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The New Zealand business cycle
Hall, Vivian Bruce; McDermott, C. John - In: Econometric theory 25 (2009) 4, pp. 1050-1069
Persistent link: https://www.econbiz.de/10003875929
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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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The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 29 (2013) 6, pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
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Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena - In: Econometric theory 33 (2017) 6, pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
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Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing; Wang, Yazhen; Chen, Xiaohong - In: Econometric theory 29 (2013) 4, pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
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Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan; Long, Wei; Zhang, Xinyu; Li, Qi - In: Econometric theory 35 (2019) 4, pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
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Spectral financial econometrics
Bandi, Federico M.; Tamoni, Andrea - In: Econometric theory 38 (2022) 6, pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
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On testing for serial correlation with a wavelet-based spectral density estimator in multivariate time series
Duchesne, Pierre - In: Econometric theory 22 (2006) 4, pp. 633-676
Persistent link: https://www.econbiz.de/10003351876
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Monitoring constancy of variance in conditionally heteroskedastic time series
Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan - In: Econometric theory 22 (2006) 3, pp. 373-402
Persistent link: https://www.econbiz.de/10003307471