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Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen; Minh-Ngoc Tran; Kohn, Robert - In: Journal of applied econometrics 37 (2022) 5, pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
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Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.; Ravazzolo, Francesco - In: Journal of applied econometrics 30 (2015) 4, pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
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The error structure of time series cross-section hedonic models with sporadic event timing and serial correlation
Amacher, Gregory S.; Hellerstein, Daniel - In: Journal of applied econometrics 14 (1999) 3, pp. 233-252
Persistent link: https://www.econbiz.de/10001405126
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Common cycles in seasonal non-stationary time series
Cubadda, Gianluca - In: Journal of applied econometrics 14 (1999) 3, pp. 273-291
Persistent link: https://www.econbiz.de/10001405546
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Intertemporal substitution in import demand and habit formation
De la Croix, David; Urbain, Jean-Pierre - In: Journal of applied econometrics 13 (1998) 6, pp. 589-612
Persistent link: https://www.econbiz.de/10001375410
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Estimating the natural rate of unemployment and testing the natural rate hypothesis
Salemi, Michael K. - In: Journal of applied econometrics 14 (1999) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001356101
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Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data
Cati, Regina Celia; Garcia, Marcio G. P.; Perron, Pierre - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10001356107
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Aggregate shocks and macroeconomic fluctuations : a Bayesian approach
Koop, Gary - In: Journal of applied econometrics 7 (1992) 4, pp. 395-411
Persistent link: https://www.econbiz.de/10001131893
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Stochastic trends and economic fluctuations in a small open economy
Mellander, Erik - In: Journal of applied econometrics 7 (1992) 4, pp. 369-394
Persistent link: https://www.econbiz.de/10001131894
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Nonlinear dynamics and econometrics : special issue
Pesaran, M. Hashem (contributor) - In: Journal of applied econometrics 7 (1992), pp. 1-195
Persistent link: https://www.econbiz.de/10001135773