imputed
data . . . . . . . . . . . . . . . . . . 51--65
Sarah J. C. Craig and
Ana M. Kenney and
Junli Lin and
Ian M. Paul and
Leann L. Birch and
Jennifer S. Savage and
Michele E. Marini and
Francesca Chiaromonte and
Matthew L. Reimherr and
Kateryna D. Makova Constructing a polygenic risk score for
childhood obesity using functional data
analysis . . . . . . . . . . . . . . . . 66--86
Christiana Kartsonaki and
D. R. Cox Regression Reconstruction from a
Retrospective Sample . . . . . . . . . . 87--92
Subhadeep Mukhopadhyay and
Kaijun Wang On The Problem of Relevance in
Statistical Inference . . . . . . . . . 93--109
Alexandra Nießl and
Arthur Allignol and
Jan Beyersmann and
Carina Mueller Statistical inference for state
occupation and transition probabilities
in non-Markov multi-state models subject
to both random left-truncation and
right-censoring . . . . . . . . . . . . 110--124
Yanqing Yi and
Xikui Wang A Markov decision process for response
adaptive designs . . . . . . . . . . . . 125--133
Anonymous Pages 1--160 (April 2023) . . . . . . . 1--160
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Ana Colubi and
Erricos Kontoghiorghes Editorial Special issues on the 20th
anniversary of the CMStatistics
(Computational and Methodological
Statistics) . . . . . . . . . . . . . . 1--2
Marco Lippi and
Manfred Deistler and
Brian Anderson High-Dimensional Dynamic Factor Models:
a Selective Survey and Lines of Future
Research . . . . . . . . . . . . . . . . 3--16
M. Hashem Pesaran and
Ron P. Smith Arbitrage pricing theory, the stochastic
discount factor and estimation of risk
premia from portfolios . . . . . . . . . 17--30
Jennifer L. Castle and
Jurgen A. Doornik and
David F. Hendry Robust Discovery of Regression Models 31--51
James G. MacKinnon Fast cluster bootstrap methods for
linear regression models . . . . . . . . 52--71
Andew Harvey and
Yin Liao Dynamic Tobit models . . . . . . . . . . 72--83
Ana Colubi and
Ana Belén Ramos-Guajardo Fuzzy sets and (fuzzy) random sets in
\booktitleEconometrics and Statistics 84--98
Thomas Kneib and
Alexander Silbersdorff and
Benjamin Säfken Rage Against the Mean --- a Review of
Distributional Regression Approaches . . 99--123
Daniel Ahfock and
Geoffrey J. McLachlan Semi-Supervised Learning of Classifiers
from a Statistical Perspective: a Brief
Review . . . . . . . . . . . . . . . . . 124--138
Su Chen and
Stephen G. Walker A New Statistic for Bayesian Hypothesis
Testing . . . . . . . . . . . . . . . . 139--152
Christophe Ley When the score function is the identity
function --- a tale of characterizations
of the normal distribution . . . . . . . 153--160
Anonymous Pages 1--196 (July 2023) . . . . . . . . 1--196
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Marc Hallin and
Carlos Trucíos Forecasting value-at-risk and expected
shortfall in large portfolios: a general
dynamic factor model approach . . . . . 1--15
Amanda M. Y. Chu and
Yasuhiro Omori and
Hing-yu So and
Mike K. P. So A Multivariate Randomized Response Model
for Sensitive Binary Data . . . . . . . 16--35
Masayuki Hirukawa Robust Covariance Matrix Estimation in
Time Series: a Review . . . . . . . . . 36--61
Tommaso Proietti and
Diego J. Pedregal Seasonality in High Frequency Time
Series . . . . . . . . . . . . . . . . . 62--82
Zhaoxing Gao and
Ruey S. Tsay A Two-Way Transformed Factor Model for
Matrix-Variate Time Series . . . . . . . 83--101
Christopher M. Hans and
Mario Peruggia and
Junyan Wang Empirical Bayes Model Averaging with
Influential Observations: Tuning
Zellner's $g$ Prior for Predictive
Robustness . . . . . . . . . . . . . . . 102--119
Antonio Canale and
Antonio Lijoi and
Bernardo Nipoti and
Igor Prünster Inner spike and slab Bayesian
nonparametric models . . . . . . . . . . 120--135
Toshihiro Abe and
Yoichi Miyata and
Takayuki Shiohama Bayesian estimation for mode and
anti-mode preserving circular
distributions . . . . . . . . . . . . . 136--160
Jean-Michel Galharret and
Anne Philippe Bayesian analysis for mediation and
moderation using $g$-priors . . . . . . 161--172
Yuri Goegebeur and
Armelle Guillou and
Nguyen Khanh Le Ho and
Jing Qin A Weissman-type estimator of the
conditional marginal expected shortfall 173--196
Anonymous Pages 1--172 (October 2023) . . . . . . 1--172
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Monica Billio and
Massimiliano Caporin and
Lorenzo Frattarolo and
Loriana Pelizzon Networks in risk spillovers: a
multivariate GARCH perspective . . . . . 1--29
Cathy W. S. Chen and
Toshiaki Watanabe and
Edward M. H. Lin Bayesian estimation of realized
GARCH-type models with application to
financial tail risk management . . . . . 30--46
