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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of economic behavior & organization : JEBO"
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1
Nonstationary binary choice
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
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2
Asymptotic distribution
theory
for nonparametric entropy measures of serial dependence
Hong, Yongmiao
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 837-901
Persistent link: https://www.econbiz.de/10002876743
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3
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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4
Distribution of wealth and incomplete markets :
theory
and empirical evidence
Fiaschi, Davide
;
Marsili, Matteo
- In:
Journal of economic behavior & organization : JEBO
81
(
2012
)
1
,
pp. 243-267
Persistent link: https://www.econbiz.de/10009505566
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5
Long-term memory in stock market prices
Lo, Andrew W.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
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6
Individual preferences and the exponential growth bias
Königsheim, C.
;
Lukas, Moritz
;
Nöth, Markus
- In:
Journal of economic behavior & organization : JEBO
145
(
2018
),
pp. 352-369
Persistent link: https://www.econbiz.de/10011941738
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Maximum likelihood estimation of discretely sampled diffusions : a closed-form approximation approach
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 223-262
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A small sample correction for the test of cointegrating rank in the vector autoregressive model
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 1929-1961
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9
The density of the maximum likelihood estimator
Hillier, Grant H.
;
Armstrong, Mark
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
6
,
pp. 1459-1470
Persistent link: https://www.econbiz.de/10001429219
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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
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