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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bollerslev, Tim"
~person:"Caporale, Guglielmo Maria"
~person:"Hall, Alastair R."
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Bollerslev, Tim
Caporale, Guglielmo Maria
Hall, Alastair R.
Ghysels, Eric
9
Diebold, Francis X.
7
Koop, Gary
7
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Centre for Economic Forecasting
38
CESifo working papers
29
Economics and finance working paper series
28
Journal of econometrics
11
DIW Berlin Discussion Paper
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
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8
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7
Working paper / National Bureau of Economic Research, Inc.
7
CESifo Working Paper
6
Journal of international money and finance
6
NBER Working Paper
6
CREATES research paper
5
ERID working paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economic modelling
5
Economics letters
5
International economic review
5
Department of Economics working papers
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of applied econometrics
4
The journal of finance : the journal of the American Finance Association
4
Working papers / Financial Institutions Center
4
Advanced texts in econometrics
3
Applied economics
3
Applied economics letters
3
CFS working paper series
3
Computational economics
3
Econometric reviews
3
Journal of empirical finance
3
The review of economics and statistics
3
Applied financial economics
2
Applied financial economics letters
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Empirica : journal of european economics
2
Finance and economics discussion series
2
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ECONIS (ZBW)
8
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1
JBES twentieth anniversary issue on the generalized method of moments
Ghysels, Eric
(
contributor
);
Hall, Alastair R.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001705935
Saved in:
2
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
3
Structural stability testing in models estimated by generalized method of moments
Hall, Alastair R.
;
Sen, Amit
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 335-348
Persistent link: https://www.econbiz.de/10001410716
Saved in:
4
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
5
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
6
Testing for a unit root in time series with pretest data-based model selection
Hall, Alastair R.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 461-470
Persistent link: https://www.econbiz.de/10001170594
Saved in:
7
Estimating the speed of adjustment in partial adjustment models
Hall, Alastair R.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 441-453
Persistent link: https://www.econbiz.de/10001113383
Saved in:
8
Lagrange multiplier tests for normality against seminonparametric alternatives
Hall, Alastair R.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
4
,
pp. 417-426
Persistent link: https://www.econbiz.de/10001096543
Saved in:
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