Narrow search
Showing 1 - 10 of 1,713
Cover Image
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim; Wright, Jonathan H. - In: Journal of econometrics 98 (2000) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Cover Image
Monte Carlo inference in econometric models with symmetric stable disturbances
Tsionas, Efthymios G. - In: Journal of econometrics 88 (1999) 2, pp. 365-401
Persistent link: https://www.econbiz.de/10001252778
Cover Image
The predictive ability of several models of exchange rate volatility
West, Kenneth D. - In: Journal of econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Cover Image
A test for volatility spillover with application to exchange rates
Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Cover Image
Experimental and non-experimental evaluation of economic policy and models
Ham, John C. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002526525
Cover Image
A solution to the global identification problem in DSGE models
Kocięcki, Andrzej; Kolasa, Marcin - In: Journal of econometrics 236 (2023) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10014365479
Cover Image
Cointegration in a historical perspective
Boswijk, Herman Peter; Franses, Philip Hans; Dijk, Dick van - In: Journal of econometrics 158 (2010) 1, pp. 156-159
Persistent link: https://www.econbiz.de/10008826866
Cover Image
Infinite-dimensional VARs and factor models
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 163 (2011) 1, pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
Cover Image
Estimating regional trade agreement effects on FDI in an interdependent world
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Journal of econometrics 145 (2008) 1/2, pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
Cover Image
Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Valasco, Carlos - In: Journal of econometrics 130 (2006) 1, pp. 165-207
Persistent link: https://www.econbiz.de/10003228637