Zefang Song and
Xinyuan Song and
Yuan Li Bayesian Analysis of ARCH-M model with a
dynamic latent variable . . . . . . . . 47--62
Helga Wagner and
Sylvia Frühwirth-Schnatter and
Liana Jacobi Factor-augmented Bayesian treatment
effects models for panel outcomes . . . 63--80
Michael Stanley Smith Implicit Copulas: an Overview . . . . . 81--104
Eric Beutner A review of effective age models and
associated non- and semiparametric
methods . . . . . . . . . . . . . . . . 105--119
Takeshi Emura and
Ching-Chieh Lai and
Li-Hsien Sun Change point estimation under a
copula-based Markov chain model for
binomial time series . . . . . . . . . . 120--137
Heiko Großmann and
Steven G. Gilmour Partially orthogonal blocked three-level
response surface designs . . . . . . . . 138--154
Ping-Yang Chen and
Ray-Bing Chen and
Yu-Shi Chen and
Weng Kee Wong Numerical Methods for Finding
$A$-optimal Designs Analytically . . . . 155--162
Matteo Borrotti and
Francesco Sambo and
Kalliopi Mylona Multi-objective optimisation of
split-plot designs . . . . . . . . . . . 163--172
Anonymous Pages 1--282 (January 2024) . . . . . . 1--282
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Josu Arteche Bootstrapping long memory time series:
Application in low frequency estimators 1--15
Degui Li Estimation of Large Dynamic Covariance
Matrices: a Selective Review . . . . . . 16--30
Kazuhiko Hayakawa Recent development of covariance
structure analysis in economics . . . . ??
Zacharias Psaradakis and
Martin Sola Markov-Switching Models with
State-Dependent Time-Varying Transition
Probabilities . . . . . . . . . . . . . 49--63
Claudio Morana A new macro-financial condition index
for the euro area . . . . . . . . . . . 64--87
Richard T. Baillie and
Dooyeon Cho and
Seunghwa Rho Combining Long and Short Memory in Time
Series Models: the Role of Asymptotic
Correlations of the MLEs . . . . . . . . 88--112
Monica Billio and
Roberto Casarin and
Michele Costola and
Matteo Iacopini COVID-19 spreading in financial
networks: a semiparametric matrix
regression model . . . . . . . . . . . . 113--131
Amy Y. Guisinger and
Michael T. Owyang and
Daniel Soques Industrial Connectedness and Business
Cycle Comovements . . . . . . . . . . . 132--149
Eva Cantoni and
Nad\`ege Jacot and
Paolo Ghisletta Review and comparison of measures of
explained variation and model selection
in linear mixed-effects models . . . . . ??
Ioannis Kalogridis and
Stefan Van Aelst Robust penalized spline estimation with
difference penalties . . . . . . . . . . 169--188
Marco Riani and
Anthony Curtis Atkinson and
Aldo Corbellini and
Alessio Farcomeni and
Fabrizio Laurini Information Criteria for Outlier
Detection Avoiding Arbitrary
Significance Levels . . . . . . . . . . 189--205
Kris Boudt and
Ewoud Heyndels Robust interactive fixed effects . . . . 206--223
JooChul Lee and
Elizabeth D. Schifano and
HaiYing Wang Fast Optimal Subsampling Probability
Approximation for Generalized Linear
Models . . . . . . . . . . . . . . . . . 224--237
Xiao-Wen Chang and
Zhilong Chen and
Jinming Wen An extended Babai method for estimating
linear model based integer parameters 238--251
Gaspard Bernard and
Thomas Verdebout On some multivariate sign tests for
scatter matrix eigenvalues . . . . . . . 252--260
Thomas Muschinski and
Georg J. Mayr and
Thorsten Simon and
Nikolaus Umlauf and
Achim Zeileis Cholesky-based multivariate Gaussian
regression . . . . . . . . . . . . . . . 261--281
Anonymous Pages 1--132 (April 2024) . . . . . . . 1--132
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Karim M. Abadir and
Walter Distaso and
Liudas Giraitis Partially one-sided semiparametric
inference for trending persistent and
antipersistent processes . . . . . . . . 1--14
P. de Zea Bermudez and
J. Miguel Marín and
Håvard Rue and
Helena Veiga Integrated nested Laplace approximations
for threshold stochastic volatility
models . . . . . . . . . . . . . . . . . 15--35
Bertille Antoine and
Eric Renault GMM with Nearly-Weak Identification . . 36--59
Daniel Felix Ahelegbey and
Monica Billio and
Roberto Casarin Modeling Turning Points in the Global
Equity Market . . . . . . . . . . . . . 60--75
Haeran Cho and
Claudia Kirch Data segmentation algorithms: Univariate
mean change and beyond . . . . . . . . . 76--95
Peng Zhong and
Raphaël Huser and
Thomas Opitz Exact Simulation of Max-Infinitely
Divisible Processes . . . . . . . . . . 96--109
Maria Brigida Ferraro Fuzzy $k$-Means: history and
applications . . . . . . . . . . . . . . 110--123
Cheng Yong Tang A model specification test for
semiparametric nonignorable missing data
modeling . . . . . . . . . . . . . . . . 124--132