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A Note on Error Components Models.

Nerlove, Marc - In: Econometrica 39 (1971) 2, pp. 383-96

Persistent link: https://www.econbiz.de/10005332349

Expectations, Plans, and Realizations in Theory and Practice.

Nerlove, Marc - In: Econometrica 51 (1983) 5, pp. 1251-79

Persistent link: https://www.econbiz.de/10005332603

Ta-Chung Liu, 1914-1975.

Klein, Lawrence R; Nerlove, Marc; Tsiang, S C - In: Econometrica 45 (1977) 2, pp. 527-30

Persistent link: https://www.econbiz.de/10005332973

Investment in Human and Nonhuman Capital, Transfers among Siblings, and the Role of Government.

Nerlove, Marc; Razin, Assaf; Sadka, Efraim - In: Econometrica 52 (1984) 5, pp. 1191-98

Persistent link: https://www.econbiz.de/10005702180

Lags in Economic Behavior.

Nerlove, Marc - In: Econometrica 40 (1972) 2, pp. 221-51

Persistent link: https://www.econbiz.de/10005702245

Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections.

Nerlove, Marc - In: Econometrica 39 (1971) 2, pp. 359-82

Persistent link: https://www.econbiz.de/10005702496

Modeling and Forecasting Realized Volatility

Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - In: Econometrica 71 (2003) 2, pp. 579-625

We provide a framework for integration of high--frequency intraday data into the measurement, modeling, and forecasting of daily and lower frequency return volatilities and return distributions. Building on the theory of continuous--time arbitrage--free price processes and the theory of...

Persistent link: https://www.econbiz.de/10005231712