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Regime switching in interest rates
Ang, Andrew; Bekaert, Geert - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 163-182
Persistent link: https://www.econbiz.de/10001660371
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Explaining long- and short-run interactions in time series data
Picci, Lucio - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 85-94
Persistent link: https://www.econbiz.de/10001543454
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A new measure of fit for equations with dichotomous dependent variables
Estrella, Arturo - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 198-205
Persistent link: https://www.econbiz.de/10001244006
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A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
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Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
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Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui; Savickas, Robert - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10003279769
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A note on common cycles, common trends and convergence
Carvalho, Vasco M.; Harvey, Andrew C.; Trimbur, Thomas - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10003410120
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Dynamic factors and the source of momentum profits
Yao, Tong - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 211-226
Persistent link: https://www.econbiz.de/10003675698
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Cromwell's rule and the role of the prior in the economic metric : an application to the portfolio allocation problem
Roskelley, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10003675716
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Testing the continuous semimartingale hypothesis for the S&P 500
Peters, Remco T.; Vilder, Robin G. de - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 444-454
Persistent link: https://www.econbiz.de/10003385164