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The Barnett critique after three decades : a New Keynesian analysis
Belongia, Michael T.; Ireland, Peter N. - In: Journal of econometrics 183 (2014) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10010506099
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A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter; Tristani, Oreste; Vestin, David - In: Journal of econometrics 131 (2006) 1/2, pp. 405-444
Persistent link: https://www.econbiz.de/10003298603
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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
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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
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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
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Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James - In: Journal of econometrics 87 (1998) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
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Estimating the canonical disequilibrium model : asymptotic theory and finite sample properties
Laroque, Guy - In: Journal of econometrics 62 (1994) 2, pp. 165-210
Persistent link: https://www.econbiz.de/10001162304
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The specification of multi-market disequilibrium econometric models
Lee, Lung-fei - In: Journal of econometrics 3 (1986), pp. 297-332
Persistent link: https://www.econbiz.de/10001036193
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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Threshold estimation of Markov models with jumps and interest rate modeling
Mancini, Cecilia; Renò, Roberto - In: Journal of econometrics 160 (2011) 1, pp. 77-92
Persistent link: https://www.econbiz.de/10009242541