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Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
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Heterogeneity and unemployment dynamics
Ahn, Hie Joo; Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 554-569
Persistent link: https://www.econbiz.de/10012262494
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Temporal disaggregation : methods, information loss, and diagnostics
Jun, Duk Bin; Moon, Jihwan; Park, Sungho - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 53-61
Persistent link: https://www.econbiz.de/10011691175
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Forecasting with nonspurious factors in U.S. macroeconomic time series
Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10011691219
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Asymmetric forecast densities for U.S. macroeconomic variables from a Gaussian copula model of cross-sectional and serial dependence
Smith, Michael S.; Vahey, Shaun P. - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 416-434
Persistent link: https://www.econbiz.de/10011691656
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Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
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A class of non-Gaussian state space models with exact likelihood inference
Creal, Drew - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 585-597
Persistent link: https://www.econbiz.de/10011893816
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Inequality constrained state-space models
Qian, Hang - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 350-362
Persistent link: https://www.econbiz.de/10012177369
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Bayesian forecasting of many count-valued time series
Berry, Lindsay R.; West, Mike - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 872-887
Persistent link: https://www.econbiz.de/10012313376
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Multifrequency-band tests for white noise under heteroscedasticity
Liu, Mengya; Zhu, Fukang; Zhu, Ke - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 799-814
Persistent link: https://www.econbiz.de/10013534533