Narrow search
Showing 1 - 10 of 1,718
Cover Image
Rational expectations, inflation and the nominal interest rate
Crockett, Jean A. - In: Journal of econometrics 83 (1998) 1, pp. 349-363
Persistent link: https://www.econbiz.de/10001336942
Cover Image
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben - In: Journal of econometrics 77 (1997) 2, pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Cover Image
Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of econometrics 74 (1996) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10001755396
Cover Image
Unit root testing under a local break in trend
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 167 (2012) 1, pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
Cover Image
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei; Chan, Kung-sik - In: Journal of econometrics 189 (2015) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Cover Image
Infinite Markov pooling of predictive distributions
Jin, Xin; Maheu, John M.; Yang, Qiao - In: Journal of econometrics 228 (2022) 2, pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Cover Image
Multiperiod corporate default prediction : a forward intensity approach
Duan, Jin-Chuan; Sun, Jie; Wang, Tao - In: Journal of econometrics 170 (2012) 1, pp. 191-209
Persistent link: https://www.econbiz.de/10009673113
Cover Image
Market liquidity as dynamic factors
Hallin, Marc; Mathias, Charles; Pirotte, Hugues; … - In: Journal of econometrics 163 (2011) 1, pp. 42-50
Persistent link: https://www.econbiz.de/10009270591
Cover Image
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - In: Journal of econometrics 162 (2011) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Cover Image
Reinforced urn processes for credit risk models
Peluso, Stefano; Mira, Antonietta; Mulière, Pietro - In: Journal of econometrics 184 (2015) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10011326824