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Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
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Li, Guodong
- In:
Journal of econometrics
207
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2018
)
1
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pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
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Autoregressive models for matrix-valued time series
Chen, Rong
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Xiao, Han
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Yang, Dan
- In:
Journal of econometrics
222
(
2021
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1,2
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pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
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Bayesian compressed vector autoregressions
Koop, Gary
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Korobilis, Dimitris
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Pettenuzzo, Davide
- In:
Journal of econometrics
210
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2019
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1
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pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng
;
Koopman, Siem Jan
;
Lit, Rutger
;
Petrova, …
- In:
Journal of econometrics
214
(
2020
)
1
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pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
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Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
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2017
)
2
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pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
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The large-sample distribution of the maximum Sharpe ratio with and without short sales
Maller, Ross A.
;
Roberts, Steven
;
Tourky, Rabee
- In:
Journal of econometrics
194
(
2016
)
1
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pp. 138-152
Persistent link: https://www.econbiz.de/10011705073
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Estimation of average treatment effects with panel data : asymptotic theory and implementation
Li, Kathleen T.
;
Bell, David R.
- In:
Journal of econometrics
197
(
2017
)
1
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pp. 65-75
Persistent link: https://www.econbiz.de/10011818342
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Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Journal of econometrics
208
(
2019
)
2
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pp. 442-467
Persistent link: https://www.econbiz.de/10012145057
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Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
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pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
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Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
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pp. 3-21
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