Narrow search
Showing 1 - 10 of 335
Cover Image
A diagnostic test for specification of copulas under censorship
Lin, Juan; Wu, Ximing - In: Econometric reviews 39 (2020) 9, pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
Cover Image
Multistep ahead forecasting of vector time series
McElroy, Tucker; McCracken, Michael W. - In: Econometric reviews 36 (2017) 5, pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Cover Image
The yield curve and the macro-economy across time and frequencies
Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1950-1970
Persistent link: https://www.econbiz.de/10009701904
Cover Image
The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
Cover Image
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Cover Image
Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio - In: Journal of economic dynamics & control 20 (1996) 4, pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
Cover Image
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo; Pedio, Manuela - In: Journal of economic dynamics & control 107 (2019), pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Cover Image
Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo; Provasi, Corrado - In: Econometric reviews 28 (2009) 1/3, pp. 209-224
Persistent link: https://www.econbiz.de/10003800726
Cover Image
Monitoring the direction of the short-term trend of economic indicators
Dagum, Estela Bee; Bianconcini, Silvia - In: Econometric reviews 42 (2023) 5, pp. 421-440
Persistent link: https://www.econbiz.de/10014305536
Cover Image
An instrumental variables interpretation of linear systems theory estimation
Havenner, Arthur - In: Journal of economic dynamics & control 12 (1988) 1, pp. 49-54
Persistent link: https://www.econbiz.de/10001046149