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Maximum likelihood estimation of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix; McAleer, Michael - In: Journal of applied econometrics 17 (2002) 5, pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
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A maximum likelihood bunching estimator of the elasticity of taxable income
Aronsson, Thomas; Jenderny, Katharina; Lanot, Gauthier - In: Journal of applied econometrics 39 (2024) 1, pp. 200-216
Persistent link: https://www.econbiz.de/10014474453
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Multivariate GARCH models : software choice and estimation issues
Brooks, Chris; Burke, Simon P.; Persand, Gita - In: Journal of applied econometrics 18 (2003) 6, pp. 725-734
Persistent link: https://www.econbiz.de/10001843509
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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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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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Bayesian semiparametric estimation of discrete duration models : an application of the Dirichlet process prior
Campolieti, Michele - In: Journal of applied econometrics 16 (2001) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001557362
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Quantifying the uncertainty about the half-life if deviations from PPP
Kilian, Lutz; Zha, Tao - In: Journal of applied econometrics 17 (2002) 2, pp. 107-125
Persistent link: https://www.econbiz.de/10001667480
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Estimating the returns to schooling : a likelihood approach based on normal mixtures
Dagsvik, John K.; Haegeland, Torbjørn; Raknerud, Arvid - In: Journal of applied econometrics 26 (2011) 4, pp. 613-640
Persistent link: https://www.econbiz.de/10009488624
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Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio; Peluso, Stefano; Audrino, Francesco - In: Journal of applied econometrics 30 (2015) 3, pp. 377-397
Persistent link: https://www.econbiz.de/10011327583
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Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo; Billé, Anna Gloria - In: Journal of applied econometrics 32 (2017) 6, pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573