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Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
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Null recurrent unit root processes
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2012) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
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Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
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Changes in seasonal patterns : are they cyclical?
Canova, Fabio - In: Journal of economic dynamics & control 18 (1994) 6, pp. 1143-1171
Persistent link: https://www.econbiz.de/10001170702
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Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio - In: Journal of economic dynamics & control 20 (1996) 4, pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
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The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim; Račev, Svetlozar T.; Schwartz, Eduardo S. - In: Journal of economic dynamics & control 27 (2003) 6, pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
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Quantilograms under strong dependence
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 36 (2020) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
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Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth
Tripier, Fabien - In: Journal of economic dynamics & control 30 (2006) 12, pp. 2749-2774
Persistent link: https://www.econbiz.de/10003395626
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Autoregression-based estimation of the new Keynesian Philips curve
Lanne, Markku; Luoto, Jani - In: Journal of economic dynamics & control 37 (2013) 3, pp. 561-570
Persistent link: https://www.econbiz.de/10009710493
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A floor and ceiling model of US output
Pesaran, M. Hashem - In: Journal of economic dynamics & control 21 (1997) 4, pp. 661-695
Persistent link: https://www.econbiz.de/10001221220