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Robust estimation and monetary policy with unobserved structural change
Williams, John C.
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contributor
)
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2004
Persistent link: https://www.econbiz.de/10002672079
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2
Estimating dynamic rational expectations models when the trend specification is uncertain
Cogley, Timothy
-
1996
Persistent link: https://www.econbiz.de/10000939630
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3
Maximum likelihood estimation with HP filtered data : an invariance theorem
Cogley, Timothy
-
1994
Persistent link: https://www.econbiz.de/10000905755
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4
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
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5
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
(
contributor
); …
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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6
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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7
Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
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8
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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9
Forecasting industrial production using models with business cycle asymmetry
Huh, Chan-guk
-
1993
Persistent link: https://www.econbiz.de/10000898542
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10
General nonlinear estimation
Butler, Larry
-
Federal Reserve Bank of San Francisco
-
1973
Persistent link: https://www.econbiz.de/10005078354
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