C52 - Model Evaluation and Selection

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 11-20 of 29 total displayed.

Past content

Articles
Evaluating Interest Rate Covariance Models Within a Value-at-Risk Framework

Miguel A. Ferreira and Jose A. Lopez
J. Financial Econometrics 2005; 3: 126-168. [Abstract] [Full text] [PDF]  

Articles
Unit root tests of sigma income convergence across us metropolitan areas

Matthew P. Drennan, José Lobo, and Deborah Strumsky
J. Econ. Geogr. 2004; 4: 583-595. [Abstract] [PDF]  

Articles
Persistence and Kurtosis in GARCH and Stochastic Volatility Models

M. Angeles Carnero, Daniel Peña, and Esther Ruiz
J. Financial Econometrics 2004; 2: 319-342. [Abstract] [Full text] [PDF]  

Articles
A Pricing and Hedging Comparison of Parametric and Nonparametric Approaches for American Index Options

Toby Daglish
J. Financial Econometrics 2003; 1: 327-364. [Abstract] [PDF]  

Articles
A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility

Jeff Fleming and Chris Kirby
J. Financial Econometrics 2003; 1: 365-419. [Abstract] [PDF]  

Articles
Modelling trade in processed food products: an econometric investigation for France

Yves Surry, Nadine Herrard, and Yves Le Roux
Eur. Rev. Agric. Econ. 2002; 29: 1-27. [Abstract] [PDF]  

Articles
Galton's fallacy and economic convergence

ES Cannon and NW Duck
Oxf. Econ. Pap. 2000; 52: 415-419. [Abstract] [PDF]  

Articles
Galton's fallacy and economic convergence: a reply to Cannon and Duck

C Bliss
Oxf. Econ. Pap. 2000; 52: 420-422. [PDF]  

Articles
A neglected controversy in the modelling of consumers' expenditure

S Cook
Camb. J. Econ. 2000; 24: 177-191. [Abstract] [PDF]  

Articles
Testing regularity properties in static and dynamic duality models: the case of Greek agriculture

I Reziti and A Ozanne
Eur. Rev. Agric. Econ. 1999; 26: 461-477. [Abstract] [PDF]  

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