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1
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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2
Frisch on testing of business cycle theories
Boumans, Marcel
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10001333014
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3
Another look at the evidence on money-income causality
Friedman, Benjamin M.
- In:
Journal of econometrics
57
(
1993
)
1
,
pp. 189-203
Persistent link: https://www.econbiz.de/10001142525
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4
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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5
A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 47-79
Persistent link: https://www.econbiz.de/10001497678
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6
Nonparametric seemingly unrelated regression
Smith, Michael S.
;
Kohn, Robert
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10001497782
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7
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
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Bayesian analysis of ARMA-GARCH models : a Markov chain sampling approach
Nakatsuma, Teruo
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 57-69
Persistent link: https://www.econbiz.de/10001432516
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9
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina
;
Swanson, Norman R.
;
White, Halbert
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
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10
Moments of Markov switching models
Timmermann, Allan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
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