Narrow search
Showing 1 - 10 of 171
Cover Image
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang; Maasoumi, Esfandiar; Xiao, Zhijie - In: Econometric reviews 39 (2020) 7, pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
Cover Image
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi; Swanson, Norman R. - In: Econometric reviews 29 (2010) 5/6, pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Cover Image
Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J. - In: Econometric reviews 17 (1998) 2, pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Cover Image
Artificial neutral networks for some macroeconomic series : a first report
Maasoumi, Esfandiar - In: Econometric reviews 13 (1994) 1, pp. 105-122
Persistent link: https://www.econbiz.de/10001158125
Cover Image
On the discretization of continuous-time filters for nonstationary stock and flow time series
McElroy, Tucker; Trimbur, Thomas M. - In: Econometric reviews 30 (2011) 5, pp. 475-513
Persistent link: https://www.econbiz.de/10009130230
Cover Image
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
Cover Image
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
Anderson, Richard G.; Chauvet, Marcelle; Jones, Barry E. - In: Econometric reviews 34 (2015) 1/5, pp. 228-254
Persistent link: https://www.econbiz.de/10011373295
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
Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia - In: Econometric reviews 35 (2016) 1/4, pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Cover Image
Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.; Gao, Jiti; Allen, David E. - In: Econometric reviews 34 (2015) 6/10, pp. 849-881
Persistent link: https://www.econbiz.de/10011483396