Narrow search
Showing 1 - 10 of 1,957
Cover Image
Incentive-driven inattention
Gaglianone, Wagner Piazza; Giacomini, Raffaella; … - In: Journal of econometrics 231 (2022) 1, pp. 188-212
Persistent link: https://www.econbiz.de/10013441981
Cover Image
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik; Dijk, Dick van - In: Journal of econometrics 236 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Cover Image
The wisdom of the crowd and prediction markets
Dai, Min; Jia, Yanwei; Kou, Steven - In: Journal of econometrics 222 (2021) 1,2, pp. 561-578
Persistent link: https://www.econbiz.de/10012619744
Cover Image
Inference on the tail process with application to financial time series modeling
Davis, Richard A.; Drees, Holger; Segers, Johan; … - In: Journal of econometrics 205 (2018) 2, pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Cover Image
Common volatility shocks driven by the global carbon transition
Campos-Martins, Susana; Hendry, David F. - In: Journal of econometrics 239 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10015073965
Cover Image
Identification of a rational inattention discrete choice model
Liao, Moyu - In: Journal of econometrics 240 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015075033
Cover Image
Business-cycle consumption risk and asset prices
Bandi, Federico M.; Tamoni, Andrea - In: Journal of econometrics 237 (2023) 2,3, pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Cover Image
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene - In: Journal of econometrics 235 (2023) 2, pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Cover Image
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav; Hansen, Lars Peter - In: Journal of econometrics 183 (2014) 1, pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
Cover Image
A family of autoregressive conditional duration models
Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 130 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003228621