Narrow search
Showing 1 - 10 of 1,696
Cover Image
An econometric model of network formation with an application to board interlocks between firms
Gualdani, Cristina - In: Journal of econometrics 224 (2021) 2, pp. 345-370
Persistent link: https://www.econbiz.de/10013275387
Cover Image
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
Cover Image
Conditionally independent private information in OCS wildcat auctions
Li, Tong; Perrigne, Isabelle; Vuong, Quang H. - In: Journal of econometrics 98 (2000) 1, pp. 129-161
Persistent link: https://www.econbiz.de/10001497686
Cover Image
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 94 (2000) 1/2, pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Cover Image
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon M. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000596724
Cover Image
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.; Timmermann, Allan - In: Journal of econometrics 140 (2007) 2, pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Cover Image
A family of autoregressive conditional duration models
Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 130 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Cover Image
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge; LeFol, Gaëlle; Mero, Gulten - In: Journal of econometrics 201 (2017) 2, pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Cover Image
The wisdom of the crowd and prediction markets
Dai, Min; Jia, Yanwei; Kou, Steven - In: Journal of econometrics 222 (2021) 1,2, pp. 561-578
Persistent link: https://www.econbiz.de/10012619744
Cover Image
Variance disparity and market frictions
Park, Yang-Ho - In: Journal of econometrics 214 (2020) 2, pp. 326-348
Persistent link: https://www.econbiz.de/10012438393