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Data-driven inference on sign restrictions in Bayesian structural vector autoregression
Lanne, Markku; Luoto, Jani - 2016
Persistent link: https://www.econbiz.de/10011421768
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Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421769
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Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524093
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A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - 2016
Persistent link: https://www.econbiz.de/10011524107
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Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels; Valdés, J. Eduardo Vera - 2015
Persistent link: https://www.econbiz.de/10011409110
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Arbitrage without borrowing or short selling?
Pakkanen, Mikko S.; Lukkarinen, Jani - 2016
Persistent link: https://www.econbiz.de/10011474727
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Explaining asset prices with low risk aversion and low intertemporal substitution
Andreasen, Martin Møller; Jørgensen, Kasper - 2016
Persistent link: https://www.econbiz.de/10011474816
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Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson; Leschinski, Christian; Will, Michael - 2016
Persistent link: https://www.econbiz.de/10011474820
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Demand and welfare analysis in discrete choice models with social interactions
Bhattacharya, Debopam; Dupas, Pascaline; Kanaya, Shin - 2019
Persistent link: https://www.econbiz.de/10012063980
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Bond risk premiums at the zero lower bound
Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, … - 2019
Persistent link: https://www.econbiz.de/10012063987