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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"ARCH model"
~subject:"Bayes-Statistik"
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Phillips, Peter C. B.
24
Linton, Oliver
18
Lee, Lung-fei
15
Diebold, Francis X.
12
Saikkonen, Pentti
12
Schorfheide, Frank
12
Li, Qi
11
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9
Chen, Songnian
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Chib, Siddhartha
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Härdle, Wolfgang
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Imbens, Guido
7
Jong, Robert M. de
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Newey, Whitney K.
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Ng, Serena
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7
Powell, James
7
Whang, Yoon-jae
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Wooldridge, Jeffrey M.
7
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6
Davidson, James E. H.
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Donald, Stephen G.
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Gallant, A. Ronald
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Granger, C. W. J.
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6
Hallin, Marc
6
Heckman, James J.
6
Kohn, Robert
6
Lütkepohl, Helmut
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Teräsvirta, Timo
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69
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The review of economic studies
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1
A note on the convergence of nonparametric DEA estimators for production
efficiency
scores
Kneip, Alois
;
Park, Byeong U.
;
Simar, Léopold
- In:
Econometric theory
14
(
1998
)
6
,
pp. 783-793
Persistent link: https://www.econbiz.de/10001352168
Saved in:
2
A simplification of the Kopp-Diewert method of decomposing cost
efficiency
and some implications
Mensah, Yaw M.
- In:
Journal of econometrics
60
(
1994
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001152379
Saved in:
3
Accounting for technology heterogeneity in the measurement of persistent and transient inefficiency
Skevas, Ioannis
- In:
Economic modelling
137
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014549231
Saved in:
4
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
5
Regime switches in interest rates
Ang, Andrew
;
Bekaert, Geert
-
1998
Persistent link: https://www.econbiz.de/10000660440
Saved in:
6
"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1997
Persistent link: https://www.econbiz.de/10000638171
Saved in:
7
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
8
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
9
Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian
;
Tschernig, Rolf
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
Saved in:
10
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
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