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Asymptotic likelihood-based prediction functions
Cooley, Thomas F. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 5, pp. 1215-1234
Persistent link: https://www.econbiz.de/10001094784
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A new approach to the economic analysis of nonstationary time series and the business cycle
Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 2, pp. 357-384
Persistent link: https://www.econbiz.de/10001064307
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Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Mittnik, Stefan - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 857-870
Persistent link: https://www.econbiz.de/10001147139
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
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Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 2, pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
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Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 2, pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
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Asymptotic theory of integrated conditional moment tests
Bierens, Herman J. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 5, pp. 1129-1151
Persistent link: https://www.econbiz.de/10001225119
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Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
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Econometric model determination
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 4, pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
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Asymptotic inference about predictive ability
West, Kenneth D. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925