Narrow search
Showing 1 - 10 of 30
Cover Image
(Fractional) beta convergence
Michelacci, C.; Zaffaroni, P. - In: Journal of monetary economics 45 (2000) 1, pp. 129-154
Persistent link: https://www.econbiz.de/10007680775
Cover Image
Globalization, Immigration, and Lewisian Elastic Labor in Pre-World War II Southeast Asia
Madden, G.S.; Kim, I.M.; Cornish, W.R.; Poutney, A.M.; … - In: The journal of economic history 67 (2007) 1, pp. 33-68
Persistent link: https://www.econbiz.de/10007613121
Cover Image
LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
Cover Image
Low Returns in R&D Due to the Lack of Entrepreneurial Skills
Michelacci, C. - In: The economic journal : the journal of the Royal … 113 (2003) 484, pp. 207-225
Persistent link: https://www.econbiz.de/10007468875
Cover Image
Contemporaneous aggregation of linear dynamic models in large economies
Zaffaroni, Paolo - In: Journal of econometrics 120 (2004) 1, pp. 75-102
Persistent link: https://www.econbiz.de/10006757761
Cover Image
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
Avarucci, Marco; Beutner, Eric; Zaffaroni, Paolo - In: Econometric theory 29 (2012) 3, pp. 545-566
Persistent link: https://www.econbiz.de/10010120921
Cover Image
A goodness-of-fit test for models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 973-1013
Persistent link: https://www.econbiz.de/10007859764
Cover Image
A goodness-of-fit test for ARCH models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 835-875
Persistent link: https://www.econbiz.de/10007859768
Cover Image
Model averaging in risk management with an application to futures markets
Pesaran, M.Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10008172658
Cover Image
Aggregation and memory of models of changing volatility
Zaffaroni, Paolo - In: Journal of econometrics 136 (2007) 1, pp. 237-250
Persistent link: https://www.econbiz.de/10007391031