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Corrigenda: The Numerical Reliability of Econometric Software
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Cited by:
- Lars Vilhuber, 2024.
"Report of the AEA Data Editor,"
AEA Papers and Proceedings, American Economic Association, vol. 114, pages 878-890, May.
- Lars Vilhuber & James Turrito & Keesler Welch, 2020. "Report by the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 764-775, May.
- Lars Vilhuber, 2022. "Report by the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 813-823, May.
- Lars Vilhuber, 2023. "Report of the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 850-863, May.
- Lars Vilhuber, 2019. "Report by the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 718-729, May.
- Lars Vilhuber, 2021. "Report by the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 808-817, May.
- Leonard E. Burman & W. Robert Reed & James Alm, 2011.
"A Call for Replication Studies,"
Public Finance Review, , vol. 39(1), pages 190-190, January.
- Leonard E. Burman & W. Robert Reed & James Alm, 2010. "A Call for Replication Studies," Public Finance Review, , vol. 38(6), pages 787-793, November.
- James Alm, 2010. "A Call for Replication Studies," Public Finance Review, , vol. 38(2), pages 139-145, March.
- James Alm, 2010. "A Call for Replication Studies," Public Finance Review, , vol. 38(3), pages 275-281, May.
- James Alm, 2010. "A Call for Replication Studies," Public Finance Review, , vol. 38(4), pages 501-507, July.
- James Alm, 2010. "A Call for Replication Studies," Public Finance Review, , vol. 38(5), pages 647-653, September.
- James Alm, 2010. "A Call for Replication Studies," Public Finance Review, , vol. 38(1), pages 4-10, January.
- Jeffrey S. Zax, 2002. "Comment on “Estimating the Extent of Racially Polarized Voting in Multicandidate Contests†by Bernard Grofman and Michael Migalski," Sociological Methods & Research, , vol. 31(1), pages 75-86, August.
- Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
- B. D. McCullough, 2006.
"A review of TESTU01,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 677-682, July.
- B. D. McCullough, 2006. "A review of TESTU01," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 677-682.
- A. M. Kitchen & R. Drachenberg & J. Symanzik, 2003. "Assessing the reliability of web-based statistical software," Computational Statistics, Springer, vol. 18(1), pages 107-122, March.
- Liu, Yan & Luger, Richard, 2009. "Efficient estimation of copula-GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2284-2297, April.
- Mencia, Javier F. & Sentana, Enrique, 2004.
"Estimation and testing of dynamic models with generalised hyperbolic innovations,"
LSE Research Online Documents on Economics
24742, London School of Economics and Political Science, LSE Library.
- Sentana, Enrique & MencÃa, Javier, 2005. "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers 5177, C.E.P.R. Discussion Papers.
- Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," FMG Discussion Papers dp502, Financial Markets Group.
- F. Javier Mencía & Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers wp2004_0411, CEMFI.
- Mencía, Javier & Sentana, Enrique, 2009.
"Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation,"
Journal of Econometrics, Elsevier, vol. 153(2), pages 105-121, December.
- Javier Mencía & Enrique Sentana, 2008. "Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation," Working Papers wp2008_0805, CEMFI.
- Javier Mencía & Enrique Sentana, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Working Papers 0909, Banco de España.
- Oluwarotimi O. Odeh & Allen M. Featherstone & Jason S. Bergtold, 2010. "Reliability of Statistical Software," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(5), pages 1472-1489.
- James Alm & W. Robert Reed, 2015. "The Need for Replications," Public Finance Review, , vol. 43(2), pages 139-142, March.
- Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.
- Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts, 2006.
"Multivariate GARCH models: a survey,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109, January.
- Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109.
- BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen, 2003. "Multivariate GARCH models: a survey," LIDAM Discussion Papers CORE 2003031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen VK, 2006. "Multivariate GARCH models: a survey," LIDAM Reprints CORE 1847, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- David E. Allen & Michael McAleer, 2018.
"Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management,"
Energies, MDPI, vol. 11(7), pages 1-19, June.
- David E. Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Documentos de Trabajo del ICAE 2017-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Tan, A.C. & McAleer, M.J., 2017. "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Econometric Institute Research Papers 17-069/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- David Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management," Tinbergen Institute Discussion Papers 17-069/III, Tinbergen Institute.
- Bergtold, Jason S. & Pokharel, Krishna & Featherstone, Allen, 2015. "On the Examination of the Reliability of Statistical Software for Estimating Logistic Regression Models," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205643, Agricultural and Applied Economics Association.
- Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, February.
- Reagle, Derrick P. & Vinod, H. D., 2003. "Inference for negativist theory using numerically computed rejection regions," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 491-512, March.
- Yalta, A. Talha & Jenal, Olaf, 2009.
"On the importance of verifying forecasting results,"
International Journal of Forecasting, Elsevier, vol. 25(1), pages 62-73.
- A. Talha Yalta & Olaf Jenal, 2008. "On the Importance of Verifying Forecasting Results," Working Papers 0804, TOBB University of Economics and Technology, Department of Economics.
- Jason S. Bergtold & Krishna P. Pokharel & Allen M. Featherstone & Lijia Mo, 2018. "On the examination of the reliability of statistical software for estimating regression models with discrete dependent variables," Computational Statistics, Springer, vol. 33(2), pages 757-786, June.
- Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- McCullough, B. D., 2000. "Is it safe to assume that software is accurate?," International Journal of Forecasting, Elsevier, vol. 16(3), pages 349-357.
- Rupel Nargunam & William W. S. Wei & N. Anuradha, 2021. "Investigating seasonality, policy intervention and forecasting in the Indian gold futures market: a comparison based on modeling non-constant variance using two different methods," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-15, December.
- Vinod, H. D., 2001. "Care and feeding of reproducible econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 87-88, January.
- McCullough, B. D., 2018. "Quis custodiet ipsos custodes? Despite evidence to the contrary, the American Economic Review concluded that all was well with its archive," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-13.
- A. Yalta & A. Yalta, 2010.
"Should Economists Use Open Source Software for Doing Research?,"
Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 371-394, April.
- A. Talha Yalta & A. Yasemin Yalta, 2010. "Should Economists Use Open Source Software for Doing Research?," Working Papers 1007, TOBB University of Economics and Technology, Department of Economics.
- A. Talha Yalta & A. Yasemin Yalta, 2012. "Should Economists Use Open Source Software for Doing Research?," Hacettepe University Department of Economics Working Papers 20127, Hacettepe University, Department of Economics.
- Yalta, A. Talha, 2008. "The accuracy of statistical distributions in Microsoft® Excel 2007," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4579-4586, June.
- Gilles Teyssière, 2005. "Structural time series modelling with STAMP 6.02," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(4), pages 571-577, May.
- Maren Duvendack & Richard Palmer-Jones, 2013. "Replication of quantitative work in development studies: Experiences and suggestions," Progress in Development Studies, , vol. 13(4), pages 307-322, October.
- Gatfaoui, Hayette, 2013. "Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets," Economic Modelling, Elsevier, vol. 30(C), pages 776-791.