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Nonlinear regressions with integrated time series
Park, Joon Y.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 1, pp. 117-161
Persistent link: https://www.econbiz.de/10001545098
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A parametric approach to flexible nonlinear inference
Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 537-573
Persistent link: https://www.econbiz.de/10001580786
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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
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Explaining investment dynamics in US manufacturing : a generalized (S,s) approach
Caballero, Ricardo J.; Engel, Eduardo - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 4, pp. 783-826
Persistent link: https://www.econbiz.de/10001390140
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Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 5, pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
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Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor; Krätzig, Markus - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 2, pp. 803-821
Persistent link: https://www.econbiz.de/10003989388
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The realized Laplace transform of volatility
Todorov, Viktor; Tauchen, George Eugene - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 1105-1127
Persistent link: https://www.econbiz.de/10009629019
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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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Consumption dynamics during recessions
Berger, David; Vavra, Joseph - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 1, pp. 101-154
Persistent link: https://www.econbiz.de/10011337544
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Earnings and consumption dynamics : a nonlinear panel data framework
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 693-734
Persistent link: https://www.econbiz.de/10011778768