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Econometrics and Statistics

Elsevier

ABDC B
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
Spectral Omnibus test for cross-sectional dependence in panel models
Marcell T. Kurbucz et al.
20260 citations
Gaussian stochastic volatility, misspecified volatility filters and indirect inference estimation
Stelios Arvanitis & Antonis Demos
20260 citations
Editorial Board
Unknown
20260 citations
2nd Special Issue on Bayesian Methods in Statistics and Econometrics: Structured dependence and robust inference at scale
Roberto Casarin et al.
20260 citations
Spectral Omnibus test for cross-sectional dependence in panel models
Marcell T. Kurbucz et al.
20260 citations
Inference on panel data models with a generalized factor structure
Juan Manuel Rodriguez-Poo et al.
20260 citations
Spatial dynamic panel data model with interactive fixed effects and time-variant endogenous spatial weight matrices
Badi H. Baltagi & Junjie Shu
20251 citations
Estimation of multifactor stochastic volatility jump-diffusion models: A marginalized filter approach
Jean‐François Bégin & Golara Zafari
20251 citations
M-quantile regression for zero-inflated data and applications to small area estimation
María Bugallo et al.
20251 citations
Block whittle estimation of time-varying stochastic regression models with long memory
Chris Fotso & Philipp Sibbertsen
20250 citations
Editorial Board
Unknown
20250 citations
Two-stage weighted least squares estimator of multivariate non-negative observation-driven models
Mirko Armillotta
20250 citations
Bayesian dynamic graphical models for high-dimensional vector autoregressions with time-varying parameters and volatility discounting
Seyma Vahap
20250 citations
A perturbation robust test against spurious long memory
Vivien Less & Philipp Sibbertsen
20250 citations
Bayesian (non-)unique sparse factor modeling
Sylvia Kaufmann & Markus Pape
20250 citations
Addressing regressors’ endogeneity and the identification of true parameters
Dimitris Christopoulos et al.
20250 citations
Testing for relevance in partially parametric models with parametric nulls
Daniel J. Henderson & Jiancheng Jiang
20250 citations
A matrix exponential approach to spatial panel data models: An application to carbon emissions
Ye Yang et al.
20250 citations
First-order integer-valued autoregressive processes with Generalized Katz innovations
Ovielt Baltodano López et al.
20250 citations
Bayesian semi-supervised Inference via a debiased modeling approach
Gözde Sert et al.
20250 citations

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