Money and output viewed through a rolling window
Year of publication: |
1998
|
---|---|
Authors: | Swanson, Norman R. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 1911557. - Vol. 41.1998, 3, p. 455-474
|
Saved in:
Saved in favorites
Similar items by person
-
Consistent pretesting for jumps
Corradi, Valentina, (2014)
-
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep, (2013)
-
Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A., (2012)
- More ...