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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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643
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324
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ECONIS (ZBW)
37
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1
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
2
On monotone recursive preferences
Bommier, Antoine
;
Kochov, Asen
;
Le Grand, François
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1433-1466
Persistent link: https://www.econbiz.de/10011791279
Saved in:
3
Recursive equilibria in dynamic economies with stochastic production
Brumm, Johannes
;
Kryczka, Dominika
;
Kubler, Felix
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1467-1499
Persistent link: https://www.econbiz.de/10011791590
Saved in:
4
Menu-dependent stochastic feasibility
Brady, Richard L.
;
Rehbeck, John
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 1203-1223
Persistent link: https://www.econbiz.de/10011579636
Saved in:
5
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
6
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
7
Survival versus profit maximization in a dynamic stochastic experiment
Oprea, Ryan
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2225-2255
Persistent link: https://www.econbiz.de/10011560352
Saved in:
8
Dynamic mechanism design : a myersonian approach
Pavan, Alessandro
;
Segal, Ilya
;
Toikka, Juuso
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
2
,
pp. 601-653
Persistent link: https://www.econbiz.de/10010404466
Saved in:
9
Mixed hitting-time models
Abbring, Jaap H.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 783-819
Persistent link: https://www.econbiz.de/10009534939
Saved in:
10
Nearly efficient likelihood ratio tests of the unit root hypothesis
Jansson, Michael
;
Nielsen, Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2321-2332
Persistent link: https://www.econbiz.de/10009665449
Saved in:
11
Dynamic competition with random demand and costless search : a theory of price posting
Deneckere, Raymond J.
;
Peck, James
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1185-1247
Persistent link: https://www.econbiz.de/10009629014
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12
The realized Laplace transform of volatility
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1105-1127
Persistent link: https://www.econbiz.de/10009629019
Saved in:
13
Dynamic valuation decomposition within stochastic economies
Hansen, Lars Peter
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 911-967
Persistent link: https://www.econbiz.de/10009629023
Saved in:
14
Identification and estimation of stochastic bargaining models
Merlo, Antonio
;
Tang, Xun
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1563-1604
Persistent link: https://www.econbiz.de/10009629520
Saved in:
15
Waiting for news in the market for lemons
Daley, Brendan
;
Green, Brett
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1433-1504
Persistent link: https://www.econbiz.de/10009629524
Saved in:
16
Dynamic identification of dynamic stochastic general equilibrium models
Komunjer, Ivana
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1995-2032
Persistent link: https://www.econbiz.de/10009425107
Saved in:
17
Recursive equilibrium in stochastic overlapping-generations economies
Citanna, Alessandro
;
Siconolfi, Paolo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 309-347
Persistent link: https://www.econbiz.de/10003989230
Saved in:
18
Learning-by-doing, organizational forgetting, and industry dynamics
Besanko, David
;
Doraszelski, Ulrich
;
Kryukov, Yaroslav
; …
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
2
,
pp. 453-508
Persistent link: https://www.econbiz.de/10003989281
Saved in:
19
Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor
;
Krätzig, Markus
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
2
,
pp. 803-821
Persistent link: https://www.econbiz.de/10003989388
Saved in:
20
The role of information in repeated games with frequent actions
Sannikov, Yuliy
;
Skrzypacz, Andrzej
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
3
,
pp. 847-882
Persistent link: https://www.econbiz.de/10003992573
Saved in:
21
Structural nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1901-1948
Persistent link: https://www.econbiz.de/10003943451
Saved in:
22
Testing for stochastic monotonicity
Lee, Sokbae
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
2
,
pp. 585-602
Persistent link: https://www.econbiz.de/10003841300
Saved in:
23
Accuracy of simulations for stochastic dynamic models
Santos Santos, Manuel
;
Peralta-Alva, Adrian
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1939-1976
Persistent link: https://www.econbiz.de/10003185942
Saved in:
24
Zero expected wealth taxes : a Mirrlees approach to dynamic optimal taxation
Kocherlakota, Narayana Rao
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1587-1621
Persistent link: https://www.econbiz.de/10003096749
Saved in:
25
Random matching under dichotomous preferences
Bogomolnaia, Anna
;
Moulin, Hervé
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
1
,
pp. 257-279
Persistent link: https://www.econbiz.de/10001920404
Saved in:
26
Random effects estimators with many instrumental variables
Chamberlain, Gary
;
Imbens, Guido
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10001920487
Saved in:
27
Consistent tests for stochastic dominance
Barrett, Garry F.
;
Donald, Stephen G.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 71-104
Persistent link: https://www.econbiz.de/10001731099
Saved in:
28
Discrete-time approximations of the Holmström-Milgrom Brownian-motion model of intertemporal incentive provision
Hellwig, Martin
;
Schmidt, Klaus M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
6
,
pp. 2225-2264
Persistent link: https://www.econbiz.de/10001713872
Saved in:
29
Dynamic choices of hyperbolic consumers
Harris, Christopher
;
Laibson, David I.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 935-957
Persistent link: https://www.econbiz.de/10001594724
Saved in:
30
Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 959-993
Persistent link: https://www.econbiz.de/10001594726
Saved in:
31
A parametric approach to flexible nonlinear inference
Hamilton, James D.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 537-573
Persistent link: https://www.econbiz.de/10001580786
Saved in:
32
Liquidity constrained markets versus debt constrained markets
Kehoe, Timothy Jerome
;
Levine, David K.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 575-598
Persistent link: https://www.econbiz.de/10001580787
Saved in:
33
Nonlinear regressions with integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10001545098
Saved in:
34
Bayesian representation of stochastic processes under learning : de Finetti revisited
Jackson, Matthew O.
;
Kalai, Ehud
;
Smorodinsky, Rann
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
4
,
pp. 875-893
Persistent link: https://www.econbiz.de/10001390144
Saved in:
35
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
Saved in:
36
New tools for understanding spurious regressions
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1299-1325
Persistent link: https://www.econbiz.de/10001252665
Saved in:
37
Falmagne and the rationalizability of stochastic choice in terms of random orderings
Barberà, Salvador
- In:
Econometrica : journal of the Econometric Society, an …
54
(
1986
)
3
,
pp. 707-715
Persistent link: https://www.econbiz.de/10001009464
Saved in:
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