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Journal of econometrics
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ECONIS (ZBW)
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1
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
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2
The econometric consequences of the ceteris paribus condition in economic
theory
Bierens, Herman J.
;
Swanson, Norman R.
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 223-253
Persistent link: https://www.econbiz.de/10001435988
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3
Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
Abrevaya, Jason
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 203-228
Persistent link: https://www.econbiz.de/10001406652
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4
Macro-econometrics
Stock, James H.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 29-32
Persistent link: https://www.econbiz.de/10001546134
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5
Financial econometrics: a new discipline with new methods
Engle, Robert F.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10001546140
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6
Notes on financial econometrics
Tauchen, George Eugene
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10001546141
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7
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
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8
Nonparametric model validations for hidden Markov models with applications in financial econometrics
Zhao, Zhibiao
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10009270648
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9
Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.
;
Mizon, Grayham E.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
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10
GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
Lee, Lung-fei
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 489-514
Persistent link: https://www.econbiz.de/10003441944
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