Econometric Reviews Journal

Overview

abbreviation

ECONOMET REV

publication venue for

Data cloning estimation for asymmetric stochastic volatility models. 39:1057-1074. 2020
A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities. 39:971-990. 2020
Alternative diff-in-diffs estimators with several pretreatment periods. 38:465-486. 2019
Particle learning for Bayesian semi-parametric stochastic volatility model. 38. 2019
A simple data-driven estimator for the semiparametric sample selection model. 34:733-761. 2016
A Nonparametric Distribution-Free Test for Serial Independence of Errors. 34:1010-1033. 2014

International Standard Serial Number (ISSN)

0747-4938