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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10008656170
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Systemic loops and liquidity regulation
Aldasoro, Iñaki; Faia, Ester - 2015
Persistent link: https://www.econbiz.de/10011408102
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - 2013
Persistent link: https://www.econbiz.de/10010206763
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Generalized method of moments with latent variables
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013
Persistent link: https://www.econbiz.de/10010206776
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GMM estimation of empirical growth models
Bond, Stephen - 2001
Persistent link: https://www.econbiz.de/10013423645
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An investment-growth asset pricing model
Li, Qing - 2001
Persistent link: https://www.econbiz.de/10013423687
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Error correction models, co-integration and the internal model principle
Salmon, Mark H. - 1988
Persistent link: https://www.econbiz.de/10000761633
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The fiscal and monetary dynamics of Israeli inflation : a cointegrated analysis 1970 - 1987
Beenstock, Michael; Ben-Gad, Michael - 1989
Persistent link: https://www.econbiz.de/10000128435
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Factor-augmented error correction models
Banerjee, Anindya; Marcellino, Massimiliano - 2008
Persistent link: https://www.econbiz.de/10003668446
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Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2014
Persistent link: https://www.econbiz.de/10010363312