Narrow search
Showing 1 - 10 of 1,517
Cover Image
Asymptotic likelihood-based prediction functions
Cooley, Thomas F. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 5, pp. 1215-1234
Persistent link: https://www.econbiz.de/10001094784
Cover Image
Forecast variance in dynamic simulation of simultaneous equation models
Calzolari, Giorgio - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 6, pp. 1473-1476
Persistent link: https://www.econbiz.de/10001036103
Cover Image
Econometric model determination
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 4, pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
Cover Image
Asymptotic inference about predictive ability
West, Kenneth D. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
Cover Image
Empirical limits for time series econometric models
Ploberger, Werner; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 627-673
Persistent link: https://www.econbiz.de/10001750434
Cover Image
A reality check for data snooping
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
Cover Image
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben; Bollerslev, Tim; Meddahi, Nour - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 1, pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Cover Image
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Cover Image
Nonparametric estimation of triangular simultaneous equations models
Newey, Whitney K.; Powell, James L.; Vella, Francis - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 3, pp. 565-603
Persistent link: https://www.econbiz.de/10001378231
Cover Image
Conventional confidence intervals for points on spectrum have confidence level zero
Faust, Jon - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 3, pp. 629-637
Persistent link: https://www.econbiz.de/10001378261