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Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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Minimax-regret sample design in anticipation of missing data, with application to panel data
Dominitz, Jeff; Manski, Charles F. - In: Journal of econometrics 226 (2022) 1, pp. 104-114
Persistent link: https://www.econbiz.de/10013440521
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Aggregation of space-time processes
Giacomini, Raffaella; Granger, C. W. J. - In: Journal of econometrics 118 (2004) 1/2, pp. 7-26
Persistent link: https://www.econbiz.de/10001822910
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Asymptotic inference about predictive accuracy using high frequency data
Li, Jia; Patton, Andrew J. - In: Journal of econometrics 203 (2018) 2, pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
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Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu; Zhang, Zhengjun - In: Journal of econometrics 205 (2018) 2, pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
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Hypothesis testing based on a vector of statistics
King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - In: Journal of econometrics 219 (2020) 2, pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
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Semiparametric testing with highly persistent predictors
Werker, Bas J. M.; Zhou, Bo - In: Journal of econometrics 227 (2022) 2, pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
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Analysis of data on health : [1]
In: Journal of econometrics 77,1 : Annals of econometrics (1997)
Persistent link: https://www.econbiz.de/10004314834
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On empirical likelihood statistical functions
Yuan, Ao; Xu, Jinfeng; Zheng, Gang - In: Journal of econometrics 178 (2014) 1, pp. 613-623
Persistent link: https://www.econbiz.de/10010256818