Narrow search
Showing 1 - 10 of 1,575
Cover Image
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
Cover Image
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
Cover Image
A structural model of dense network formation
Angelo, Mele - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 825-850
Persistent link: https://www.econbiz.de/10011778815
Cover Image
Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
Cover Image
Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 4, pp. 959-993
Persistent link: https://www.econbiz.de/10001594726
Cover Image
Bayesian estimation of dynamic discrete choice models
Imai, Susumu; Jain, Neelam; Ching, Andrew - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 6, pp. 1865-1899
Persistent link: https://www.econbiz.de/10003943433
Cover Image
Bayesian inference in econometric models using Monte Carlo integration
Geweke, John - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 6, pp. 1317-1339
Persistent link: https://www.econbiz.de/10001078853
Cover Image
Proper posteriors from improper priors for an unidentified errors-in-variables model
Erickson, Timothy - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 6, pp. 1299-1316
Persistent link: https://www.econbiz.de/10001078855
Cover Image
Copulas and temporal dependence
Beare, Brendan K. - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 395-410
Persistent link: https://www.econbiz.de/10003989270
Cover Image
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