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A comparison of model selection criteria
Mills, Jeffrey Alan - In: Econometric reviews 11 (1992) 2, pp. 201-233
Persistent link: https://www.econbiz.de/10001128475
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Estimation of firm-specific technological bias, technical change and total fctor productivity growth : a dual approach
Kumbhakar, Subal; Nakamura, Shinichiro; Heshmati, Almas - In: Econometric reviews 19 (2000) 4, pp. 493-515
Persistent link: https://www.econbiz.de/10001521439
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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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Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric reviews 23 (2004) 4, pp. 293-323
Persistent link: https://www.econbiz.de/10002514194
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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben; Mahieu, Ronald J. - In: Econometric reviews 25 (2006) 2/3, pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.; Franses, Philip Hans - In: Econometric reviews 28 (2009) 6, pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
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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
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Local GMM estimation of semiparametric panel data with smooth coefficient models
Tran, Kien C.; Tsionas, Efthymios G. - In: Econometric reviews 29 (2010) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10003943402