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Phillips, Peter C. B.
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Mykland, Per A.
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1
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of econometrics
131
(
2006
)
1/2
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pp. 217-252
Persistent link: https://www.econbiz.de/10003298574
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A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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Robust inference for moment condition models without rational expectations
Chen, Xiaohong
;
Hansen, Lars Peter
;
Hansen, Peter G.
- In:
Journal of econometrics
243
(
2024
)
1/2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10015075243
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Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
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Econometric implications of the government budget constraint
Sims, Christopher A.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 9-19
Persistent link: https://www.econbiz.de/10001336954
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Encompassing univariate models in multivariate time series : a case study
Maravall Herrero, Agustín
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 197-233
Persistent link: https://www.econbiz.de/10001155775
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Seasonality and econometric models
Ghysels, Eric
(
contributor
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- In:
Journal of econometrics
55
(
1993
)
1
Persistent link: https://www.econbiz.de/10001137428
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Macroeconometrics: past and future
Granger, C. W. J.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10001546131
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Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
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10
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of econometrics
183
(
2014
)
1
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pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
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