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Testing hypothesis about the number of factors in large factor models
Onatski, Alexei - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1447-1479
Persistent link: https://www.econbiz.de/10003914912
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Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 3, pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
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Estimating the technology of cognitive and noncognitive skill formation
Cunha, Flávio; Heckman, James J.; Schennach, Susanne M. - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 3, pp. 883-931
Persistent link: https://www.econbiz.de/10003992576
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
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Vector autoregressions and causality
Toda, Hiro Y. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 6, pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
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Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.; Hualde, J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1727-1766
Persistent link: https://www.econbiz.de/10001841356
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Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
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Explaining investment dynamics in US manufacturing : a generalized (S,s) approach
Caballero, Ricardo J.; Engel, Eduardo - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 4, pp. 783-826
Persistent link: https://www.econbiz.de/10001390140
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Generalized method of integrated moments for high-frequency data
Li, Jia; Xiu, Dacheng - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 4, pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
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The econometrics of ultra-high-frequency data
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001449346