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1
Discrete-response state space models with conditional
heteroscedasticity
: an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
Saved in:
2
The spectral representation of Markov switching ARMA models
Pataracchia, Beatrice
- In:
Economics letters
112
(
2011
)
1
,
pp. 11-15
Persistent link: https://www.econbiz.de/10009242191
Saved in:
3
Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
Saved in:
4
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Economics letters
71
(
2001
)
2
,
pp. 165-171
Persistent link: https://www.econbiz.de/10001569098
Saved in:
5
Further simulation evidence on the performance of the poisson pseudo-maximum likelihood estimator
Silva, João Santos
;
Tenreyro, Silvana
- In:
Economics letters
112
(
2011
)
2
,
pp. 220-222
Persistent link: https://www.econbiz.de/10009243315
Saved in:
6
HAC estimation in spatial panels
Moscone, Francesco
;
Tosetti, Elisa
- In:
Economics letters
117
(
2012
)
1
,
pp. 60-65
Persistent link: https://www.econbiz.de/10009697946
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7
A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
Norkute, Milda
- In:
Economics letters
123
(
2014
)
3
,
pp. 348-351
Persistent link: https://www.econbiz.de/10010401270
Saved in:
8
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Kim, Dukpa
- In:
Economics letters
123
(
2014
)
3
,
pp. 282-286
Persistent link: https://www.econbiz.de/10010401375
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9
Small-sample inference with spatial HAC estimators
Dorn, Sabrina
;
Egger, Peter
- In:
Economics letters
125
(
2014
)
2
,
pp. 236-239
Persistent link: https://www.econbiz.de/10010505357
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10
Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor
Zhang, Zhengyu
;
He, Xiaobo
- In:
Economics letters
117
(
2012
)
3
,
pp. 753-757
Persistent link: https://www.econbiz.de/10009680695
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