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1
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
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2
Trend-cycle decompositions with correlated components
Proietti, Tommaso
- In:
Econometric reviews
25
(
2006
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10003309356
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3
A generalized dynamic conditional
correlation
model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
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4
Testing covariance stationarity
Xiao, Zhijie
;
Lima, Luiz Renato
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 643-667
Persistent link: https://www.econbiz.de/10003605818
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5
Testing for state dependence with time-variant transition probabilities
Halliday, Timothy J.
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 685-703
Persistent link: https://www.econbiz.de/10003605821
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6
Gamma unobserved heterogeneity and duration bias
Børing, Pål
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003943392
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7
A multivariate threshold varying conditional correlations model
Kwan, W.
;
Li, Wai Keung
;
Ng, K. W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10003943399
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8
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
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9
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
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10
The effective sample size
Berger, James O.
;
Bayarri, M. J.
;
Pericchi, Luis R.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 197-217
Persistent link: https://www.econbiz.de/10010358312
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