Narrow search
Showing 1 - 10 of 364
Cover Image
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias - In: Journal of applied econometrics 13 (1998) 3, pp. 217-244
Persistent link: https://www.econbiz.de/10001244225
Cover Image
Maximum likelihood estimation of a Garch-Stable model
Liu, Shi-Miin - In: Journal of applied econometrics 10 (1995) 3, pp. 273-285
Persistent link: https://www.econbiz.de/10001183991
Cover Image
Common trends and common cycles
Vahid, Farshid - In: Journal of applied econometrics 8 (1993) 4, pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
Cover Image
Special issue on econometric inference using simulation techniques
Brown, Bryan W. (contributor); Monfort, Alain (contributor);  … - In: Journal of applied econometrics 8 (1993), pp. 1-173
Persistent link: https://www.econbiz.de/10001153473
Cover Image
Prediction, filtering and smoothing in non-linear and non-normal cases using Monte Carlo integration
Tanizaki, Hisashi - In: Journal of applied econometrics 9 (1994) 2, pp. 163-179
Persistent link: https://www.econbiz.de/10001162513
Cover Image
Polynomial approximations in cross-sectional models
Byron, Raymond P. - In: Journal of applied econometrics 7 (1992) 3, pp. 309-322
Persistent link: https://www.econbiz.de/10001129478
Cover Image
International evidence on persistence in output in the presence of an episodic change
Raj, Baldev - In: Journal of applied econometrics 7 (1992) 3, pp. 281-293
Persistent link: https://www.econbiz.de/10001129481
Cover Image
Some strange properties of panel data estimators
Robertson, Donald - In: Journal of applied econometrics 7 (1992) 2, pp. 175-189
Persistent link: https://www.econbiz.de/10001130930
Cover Image
Aggregate shocks and macroeconomic fluctuations : a Bayesian approach
Koop, Gary - In: Journal of applied econometrics 7 (1992) 4, pp. 395-411
Persistent link: https://www.econbiz.de/10001131893
Cover Image
Stochastic trends and economic fluctuations in a small open economy
Mellander, Erik - In: Journal of applied econometrics 7 (1992) 4, pp. 369-394
Persistent link: https://www.econbiz.de/10001131894