Narrow search
Showing 1 - 10 of 31
Cover Image
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - In: Journal of econometrics 132 (2006) 1, pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Cover Image
Testing the correlated random coefficient model
Heckman, James J.; Schmierer, Daniel; Urzua, Sergio - In: Journal of econometrics 158 (2010) 2, pp. 177-203
Persistent link: https://www.econbiz.de/10008839973
Cover Image
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.; Timmermann, Allan - In: Journal of econometrics 140 (2007) 2, pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Cover Image
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J. - In: Journal of econometrics 160 (2011) 1, pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Cover Image
Beta-product dependent Pitman–Yor processes for Bayesian inference
Bassetti, Federico; Casarin, Roberto; Leisen, Fabrizio - In: Journal of econometrics 180 (2014) 1, pp. 49-72
Persistent link: https://www.econbiz.de/10010379485
Cover Image
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Cover Image
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut; Lütkepohl, Helmut - In: Journal of econometrics 183 (2014) 1, pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Cover Image
Bayesian exploratory factor analysis
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - In: Journal of econometrics 183 (2014) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Cover Image
Introduction to internally consistent modeling, aggregation, inference, and policy
Heckman, James J.; Serletis, Apostolos - In: Journal of econometrics 183 (2014) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10010506102
Cover Image
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446
Persistent link: https://www.econbiz.de/10011499703