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Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
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Analysis of time series subject to changes in regime
Hamilton, James D. - In: Journal of econometrics 45 (1990) 1, pp. 39-70
Persistent link: https://www.econbiz.de/10001332080
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A standard error for the estimated state vector of a state-space model
Hamilton, James D. - In: Journal of econometrics 33 (1986) 3, pp. 387-397
Persistent link: https://www.econbiz.de/10003569726
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Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
West, Kenneth D. - In: Journal of econometrics 76 (1997) 1, pp. 171-191
Persistent link: https://www.econbiz.de/10001211363
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Encompassing tests when no model is encompassing
West, Kenneth D. - In: Journal of econometrics 105 (2001) 1, pp. 287-308
Persistent link: https://www.econbiz.de/10001617169
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Econometric analysis of present value models when the discount factor is near one
West, Kenneth D. - In: Journal of econometrics 171 (2012) 1, pp. 86-97
Persistent link: https://www.econbiz.de/10009686727
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Full- versus limited-information estimation of a rational-expectations model : some numerical comparisons
West, Kenneth D. - In: Journal of econometrics 33 (1986) 3, pp. 367-385
Persistent link: https://www.econbiz.de/10003705662
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Specification testing in Markov-switching time-series models
Hamilton, James D. - In: Journal of econometrics 70 (1996) 1, pp. 127-158
Persistent link: https://www.econbiz.de/10006794813
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Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D. - In: Journal of econometrics 64 (1994) 1, pp. 307-333
Persistent link: https://www.econbiz.de/10001166423
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Identification and estimation of Gaussian affine term structure models
Hamilton, James D.; Wu, Jing Cynthia - In: Journal of econometrics 168 (2012) 2, pp. 315-332
Persistent link: https://www.econbiz.de/10009969403