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Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander; Glickman, Mark E. - In: Econometric reviews 25 (2006) 2/3, pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
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Asymmetric multivariate stochastic volatility
Asai, Manabu; McAleer, Michael - In: Econometric reviews 25 (2006) 2/3, pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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On trends and constants in periodic autoregressions
Paap, Richard; Franses, Philip Hans - In: Econometric reviews 18 (1999) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
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Modeling asset returns with alternative stable distributions
Mittnik, Stefan - In: Econometric reviews 12 (1993) 3, pp. 261-330
Persistent link: https://www.econbiz.de/10001156115
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Alternative methods for estimating long-run responses with applications to Australian import demand
Bewley, Ronald A. - In: Econometric reviews 13 (1994) 2, pp. 179-204
Persistent link: https://www.econbiz.de/10001163116
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On the duality between long-run relations and common trends in the I(1) versus I(2) model : an application to aggregate money holdings
Jusélius, Katarina - In: Econometric reviews 13 (1994) 2, pp. 151-178
Persistent link: https://www.econbiz.de/10001163117
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A hierarchy of Lorenz curves based on the generalized Tukey's Lambda distribution
Sarabia Alzaga, José Maria - In: Econometric reviews 16 (1997) 3, pp. 305-320
Persistent link: https://www.econbiz.de/10001225569
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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
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Testing additive separability of error term in nonparametric structural models
Su, Liangjun; Tu, Yundong; Ullah, Aman - In: Econometric reviews 34 (2015) 6/10, pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
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Independent factor autoregressive conditional density model
Ghalanos, Alexios; Rossi, Eduardo; Urga, Giovanni - In: Econometric reviews 34 (2015) 1/5, pp. 594-616
Persistent link: https://www.econbiz.de/10011373255