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Spurious periodic autoregressions
Proietti, Tommaso - In: The econometrics journal 1 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001443661
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Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc; Lubrano, Michel - In: The econometrics journal 1 (1998) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
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A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP
Clements, Michael P.; Krolzig, Hans-Martin - In: The econometrics journal 1 (1998) 1, pp. 47-75
Persistent link: https://www.econbiz.de/10001443672
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Estimating stochastic volatility models through indirect inference
Monfardini, Chiara - In: The econometrics journal 1 (1998) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10001443684
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A framework for economic forecasting
Ericsson, Neil R.; Marquez, Jaime R. - In: The econometrics journal 1 (1998) 1, pp. 228-266
Persistent link: https://www.econbiz.de/10001443693
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Forecasting with difference-stationary and trend-stationary models
Clements, Michael P.; Hendry, David F. - In: The econometrics journal 4 (2001) 1, pp. S1-S19
Persistent link: https://www.econbiz.de/10001612231
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
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Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - In: The econometrics journal 4 (2001) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10001612299
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An investigation of tests for linearity and the accuacy of likelihood based inference using random fields
Dahl, Christian M. - In: The econometrics journal 5 (2002) 2, pp. 263-284
Persistent link: https://www.econbiz.de/10001713291
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Multinomial probit estimation without nuisance parameters
Breslaw, Jon A. - In: The econometrics journal 5 (2002) 2, pp. 417-434
Persistent link: https://www.econbiz.de/10001713312