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A multivariate volatility vine copula model
Brechmann, E. C.; Heiden, M.; Okhrin, Y. - In: Econometric reviews 37 (2018) 1/5, pp. 281-308
Persistent link: https://www.econbiz.de/10012038690
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Multivariate return decomposition : theory and implications
Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric reviews 38 (2019) 5, pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
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The multistep Beveridge-Nelson decomposition
Proietti, Tommaso - In: Econometric reviews 35 (2016) 1/4, pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
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Multistep forecast selection for panel data
Greenaway-McGrevy, Ryan - In: Econometric reviews 39 (2020) 4, pp. 373-406
Persistent link: https://www.econbiz.de/10012181429
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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
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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl; Teräsvirta, Timo - In: Econometric reviews 35 (2016) 8/10, pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
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Long memory regressors and predictive testing : a two-stage rebalancing approach
Maynard, Alex; Smallwood, Aaron D.; Wohar, Mark E. - In: Econometric reviews 32 (2013) 1/4, pp. 318-360
Persistent link: https://www.econbiz.de/10009717790
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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
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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 robust score-driven filter for multivariate time series
D'Innocenzo, Enzo; Luati, Alessandra; Mazzocchi, Mario - In: Econometric reviews 42 (2023) 5, pp. 441-470
Persistent link: https://www.econbiz.de/10014305555