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Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz; Khanna, Neha - In: Econometric reviews 26 (2007) 5, pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
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Exact estimation of demand functions under block-rate pricing
Miyawaki, Koji; Omori, Yasuhiro; Hibiki, Akira - In: Econometric reviews 35 (2016) 1/4, pp. 311-343
Persistent link: https://www.econbiz.de/10011549934
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Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto - In: Econometric reviews 38 (2019) 8, pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
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Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie; Luger, Richard - In: Econometric reviews 36 (2017) 6/9, pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
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Estimation and properties of a time-varying EGARCH(1,1) in mean model
Anyfantaki, Sofia; Dēmos, Antōnēs A. - In: Econometric reviews 35 (2016) 1/4, pp. 293-310
Persistent link: https://www.econbiz.de/10011549930
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Volatility, jumps, and predictability of returns : a sequential analysis
Raggi, Davide; Bordignon, Silvano - In: Econometric reviews 30 (2011) 6, pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
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A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew - In: Econometric reviews 31 (2012) 1/3, pp. 245-296
Persistent link: https://www.econbiz.de/10009515959
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Bayesian analysis of a fractional cointegration model
Martin, Gael M. - In: Econometric reviews 20 (2001) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
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Bayesian semiparametric multivariate stochastic volatility with application
Zaharieva, Martina Danielova; Trede, Mark; Wilfling, Bernd - In: Econometric reviews 39 (2020) 9, pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
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Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė; Lopes, Hedibert Freitas; … - In: Econometric reviews 38 (2019) 9, pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379