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subject:"Theory"
subject:"World"
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Journal of economic dynamics & control
Discussion paper / Tinbergen Institute / Tinbergen Institute
Economics letters
387
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374
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284
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
Li, Minqiang
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 132-157
Persistent link: https://www.econbiz.de/10003947634
Saved in:
2
Estimated US manufacturing production capital and technology based on an estimated dynamic structural economic model
Chen, Baoline
;
Zadrozny, Peter A.
- In:
Journal of economic dynamics & control
33
(
2009
)
7
,
pp. 1398-1418
Persistent link: https://www.econbiz.de/10003846767
Saved in:
3
A dynamic factor approach to nonlinear stability analysis
Shintani, Mototsugu
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2788-2808
Persistent link: https://www.econbiz.de/10003775098
Saved in:
4
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
;
Pesaran, M. Hashem
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
Saved in:
5
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
6
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2599-2636
Persistent link: https://www.econbiz.de/10003499200
Saved in:
7
Interpolation and backdating with a large information set
Angelini, Elena
;
Henry, Jérôme
;
Marcellino, Massimiliano
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2693-2724
Persistent link: https://www.econbiz.de/10003395622
Saved in:
8
Q-convergence with interquartile ranges
Kang, Sung-jin
;
Lee, Myoung-jae
- In:
Journal of economic dynamics & control
29
(
2005
)
10
,
pp. 1785-1806
Persistent link: https://www.econbiz.de/10003128413
Saved in:
9
Estimation of a generalized random-effects model : some ECME algorithms and Monte Carlo evidence
Phillips, Robert F.
- In:
Journal of economic dynamics & control
28
(
2004
)
9
,
pp. 1801-1824
Persistent link: https://www.econbiz.de/10001998504
Saved in:
10
Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry
;
Fuertes, Ana María
;
Pérez, María-Teresa
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2219-2242
Persistent link: https://www.econbiz.de/10001768920
Saved in:
11
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Belsley, David A.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1379-1396
Persistent link: https://www.econbiz.de/10001668343
Saved in:
12
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
Saved in:
13
Estimating and testing rational expectations models when the trend specification is uncertain
Cogley, Timothy
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1485-1525
Persistent link: https://www.econbiz.de/10001603784
Saved in:
14
Nonparametric estimation of American options' exercise boundaries and call prices
Broadie, Mark
(
contributor
)
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1829-1857
Persistent link: https://www.econbiz.de/10001508777
Saved in:
15
Explaining bond returns in heterogeneous agent models : the importance of higher-order moments
Zhang, Harold H.
- In:
Journal of economic dynamics & control
24
(
2000
)
10
,
pp. 1381-1404
Persistent link: https://www.econbiz.de/10001495424
Saved in:
16
Alternative bias approximations in first-order dynamic reduced form models
Kiviet, Jan F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
- In:
Journal of economic dynamics & control
23
(
1999
)
7
,
pp. 909-928
Persistent link: https://www.econbiz.de/10001379494
Saved in:
17
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
18
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
19
Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank
;
Dijk, Herman K. van
-
1998
Persistent link: https://www.econbiz.de/10000981254
Saved in:
20
On the identification of the censored regression model with a stochastic and unobserved treshold
Ridder, Geert
;
Montfort, Kees van
-
1998
Persistent link: https://www.econbiz.de/10000984806
Saved in:
21
Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors
Kiviet, J. F.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10000985343
Saved in:
22
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
23
Correcting for selective compliance in a re-employment bonus experiment
Bijwaard, Govert
;
Ridder, Geert
-
1998
Persistent link: https://www.econbiz.de/10000994243
Saved in:
24
Abnormal returns, risk, and options in large data sets
Caserta, Silvia
;
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994496
Saved in:
25
A new technique for postsample model selection and validation
Ashley, Richard A.
- In:
Journal of economic dynamics & control
22
(
1998
)
5
,
pp. 647-665
Persistent link: https://www.econbiz.de/10001239319
Saved in:
26
How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
27
Predictive performance of the binary logit model in unbalanced samples
Cramer, Jan S.
-
1998
Persistent link: https://www.econbiz.de/10000991205
Saved in:
28
Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
Kleibergen, Frank
;
Paap, Richard
-
1997
Persistent link: https://www.econbiz.de/10000952475
Saved in:
29
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1997
Persistent link: https://www.econbiz.de/10000952481
Saved in:
30
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
31
Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches
Koning, Camiel de
;
Straetmans, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000953290
Saved in:
32
Equality restricted random variables : densities and sampling algorithms
Kleibergen, Frank
-
1997
Persistent link: https://www.econbiz.de/10000953441
Saved in:
33
Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000953451
Saved in:
34
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
35
Two properties of predicted probabilities in discrete regression models
Cramer, Jan S.
-
1997
Persistent link: https://www.econbiz.de/10000960568
Saved in:
36
Higher order spatial ARMA models
Sneek, Kees
;
Rietveld, Piet
-
1997
Persistent link: https://www.econbiz.de/10000960575
Saved in:
37
On the estimation of the spatial moving average model
Sneek, Kees
;
Rietveld, Piet
-
1997
Persistent link: https://www.econbiz.de/10000961566
Saved in:
38
Consistent expectations equilibria
Hommes, Cars H.
;
Sorger, Gerhard
-
1997
Persistent link: https://www.econbiz.de/10000961568
Saved in:
39
Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang
;
Heij, Christiaan
-
1997
Persistent link: https://www.econbiz.de/10000964990
Saved in:
40
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
41
A bootstrap-based method to achieve optimality in estimating the extreme-value index
Haan, Laurens de
;
Peng, Liang
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000970300
Saved in:
42
Stratified partial likelihood estimation
Ridder, Geert
;
Tunali, İnsan
-
1997
Persistent link: https://www.econbiz.de/10000976078
Saved in:
43
Adaptive control in the presence of time-varying parameters
Tucci, Marco Paolo
- In:
Journal of economic dynamics & control
22
(
1997
)
1
,
pp. 39-47
Persistent link: https://www.econbiz.de/10001229407
Saved in:
44
Time variation of second moments from a noise trader infection model
Lux, Thomas
- In:
Journal of economic dynamics & control
22
(
1997/98
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10001229410
Saved in:
45
Maximum likelihood estimation of the nonlinear rational expectations asset pricing model
Miranda, Mario J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1493-1510
Persistent link: https://www.econbiz.de/10001222034
Saved in:
46
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
47
Consistency of system identification by global total least squares
Heij, Christiaan
;
Scherrer, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000937910
Saved in:
48
Bayesian analysis of an unobserved component time series model of GNP with Markov switching and time varying growths
Luginbuhl, Rob
;
Vos, Aart F. de
-
1996
Persistent link: https://www.econbiz.de/10000938517
Saved in:
49
On asymptotic normality of the hill estimator
Haan, Laurens de
;
Resnick, Sidney I.
-
1996
Persistent link: https://www.econbiz.de/10000941231
Saved in:
50
Modelling long-run and short-run interaction between commodity prices, partly restricted by international commodity agreements
Smit, Hidde Pieter
;
Vogelvang, Engbert
-
1996
Persistent link: https://www.econbiz.de/10000944373
Saved in:
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