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Forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor) - In: Journal of econometrics 105,1 : Annals of econometrics (2001)
Persistent link: https://www.econbiz.de/10004697104
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Trending time series and macroeconomic activity : some present and future challenges
Phillips, Peter C. B. - In: Journal of econometrics 100 (2001) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10001546133
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Confronting model misspecification in macroeconomics
Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 171 (2012) 2, pp. 167-184
Persistent link: https://www.econbiz.de/10009691164
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Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - In: Journal of econometrics 162 (2011) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
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Making a match : combining theory and evidence in policy-oriented macroeconomic modeling
Kapetanios, George; Pagan, Adrian R.; Scott, Andrew - In: Journal of econometrics 136 (2007) 2, pp. 565-594
Persistent link: https://www.econbiz.de/10003412676
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Special issue: the econometrics of macroeconomic and financial data
Inoue, Atsushi (ed.); Kilian, Lutz (ed.);  … - 2022
Persistent link: https://www.econbiz.de/10013448827
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Some causal lessons from macroeconomics
Hoover, Kevin D. - In: Journal of econometrics 112 (2003) 1, pp. 121-125
Persistent link: https://www.econbiz.de/10001715863
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Structural estimation of jump-diffusion processes in macroeconomics
Posch, Olaf - In: Journal of econometrics 153 (2009) 2, pp. 196-210
Persistent link: https://www.econbiz.de/10003920299
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Testable implications of affine term structure models
Hamilton, James D.; Wu, Jing Cynthia - In: Journal of econometrics 178 (2014) 1, pp. 231-242
Persistent link: https://www.econbiz.de/10010256167
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The econometrics of macroeconomics, finance and the interface : [This issue is based on two international conferences held in 2003]
Diebold, Francis X. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003298555