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Simultaneous confidence regions for impulse responses

Jordà, Òscar - In: The review of economics and statistics 91 (2009) 3, pp. 629-647

Persistent link: https://www.econbiz.de/10003880349

Stochastic processes subject to time-scale transformations : an application to high-frequency FX data

Jordà, Òscar (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001512881

Stochastic processes subject to time-scale transformations : an application to high-frequency FX data

Jordà, Òscar; Marcellino, Massimiliano - 2000

Persistent link: https://www.econbiz.de/10001570671

Testing nonlinearity: decision rules for selecting between logistic and exponential STAR models

Escribano, Álvaro; Jordà, Òscar - In: Spanish economic review : SER 3 (2001) 3, pp. 193-209

Persistent link: https://www.econbiz.de/10001618850

Estimation and inference of impulse responses by local projections

Jordà, Òscar - In: The American economic review 95 (2005) 1, pp. 161-182

Persistent link: https://www.econbiz.de/10002878344

Stochastic Processes Subject to Time-Scale Transformations : An Application to High-Frequency Fx Data

Jordà, Òscar; Marcellino, Massimiliano - 2014

This paper is a general investigation of temporal aggregation in time series analysis. It encompasses traditional research on time aggregation as a particular case and extends the analysis to irregular intervals of aggregation. The Data Generating Process is allowed to evolve at regular,...

Persistent link: https://www.econbiz.de/10014159001