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Journal of econometrics
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1
Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, N.
;
Borowska, A.
;
Grassi, S.
;
Hoogerheide, …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 170-186
Persistent link: https://www.econbiz.de/10012303391
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2
Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
Fanelli, Luca
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 153-163
Persistent link: https://www.econbiz.de/10009673122
Saved in:
3
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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4
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
Saved in:
5
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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6
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
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7
Trend estimation and de-trending via rational square-wave filters
Pollock, David Stephen G.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 317-334
Persistent link: https://www.econbiz.de/10001511974
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8
On estimation and testing goodness of fit for m-dependent stable sequences
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 349-372
Persistent link: https://www.econbiz.de/10001511979
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9
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
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10
Comment: Bayesian multinominal probit models with a normalization constraint
Nobile, Agostino
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10001514222
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