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Horizon confidence sets
Fosten, Jack; Gutknecht, Daniel - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
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Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho; Chon, Sora - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
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Local projection variance impulse response
Kawakatsu, Hiroyuki - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1219-1244
Persistent link: https://www.econbiz.de/10012819528
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A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market
Qian, Yan; Wang, Zijun - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 799-825
Persistent link: https://www.econbiz.de/10012616897
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Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
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Identification of causal relationships in non-stationary time series with an information measure : evidence for simulated and financial data
Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris - In: Empirical economics : a quarterly journal of the … 64 (2023) 3, pp. 1399-1420
Persistent link: https://www.econbiz.de/10014226364
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Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
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True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata; Gil-Alaña, Luis A.; Mokni, Khaled - In: Empirical economics : a quarterly journal of the … 63 (2022) 3, pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
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Estimating empirical marginal adjustment cost function : a power series approach
Khan, Muhammad Nazmul - In: Empirical economics : a quarterly journal of the … 63 (2022) 6, pp. 3185-3210
Persistent link: https://www.econbiz.de/10013440551
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Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Wagner, Martin - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10014329033