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Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George; Yates, Anthony - In: Journal of applied econometrics 25 (2010) 5, pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
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Structural breaks and GARCH models of exchange rate volatility : re-examination and extension
Hasanov, Akram Shavkatovich; Brooks, Robert; Abrorov, … - In: Journal of applied econometrics 39 (2024) 7, pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
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Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders; Coenen, Günter; Christoffel, Kai - In: Journal of applied econometrics 32 (2017) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - In: Journal of applied econometrics 37 (2022) 4, pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
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Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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Scaling and measurement error sensitivity of scoring rules for distribution forecasts
Kleen, Onno - In: Journal of applied econometrics 39 (2024) 5, pp. 833-849
Persistent link: https://www.econbiz.de/10015156777
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Classical and Bayesian methods of testing for unit roots
Pesaran, M. Hashem (contributor) - In: Journal of applied econometrics 6 (1991) 4, pp. 333-473
Persistent link: https://www.econbiz.de/10001114637
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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
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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
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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