Narrow search
Showing 1 - 10 of 1,764
Cover Image
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu; Niu, Linlin; Zhang, Chen - In: Journal of econometrics 230 (2022) 1, pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Cover Image
High dimensional dynamic stochastic copula models
Creal, Drew; Tsay, Ruey S. - In: Journal of econometrics 189 (2015) 2, pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Cover Image
Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine; Laeven, Roger J. A.; Pelizzon, Loriana - In: Journal of econometrics 183 (2014) 2, pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
Cover Image
Bayesian inference in a simultaneous equation model with limited dependent variables
Li, Kai - In: Journal of econometrics 85 (1998) 2, pp. 387-400
Persistent link: https://www.econbiz.de/10001240185
Cover Image
Business cycle durations
Filardo, Andrew J. - In: Journal of econometrics 85 (1998) 1, pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
Cover Image
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G. - In: Journal of econometrics 86 (1998) 2, pp. 369-386
Persistent link: https://www.econbiz.de/10001243479
Cover Image
Estimation and comparison of multiple change-point models
Chib, Siddhartha - In: Journal of econometrics 86 (1998) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10001243492
Cover Image
Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha - In: Journal of econometrics 86 (1998) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
Cover Image
Spectral methods for identifying scalar diffusions
Hansen, Lars Peter - In: Journal of econometrics 86 (1998) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001243868
Cover Image
A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen; Koop, Gary; Steel, Mark F. J. - In: Journal of econometrics 98 (2000) 1, pp. 47-79
Persistent link: https://www.econbiz.de/10001497678