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Journal of econometrics
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1,621
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1,261
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1,131
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Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20
2
Commodity prices and markets : [NBER East Asia Seminar on Economics, volume 20 ; collection of papers that were presented at the 20th Annual East Asia Seminar on Economics (EASE) ; held in Hong Kong, June 26 - 27, 2008]
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Some large-concentration-parameter asymptotics for the k-class estimators
Mariano, Roberto S.
- In:
Journal of econometrics
3
(
1975
),
pp. 171-177
Persistent link: https://www.econbiz.de/10002432883
Saved in:
2
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
3
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
Saved in:
4
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
Tanizaki, Hisashi
;
Mariano, Roberto S.
- In:
Journal of econometrics
83
(
1998
)
1-2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10006790174
Saved in:
5
Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 263-290
Persistent link: https://www.econbiz.de/10001336945
Saved in:
6
Recent advances in panel data, nonlinear and nonparametric models: A festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009979006
Saved in:
7
Statistical tests for multiple forecast comparison
Mariano, Roberto S.
;
Preve, Daniel
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 123-131
Persistent link: https://www.econbiz.de/10009979017
Saved in:
8
Recent advances in nonstationary time series: A festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-142
Persistent link: https://www.econbiz.de/10009987051
Saved in:
9
Statistical tests for multiple forecast comparison
Mariano, Roberto S.
;
Preve, Daniel
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 123-130
Persistent link: https://www.econbiz.de/10009666685
Saved in:
10
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
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