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isPartOf:"Review of international economics"
subject:"Estimation"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Engle, Robert F."
~person:"Watson, Mark W."
~subject:"Time series analysis"
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Engle, Robert F.
Watson, Mark W.
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7
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Review of international economics
Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
14
Discussion paper / Department of Economics, University of California San Diego
11
NBER Working Paper
10
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Advanced texts in econometrics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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Advances in futures and options research : a research annual
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Handbook of econometrics ; Vol. 2
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Handbook of econometrics ; Vol. 4
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Handbook of macroeconomics : volume 1, part A
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Handbook of macroeconomics ; Vol. 1A
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Journal of applied econometrics
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Journal of econometrics
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Journal of international money and finance
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Oxford bulletin of economics and statistics
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Reducing inflation : motivation and strategy
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Review of derivatives research
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Spanish economic review : SER
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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The review of economic studies
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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1
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
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2
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
3
Macroeconomic forecasting using diffusion indexes
Stock, James H.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10001660369
Saved in:
4
Evidence on structural instability in macroeconomic time series relations
Stock, James H.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
Saved in:
5
Testing for common features
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
4
,
pp. 369-380
Persistent link: https://www.econbiz.de/10001155992
Saved in:
6
Semiparametric ARCH models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001113395
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