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Special issue: Forecast uncertainty in macroeconomics and finance
Bollerslev, Tim (contributor) - 2010
Persistent link: https://www.econbiz.de/10008667511
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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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Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro) : the GARCH-NIG model
Forsberg, Lars; Bollerslev, Tim - In: Journal of applied econometrics 17 (2002) 5, pp. 535-548
Persistent link: https://www.econbiz.de/10001709314
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Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim; Patton, Andrew J.; Wang, Wenjing - In: Journal of applied econometrics 31 (2016) 6, pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
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Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
Wooldridge, Jeffrey M. - In: Journal of applied econometrics 20 (2005) 1, pp. 39-54
Persistent link: https://www.econbiz.de/10003027358
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Econometric methods for fractional response variables with an application to 401 (k) plan participation rates
Papke, Leslie E. - In: Journal of applied econometrics 11 (1996) 6, pp. 619-632
Persistent link: https://www.econbiz.de/10001211082
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Estimation of dynamic panel data models with sample selection
Semykina, Anastasia; Wooldridge, Jeffrey M. - In: Journal of applied econometrics 28 (2013) 1, pp. 47-61
Persistent link: https://www.econbiz.de/10010067988
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BOOK REVIEW - Introductory Econometrics: A Modern Approach
Wooldridge, Jeffrey M.; Weeks, M. - In: Journal of applied econometrics 17 (2002) 2, pp. 191-193
Persistent link: https://www.econbiz.de/10006974284
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Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
Wooldridge, Jeffrey M. - In: Journal of applied econometrics 20 (2005) 1, pp. 39-54
Persistent link: https://www.econbiz.de/10006956057
Cover Image
Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model
Forsberg, Lars; Bollerslev, Tim - In: Journal of applied econometrics 17 (2002) 5, pp. 535-548
Persistent link: https://www.econbiz.de/10006970944