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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - In: Journal of econometrics 192 (2016) 2, pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
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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
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A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben; Bollerslev, Tim; Huang, Xin - In: Journal of econometrics 160 (2011) 1, pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
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Evaluating DSGE model forecasts of comovements
Herbst, Edward P.; Schorfheide, Frank - In: Journal of econometrics 171 (2012) 2, pp. 152-166
Persistent link: https://www.econbiz.de/10009691168
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A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - In: Journal of econometrics 177 (2013) 2, pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
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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
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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
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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
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Bootstrap inference in systems of single equation error correction models
Herwartz, Helmut; Neumann, Michael H. - In: Journal of econometrics 128 (2005) 1, pp. 165-193
Persistent link: https://www.econbiz.de/10003002296
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Estimating treatment effects for discrete outcomes when responses to treatment vary : an application to Norwegian vocational rehabilitation programs
Aakvik, Arild; Heckman, James J.; Vytlacil, Edward - In: Journal of econometrics 125 (2005) 1/2, pp. 15-51
Persistent link: https://www.econbiz.de/10002526575