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Phillips, Peter C. B.
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Lee, Lung-fei
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14
Granger, C. W. J.
14
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Yu, Jun
13
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Taylor, Robert
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11
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11
Linton, Oliver
11
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10
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9
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Journal of econometrics
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ECONIS (ZBW)
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1
Daily price limits and destructive market behavior
Chen, Ting
;
Gao, Zhenyu
;
He, Jibao
;
Jiang, Wenxi
;
Xiong, Wei
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10012144975
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2
Relative prices and electronic substitution : changes in household-level demand for postal delivery services from 1986 to 2004
Hong, Seung-hyun
;
Wolak, Frank A.
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 226-242
Persistent link: https://www.econbiz.de/10003776468
Saved in:
3
A Bayesian analysis of payday loans and their
regulation
Li, Mingliang
;
Mumford, Kevin J.
;
Tobias, Justin L.
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10009691158
Saved in:
4
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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5
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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6
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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7
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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8
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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9
On estimation and testing goodness of fit for m-dependent stable sequences
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 349-372
Persistent link: https://www.econbiz.de/10001511979
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10
Simple resampling methods for censored regression quantiles
Bilias, Yannis
;
Chen, Songnian
;
Ying, Zhiliang
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 373-386
Persistent link: https://www.econbiz.de/10001511984
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