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The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates
Barnett, William A. - In: Journal of econometrics 33 (1986) 1, pp. 165-185
Persistent link: https://www.econbiz.de/10001036157
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New approaches to modelling, specification selection and econometric inference
Barnett, William A. (contributor);  … - In: Journal of econometrics 30 (1985) 1
Persistent link: https://www.econbiz.de/10001030422
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A single-blind controlled competition among tests for nonlinearity and chaos
Barnett, William A.; Gallant, A.Ronald; Hinich, Melvin J.; … - In: Journal of econometrics 82 (1998) 1, pp. 157-192
Persistent link: https://www.econbiz.de/10006790203
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Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.; Maheu, John M. - In: Journal of econometrics 157 (2010) 2, pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
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Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.; Maheu, John M. - In: Journal of econometrics 178 (2014) 1, pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
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Bayesian semiparametric multivariate GARCH modeling
Jensen, Mark J.; Maheu, John M. - In: Journal of econometrics 176 (2013) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10009764412
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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark; Jensen, Mark J. - In: Journal of econometrics 210 (2019) 1, pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
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Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
Fisher, Mark; Jensen, Mark J. - In: Journal of econometrics 230 (2022) 1, pp. 131-153
Persistent link: https://www.econbiz.de/10013441924
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Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald - In: Journal of econometrics 228 (2022) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
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Identification of the coefficients in a non-linear time series of the quadratic type
Hinich, Melvin J. - In: Journal of econometrics 30 (1985) 1
Persistent link: https://www.econbiz.de/10001265918