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Journal of econometrics
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ECONIS (ZBW)
1,694
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1
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Saved in:
2
The value of news for economic developments
Larsen, Vegard Høghaug
;
Thorsrud, Leif Anders
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 203-218
Persistent link: https://www.econbiz.de/10012303395
Saved in:
3
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
4
Measuring news sentiment
Shapiro, Adam Hale
;
Sudhof, Moritz
;
Wilson, Daniel J.
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 221-243
Persistent link: https://www.econbiz.de/10013441745
Saved in:
5
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
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6
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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7
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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8
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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9
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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10
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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