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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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1
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
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2
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
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3
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
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4
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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5
Conventional confidence intervals for points on spectrum have confidence level zero
Faust, Jon
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 629-637
Persistent link: https://www.econbiz.de/10001378261
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6
The influence of VAR dimensions on estimator biases
Abadir, Karim Maher
;
Hadri, Kaddour
;
Tzavalis, Elias
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10001256083
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7
Exactly median-unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 139-165
Persistent link: https://www.econbiz.de/10001139699
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8
Understanding unit rooters : a helicopter tour
Sims, Christopher A.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1591-1599
Persistent link: https://www.econbiz.de/10001115937
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9
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
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10
Integration versus trend stationarity in time series
DeJong, David Neil
(
contributor
)
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 423-433
Persistent link: https://www.econbiz.de/10001124363
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