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Rotterdam model versus almost ideal demand system : will the best specification please stand up?
Barnett, William A.; Seck, Ousmane - In: Journal of applied econometrics 23 (2008) 6, pp. 795-824
Persistent link: https://www.econbiz.de/10003766793
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International evidence on the efficacy of new-Keynesian models of inflation persistence
Korenok, Oleg; Radchenko, Stanislav; Swanson, Norman R. - In: Journal of applied econometrics 25 (2010) 1, pp. 31-54
Persistent link: https://www.econbiz.de/10008666817
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Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben; Bollerslev, Tim; Frederiksen, Per; … - In: Journal of applied econometrics 25 (2010) 2, pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun; Maheu, John M. - In: Journal of applied econometrics 24 (2009) 5, pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
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Identification of parameters in normal error component logit-mixture (NECLM) models
Walker, Joan L.; Ben-Akiva, Moshe Emanuel; Bolduc, Denis - In: Journal of applied econometrics 22 (2007) 6, pp. 1095-1125
Persistent link: https://www.econbiz.de/10003565284
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Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.; Hafner, Christian M. - In: Journal of applied econometrics 30 (2015) 2, pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
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Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus; Kyj, Lada M.; Malec, Peter - In: Journal of applied econometrics 30 (2015) 2, pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
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Conditionally heteroskedastic factor models with skewness and leverage effects
Dovonon, Prosper - In: Journal of applied econometrics 28 (2013) 7, pp. 1110-1137
Persistent link: https://www.econbiz.de/10010351082
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - In: Journal of applied econometrics 29 (2014) 7, pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227