Score-Driven Interactions for “Disease X” Using COVID and Non-COVID Mortality

2024-9-4

Signs of Fluctuations in Energy Prices and Energy Stock-Market Volatility in Brazil and in the US

2024-8-23

Transient and Persistent Technical Efficiencies in Rice Farming: A Generalized True Random-Effects Model Approach

2024-8-12

Is It Sufficient to Select the Optimal Class Number Based Only on Information Criteria in Fixed- and Random-Parameter Latent Class Discrete Choice Modeling Approaches?

2024-8-8

Instrumental Variable Method for Regularized Estimation in Generalized Linear Measurement Error Models

2024-7-12

Comparing Estimation Methods for the Power–Pareto Distribution

2024-7-11

Stochastic Debt Sustainability Analysis in Romania in the Context of the War in Ukraine

2024-7-5

Investigation of Equilibrium in Oligopoly Markets with the Help of Tripled Fixed Points in Banach Spaces

2024-6-17

Modeling the Economic Impact of the COVID-19 Pandemic Using Dynamic Panel Models and Seemingly Unrelated Regressions

2024-6-14

Predicting the Direction of NEPSE Index Movement with News Headlines Using Machine Learning

2024-6-11

Exponential Time Trends in a Fractional Integration Model

2024-5-31

Financial and Oil Market’s Co-Movements by a Regime-Switching Copula

2024-5-24

On the Validity of Granger Causality for Ecological Count Time Series

2024-5-9

Short-Term Hourly Ozone Concentration Forecasting Using Functional Data Approach

2024-5-5

Stein-like Common Correlated Effects Estimation under Structural Breaks

2024-4-18

The Gini and Mean Log Deviation Indices of Multivariate Inequality of Opportunity

2024-4-17

A Pretest Estimator for the Two-Way Error Component Model

2024-4-16

Biases in the Maximum Simulated Likelihood Estimation of the Mixed Logit Model

2024-3-27

Public Debt and Economic Growth: A Panel Kink Regression Latent Group Structures Approach

2024-3-5

Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance”

2024-2-22

Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension

2024-2-19

Influence of Digitalisation on Business Success in Austrian Traded Prime Market Companies—A Longitudinal Study

2024-2-9

Estimating Linear Dynamic Panels with Recentered Moments

2024-1-17

Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach

2024-1-5

Publisher’s Note: Econometrics—A New Era for a Well-Established Journal

2023-12-28

Multistep Forecast Averaging with Stochastic and Deterministic Trends

2023-12-15

Liquidity and Business Cycles—With Occasional Disruptions

2023-12-12

When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures

2023-11-20

On the Proper Computation of the Hausman Test Statistic in Standard Linear Panel Data Models: Some Clarifications and New Results

2023-11-8

Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis

2023-10-12

A New Matrix Statistic for the Hausman Endogeneity Test under Heteroskedasticity

2023-10-10

Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases

2023-8-30

Competition–Innovation Nexus: Product vs. Process, Does It Matter?

2023-8-25

Locationally Varying Production Technology and Productivity: The Case of Norwegian Farming

2023-8-18

Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum

2023-8-10

Estimation of Realized Asymmetric Stochastic Volatility Models Using Kalman Filter

2023-7-31

Socio-Economic and Demographic Factors Associated with COVID-19 Mortality in European Regions: Spatial Econometric Analysis

2023-6-20

Skill Mismatch, Nepotism, Job Satisfaction, and Young Females in the MENA Region

2023-6-12

Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices

2023-6-2

Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series

2023-5-31

Online Hybrid Neural Network for Stock Price Prediction: A Case Study of High-Frequency Stock Trading in the Chinese Market

2023-5-18

Local Gaussian Cross-Spectrum Analysis

2023-4-21

Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes

2023-4-20

Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models

2023-4-3

Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models

2023-3-9

Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks

2023-3-7

Causal Vector Autoregression Enhanced with Covariance and Order Selection

2023-2-24

Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles

2023-2-14

Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks

2023-2-6

Comparing the Conditional Logit Estimates and True Parameters under Preference Heterogeneity: A Simulated Discrete Choice Experiment

2023-1-25