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Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng; Zhang, Zhengjun; Chen, Rong - In: Journal of econometrics 207 (2018) 2, pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
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Innovations in multiple time series analysis
Breitung, Jörg; Herwartz, Helmut - In: Journal of econometrics 192 (2016) 2, pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
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Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of econometrics 192 (2016) 2, pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
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The structure of multivariate AR and ARMA systems : regular and singular systems; the single and the mixed frequency case
Anderson, Brian D. O.; Deistler, Manfred; Felsenstein, … - In: Journal of econometrics 192 (2016) 2, pp. 366-373
Persistent link: https://www.econbiz.de/10011704722
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Large Bayesian VARMAs
Chan, Joshua; Eisenstat, Eric; Koop, Gary - In: Journal of econometrics 192 (2016) 2, pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
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TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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Double asymptotics for explosive continuous time models
Wang, XiaoHu; Yu, Jun - In: Journal of econometrics 193 (2016) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
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Multivariate and multiple permutation tests
Chung, EunYi; Romano, Joseph P. - In: Journal of econometrics 193 (2016) 1, pp. 76-91
Persistent link: https://www.econbiz.de/10011704767
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A discontinuity test for identification in triangular nonseparable models
Caetano, Carolina; Rothe, Christoph; Yıldız, Neşe - In: Journal of econometrics 193 (2016) 1, pp. 113-122
Persistent link: https://www.econbiz.de/10011704773
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Goodness-of-fit test for specification of semiparametric copula dependence models
Zhang, Shulin; Okhrin, Ostap; Zhou, Qian M.; Song, … - In: Journal of econometrics 193 (2016) 1, pp. 215-233
Persistent link: https://www.econbiz.de/10011704802