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High-frequency factor models and regressions
Aït-Sahalia, Yacine; Kalnina, Ilze; Xiu, Dacheng - In: Journal of econometrics 216 (2020) 1, pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
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Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 201 (2017) 2, pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
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Big data in dynamic predictive econometric modeling
Diebold, Francis X.; Ghysels, Eric; Mykland, Per A.; … - In: Journal of econometrics 212 (2019) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
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Special issue: big data in dynamic predictive econometric modeling
Diebold, Francis X. (ed.); Ghysels, Eric (ed.);  … - 2019
Persistent link: https://www.econbiz.de/10012304014
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Can we measure inflation expectations using Twitter?
Angelico, Cristina; Marcucci, Juri; Miccoli, Marcello; … - In: Journal of econometrics 228 (2022) 2, pp. 259-277
Persistent link: https://www.econbiz.de/10013441747
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A panel quantile approach to attrition bias in Big Data : evidence from a randomized experiment
Harding, Matthew C.; Lamarche, Carlos - In: Journal of econometrics 211 (2019) 1, pp. 61-82
Persistent link: https://www.econbiz.de/10012303626
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Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: Journal of econometrics 105 (2001) 1, pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
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Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of econometrics 212 (2019) 1, pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
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Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A. - In: Journal of econometrics 99 (2000) 2, pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
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Simple resampling methods for censored regression quantiles
Bilias, Yannis; Chen, Songnian; Ying, Zhiliang - In: Journal of econometrics 99 (2000) 2, pp. 373-386
Persistent link: https://www.econbiz.de/10001511984