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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of forecasting"
~isPartOf:"The econometrics journal"
~person:"Asai, Manabu"
~person:"Chang, Minsu"
~person:"Jiang, Yue"
~person:"Kiefer, Nicholas Maximilian"
~person:"Li, Raymond W. M."
~person:"Liu, Qingfeng"
~subject:"Estimation theory"
~subject:"Markov chain"
~subject:"Markov-Kette"
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Search: subject_exact:"Modellspezifikation"
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Asai, Manabu
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Cowles Foundation discussion paper
International review of financial analysis
Journal of forecasting
The econometrics journal
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Econometric reviews
1
Economics letters
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Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
2
Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Saved in:
3
Heteroscedasticity-robust C p model averaging
Liu, Qingfeng
;
Okui, Ryo
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 463-472
Persistent link: https://www.econbiz.de/10010253631
Saved in:
4
Improving robust model selection tests for dynamic models
Choi, Hwan-sik
;
Kiefer, Nicholas Maximilian
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 177-204
Persistent link: https://www.econbiz.de/10003978505
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