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Neglecting parameter changes in GARCH models
Hillebrand, Eric - In: Journal of econometrics 129 (2005) 1/2, pp. 121-138
Persistent link: https://www.econbiz.de/10003172703
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Neglecting parameter changes in GARCH models
Hillebrand, Eric - In: Journal of econometrics 129 (2005) 1, pp. 121-138
Persistent link: https://www.econbiz.de/10006750359
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Econometric models of climate change : introduction by the guest editors
Hillebrand, Eric; Pretis, Felix; Proietti, Tommaso - In: Journal of econometrics 214 (2020) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10012438079
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Annals issue: econometric models of climate change
Hillebrand, Eric (ed.); Pretis, Felix (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012439936
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Consistent estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni - In: Journal of econometrics 208 (2019) 2, pp. 535-562
Persistent link: https://www.econbiz.de/10012145182
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A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren - In: Journal of econometrics 111 (2002) 2, pp. 195-221
Persistent link: https://www.econbiz.de/10001715741
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren - In: Journal of econometrics 158 (2010) 2, pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
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Statistical analysis of hypothesis on the cointegrating relations in the I(2) model
Johansen, Søren - In: Journal of econometrics 132 (2006) 1, pp. 81-115
Persistent link: https://www.econbiz.de/10003320246
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Structure and dynamics in econometrics
Kiviet, Jan F. (contributor); Johansen, Søren (contributor) - In: Journal of econometrics 63,1 : Annals of econometrics (1994)
Persistent link: https://www.econbiz.de/10004190576
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Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - In: Journal of econometrics 88 (1999) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10006786617