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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
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Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia - In: Econometric reviews 35 (2016) 1/4, pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
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Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.; Gao, Jiti; Allen, David E. - In: Econometric reviews 34 (2015) 6/10, pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
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Testing additive separability of error term in nonparametric structural models
Su, Liangjun; Tu, Yundong; Ullah, Aman - In: Econometric reviews 34 (2015) 6/10, pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
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Approximate state space modelling of unobserved fractional components
Hartl, Tobias; Jucknewitz, Roland - In: Econometric reviews 41 (2022) 1, pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
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Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy; Mao, Millie Yi; Ullah, Aman - In: Econometric reviews 40 (2021) 10, pp. 905-918
Persistent link: https://www.econbiz.de/10012624564
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Common factors and spatial dependence : an application to US house prices
Yang, Cynthia Fan - In: Econometric reviews 40 (2021) 1, pp. 14-50
Persistent link: https://www.econbiz.de/10012483795
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Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Demetrescu, Matei; Leppin, Julian Sebastian; Reitz, Stefan - In: Econometric reviews 40 (2021) 2, pp. 177-196
Persistent link: https://www.econbiz.de/10012483806
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A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves; González-Rivera, Gloria - In: Econometric reviews 39 (2020) 10, pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
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Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang; Maasoumi, Esfandiar; Xiao, Zhijie - In: Econometric reviews 39 (2020) 7, pp. 715-743
Persistent link: https://www.econbiz.de/10012262517