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Testing the Significance of Calendar Effects
Hansen, Peter
;
Lunde, Asger
-
Brown University, Department of Economics
-
2003
Persistent link: https://www.econbiz.de/10005181209
Saved in:
2
Consistent Preordering with an Estimated Criterion Function, with an Application to the Evaluation and Comparison of Volatility Models
Hansen, Peter
;
Lunde, Asger
-
Brown University, Department of Economics
-
2003
Persistent link: https://www.econbiz.de/10005181213
Saved in:
3
Choosing the Best Volatility Models:The Model Confidence Set Approach
Hansen, Peter
;
Lunde, Asger
;
Nason, James M.
-
Brown University, Department of Economics
-
2003
Persistent link: https://www.econbiz.de/10005181216
Saved in:
4
A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Lunde, Asger
;
Hansen, Peter Reinhard
-
Brown University, Department of Economics
-
2001
Persistent link: https://www.econbiz.de/10005181184
Saved in:
5
Asymptotic Tests of Composite Hypotheses
Hansen, Peter
-
Brown University, Department of Economics
-
2003
Persistent link: https://www.econbiz.de/10005249411
Saved in:
6
On the Estimation of Reduced Rank Regressions
Hansen, Peter
-
Brown University, Department of Economics
-
2002
Persistent link: https://www.econbiz.de/10005765595
Saved in:
7
Generalized Reduced Rank Regression
Hansen, Peter
-
Brown University, Department of Economics
-
2002
Persistent link: https://www.econbiz.de/10005405603
Saved in:
8
Structural Changes in the Cointegrated Vector Autoregressive Model
Hansen, Peter Reinhard
-
Brown University, Department of Economics
-
2000
Persistent link: https://www.econbiz.de/10005765574
Saved in:
9
An Unbiased and Powerful Test for Superior Predictive Ability
Hansen, Peter Reinhard
-
Brown University, Department of Economics
-
2001
Persistent link: https://www.econbiz.de/10005181203
Saved in:
10
The Johansen-Granger Representation Theorem: A Closed Form Expression for I(1)Processes Creation-Date: 2000
Hansen, Peter Reinhard
-
Brown University, Department of Economics
Persistent link: https://www.econbiz.de/10005405695
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