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subject:"United States"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Engle, Robert F."
~person:"Kim, Chang-jin"
~person:"Mishkin, Frederic S."
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Financial market"
~subject:"Zinsstruktur"
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Engle, Robert F.
Kim, Chang-jin
Mishkin, Frederic S.
Ghysels, Eric
4
Steel, Mark F. J.
4
Andrews, Donald W. K.
3
Cheung, Yin-Wong
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Discussion paper / Department of Economics, University of California San Diego
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The Addison-Wesley series in economics
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Finanzmärkte im Spannungsfeld von Globalisierung, Regulierung und Geldpolitik : Jahrestagung des Vereins für Socialpolitik, Gesellschaft für Wirtschafts- und Sozialwissenschaften in Bern 1997
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Handbook of econometrics ; Vol. 4
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ECONIS (ZBW)
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1
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
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2
Nonstationarity of regressors and tests on real-interest-rate behavior
Mishkin, Frederic S.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 47-51
Persistent link: https://www.econbiz.de/10001177114
Saved in:
3
Unobserved-component time series models with Markov-switching heteroscedasticity : changes in regime and the link between inflation rates and inflation uncertainty
Kim, Chang-jin
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 341-349
Persistent link: https://www.econbiz.de/10001146826
Saved in:
4
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
Saved in:
5
The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
4
,
pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
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