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1
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
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2
Simultaneous equations with binary outcomes and social interactions
Liu, Xiaodong
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 921-937
Persistent link: https://www.econbiz.de/10012181374
Saved in:
3
Econometric tests of rationality and market efficiency
Baillie, Richard
- In:
Econometric reviews
8
(
1989
)
2
,
pp. 151-186
Persistent link: https://www.econbiz.de/10001080001
Saved in:
4
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
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5
Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data
Guay, Alain
;
Pelgrin, Florian
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 344-372
Persistent link: https://www.econbiz.de/10011549937
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6
Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
; …
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
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7
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
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8
Monitoring the direction of the short-term trend of economic indicators
Dagum, Estela Bee
;
Bianconcini, Silvia
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 421-440
Persistent link: https://www.econbiz.de/10014305536
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9
The predictability of stock returns : a nonparametric approach
Chung, Y. Peter
- In:
Econometric reviews
15
(
1996
)
3
,
pp. 299-330
Persistent link: https://www.econbiz.de/10001212112
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[Rezension von: Franses, Philip Hans, Periodicity and stochastic trends in economic time series]
Faust, Jon
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 335-338
Persistent link: https://www.econbiz.de/10001349971
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