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Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence
Gregory, Allan W.; Lamarche, Jean-François; Smith, … - In: Journal of econometrics 107 (2002) 1/2, pp. 213-233
Persistent link: https://www.econbiz.de/10001651284
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Estimation and testing of Euler equation models with time-varying reduced-form coefficients
Li, Hong - In: Journal of econometrics 142 (2008) 1, pp. 425-448
Persistent link: https://www.econbiz.de/10003608209
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Linear IV regression estimators for structural dynamic discrete choice models
Kalouptsidi, Myrto; Scott, Paul T.; Rodrigues, Eduardo … - In: Journal of econometrics 222 (2021) 1,3, pp. 778-804
Persistent link: https://www.econbiz.de/10012619787
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Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan; Hong, Yongmiao; Li, Yingxing - In: Journal of econometrics 222 (2021) 2, pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G. - In: Journal of econometrics 72 (1996) 1, pp. 151-175
Persistent link: https://www.econbiz.de/10001198020
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An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Jagannathan, Ravi; Kaplin, Andrew; Sun, Steve - In: Journal of econometrics 116 (2003) 1/2, pp. 113-146
Persistent link: https://www.econbiz.de/10001772145
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Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A. Ronald; … - In: Journal of econometrics 116 (2003) 1/2, pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of econometrics 74 (1996) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10001755396
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Testing for two-regime threshold cointegration in vector error-correction models
Hansen, Bruce E.; Seo, Byeongseon - In: Journal of econometrics 110 (2002) 2, pp. 293-318
Persistent link: https://www.econbiz.de/10001703515
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Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis; Schotman, Peter C. - In: Journal of econometrics 117 (2003) 1, pp. 179-206
Persistent link: https://www.econbiz.de/10001787610