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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
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Robust block bootstrap panel predictability tests
Smeekes, Stephan; Westerlund, Joakim - In: Econometric reviews 38 (2019) 9, pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - In: Econometric reviews 25 (2006) 2/3, pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
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Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina; Teräsvirta, Timo - In: Econometric reviews 34 (2015) 1/5, pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
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What are the differences in trend cycle decompositions by Beveridge and Nelson and by unobserved component models?
Iwata, Shigeru; Li, Han - In: Econometric reviews 34 (2015) 1/5, pp. 146-173
Persistent link: https://www.econbiz.de/10011373299
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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
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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
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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.; Koopman, Siem Jan; Ooms, Marius - In: Econometric reviews 35 (2016) 1/4, pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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Robust transformations in univariate and multivariate time series
Riani, Marco - In: Econometric reviews 28 (2009) 1/3, pp. 262-278
Persistent link: https://www.econbiz.de/10003800747
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Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan; Miller, J. Isaac; Yigit, Taner M. - In: Econometric reviews 41 (2022) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10013167573