Narrow search
Showing 1 - 10 of 138
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
On the model-based interpretation of filters and the reliability of trend-cycle estimates
Proietti, Tommaso - In: Econometric reviews 28 (2009) 1/3, pp. 186-208
Persistent link: https://www.econbiz.de/10003800723
Cover Image
A robust entropy-based test of asymmetry for discrete and continuous processes
Maasoumi, Esfandiar; Racine, Jeffrey - In: Econometric reviews 28 (2009) 1/3, pp. 246-261
Persistent link: https://www.econbiz.de/10003800738
Cover Image
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena; Ashley, Richard A.; Dagum, Estela Bee; … - In: Econometric reviews 28 (2009) 1/3, pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
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
Testing the Lucas critique : a review
Favero, Carlo A. - In: Econometric reviews 11 (1992) 3, pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
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
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla; Maasoumi, Esfandiar; McAleer, Michael; … - In: Econometric reviews 28 (2009) 6, pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Cover Image
Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Carvalho, Alexandre Ywata de; Skoulakis, Georgios - In: Econometric reviews 29 (2010) 5/6, pp. 642-687
Persistent link: https://www.econbiz.de/10008668106
Cover Image
The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric; Medeiros, Marcelo C. - In: Econometric reviews 29 (2010) 5/6, pp. 571-593
Persistent link: https://www.econbiz.de/10008668163