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Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei - In: Journal of econometrics 92 (1999) 2, pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
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On the determination of integration indices in I(2) systems
Paruolo, Paolo - In: Journal of econometrics 72 (1996) 1, pp. 313-356
Persistent link: https://www.econbiz.de/10001197998
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Finite sample inference for quantile regression models
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Journal of econometrics 152 (2009) 2, pp. 93-103
Persistent link: https://www.econbiz.de/10003892693
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Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; … - In: Journal of econometrics 211 (2019) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
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Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian; Zakoïan, Jean-Michel - In: Journal of econometrics 205 (2018) 2, pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
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Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng; Koopman, Siem Jan; Lit, Rutger; Petrova, … - In: Journal of econometrics 214 (2020) 1, pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
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BLP estimation using Laplace transformation and overlapping simulation draws
Hong, Han; Li, Huiyu; Li, Jessie - In: Journal of econometrics 222 (2021) 1,1, pp. 56-72
Persistent link: https://www.econbiz.de/10012619341
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How well do structural demand models work? : counterfactual predictions in school choice
Pathak, Parag A.; Shi, Peng - In: Journal of econometrics 222 (2021) 1,1, pp. 161-195
Persistent link: https://www.econbiz.de/10012619395
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Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian; Zakoïan, Jean-Michel - In: Journal of econometrics 217 (2020) 2, pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
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Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander; Wied, Dominik - In: Journal of econometrics 235 (2023) 2, pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408