Narrow search
Showing 1 - 6 of 6
Cover Image
Indirect Inference with endogenously missing exogenous variables
Chaudhuri, Saraswata; Frazier, David T.; Renault, Eric - In: Journal of econometrics 205 (2018) 1, pp. 55-75
Persistent link: https://www.econbiz.de/10012110238
Cover Image
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin; Khrapov, Stanislav; Renault, Eric - In: Journal of econometrics 217 (2020) 2, pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Cover Image
Testing identification strength
Antoine, Bertille; Renault, Eric - In: Journal of econometrics 218 (2020) 2, pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Cover Image
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele; Billio, Monica; Casarin, Roberto; … - In: Journal of econometrics 210 (2019) 1, pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Cover Image
Bayesian nonparametric sparse VAR models
Billio, Monica; Casarin, Roberto; Rossini, Luca - In: Journal of econometrics 212 (2019) 1, pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Cover Image
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.; Billio, Monica; Casarin, Roberto; … - In: Journal of econometrics 230 (2022) 2, pp. 281-298
Persistent link: https://www.econbiz.de/10013463814