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Measurement error in multiple equations : Tobin's q and corporate investment, saving, and debt
Chalak, Karim; Kim, Daniel - In: Journal of econometrics 214 (2020) 2, pp. 413-432
Persistent link: https://www.econbiz.de/10012438979
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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Testing for self-excitation in jumps
Boswijk, Herman Peter; Laeven, Roger J. A.; Yang, Xiye - In: Journal of econometrics 203 (2018) 2, pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
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Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - In: Journal of econometrics 195 (2016) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
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The drift burst hypothesis
Christensen, Kim; Oomen, Roel; Renò, Roberto - In: Journal of econometrics 227 (2022) 2, pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
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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
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Dynamics and heterogeneity of subjective stock market expectations
Heiss, Florian; Hurd, Michael D.; Rooij, Maarten van; … - In: Journal of econometrics 231 (2022) 1, pp. 213-231
Persistent link: https://www.econbiz.de/10013441982
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Estimators of long-memory : fourier versus wavelets
Fay͏̈, Gilles; Moulines, Eric; Roueff, François; … - In: Journal of econometrics 151 (2009) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10003877962
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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - In: Journal of econometrics 205 (2018) 1, pp. 249-279
Persistent link: https://www.econbiz.de/10012110263
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Measuring cost efficiency in banking : econometric and linear programming evidence
Ferrier, Gary Donald - In: Journal of econometrics 46 (1990) 1, pp. 229-245
Persistent link: https://www.econbiz.de/10001163569