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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos - In: Economics letters 150 (2017), pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
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The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos - In: Economics letters 155 (2017), pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
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Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.; Assaf, A. Georges; … - In: Economics letters 188 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
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Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo - In: Economics letters 211 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
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A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes
Flodén, Martin - In: Economics letters 99 (2008) 3, pp. 516-520
Persistent link: https://www.econbiz.de/10003726236
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Credit spread and monetary policy
Teranishi, Yuki - In: Economics letters 114 (2012) 1, pp. 26-28
Persistent link: https://www.econbiz.de/10009515854
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Estimating the fractionally integrated process in the presence of measurement errors
Chong, Terence Tai-Leung; Lui, Gilbert Chiu-sing - In: Economics letters 63 (1999) 3, pp. 285-294
Persistent link: https://www.econbiz.de/10001398937
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Errors in variables in the multinational response model
Kao, Chihwa - In: Economics letters 3 (1987), pp. 249-254
Persistent link: https://www.econbiz.de/10001038835
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Exponential specifications and measurement error
Schennach, Susanne M. - In: Economics letters 85 (2004) 1, pp. 85-91
Persistent link: https://www.econbiz.de/10002215635
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Estimation of relative average treatment effects with misclassification
Fu, Lianyan; Wei Gao; Shi, Ning-zhong - In: Economics letters 111 (2011) 1, pp. 95-98
Persistent link: https://www.econbiz.de/10009241325