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Inference in Bayesian Proxy-SVARs
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - In: Journal of econometrics 225 (2021) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10013279023
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Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin; Kim, Young Min - In: Applied economics letters 30 (2023) 17, pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
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Identification and estimation of spillover effects in randomized experiments
Vazquez-Bare, Gonzalo - In: Journal of econometrics 237 (2023) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014471486
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Firm size and the entire distribution of wages : a semiparametric approach
Attar, Mayssun el; López-Bazo, Enrique - In: Applied economics letters 15 (2008) 4/6, pp. 427-430
Persistent link: https://www.econbiz.de/10003727458
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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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Local likelihood estimation of truncated regression and its partial derivatives : theory and application
Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - In: Journal of econometrics 146 (2008) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10003778287
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Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal; Sheng, Xuguang - In: Journal of econometrics 144 (2008) 2, pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
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Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae; Seo, Myung Hwan - In: Journal of econometrics 144 (2008) 2, pp. 492-499
Persistent link: https://www.econbiz.de/10003774693
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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Adapting a nonparametric pooling test for use in panel cointegration models
Mishra, Ashok K.; Moss, Charles B. - In: Applied economics letters 13 (2006) 6, pp. 355-357
Persistent link: https://www.econbiz.de/10003328404