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ECONIS (ZBW)
58
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1
The asymptotic variance of subspace estimates
Chiuso, Alessandro
;
Picci, Giorgio
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 257-291
Persistent link: https://www.econbiz.de/10001823135
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2
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
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3
Stochastic model specification search for Gaussian and partial non-Gaussian state space models
Frühwirth-Schnatter, Sylvia
;
Wagner, Helga
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10003931791
Saved in:
4
Particle filters for continuous likelihood evaluation and maximisation
Malik, Sheheryar
;
Pitt, Michael K.
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 190-209
Persistent link: https://www.econbiz.de/10009409681
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5
The random coefficients logit model is identified
Fox, Jeremy T.
;
Kim, Kyoo Il
;
Ryan, Stephen
;
Bajari, …
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 204-212
Persistent link: https://www.econbiz.de/10009509232
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6
Semiparametric estimation of Markov decision processes with continuous state space
Srisuma, Sorawoot
;
Linton, Oliver
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10009511325
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7
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
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8
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
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9
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
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10
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
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