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On the stability of the excess sensitivity of aggregate consumption growth in the USA
Everaert, Gerdie; Pozzi, Lorenzo; Schoonackers, Ruben - In: Journal of applied econometrics 32 (2017) 4, pp. 819-840
Persistent link: https://www.econbiz.de/10011862240
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A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki - In: Journal of applied econometrics 14 (1999) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - In: Journal of applied econometrics 14 (1999) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
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Estimating dynamic equilibrium economies : linear versus nonlinear likelihood
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - In: Journal of applied econometrics 20 (2005) 7, pp. 891-910
Persistent link: https://www.econbiz.de/10003243451
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The case against jive
Davidson, Russell; MacKinnon, James G. - In: Journal of applied econometrics 21 (2006) 6, pp. 827-833
Persistent link: https://www.econbiz.de/10003387926
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The case against jive : a comment
Blomquist, Nils Sören; Dahlberg, Matz - In: Journal of applied econometrics 21 (2006) 6, pp. 839-841
Persistent link: https://www.econbiz.de/10003387930
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - In: Journal of applied econometrics 31 (2016) 6, pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
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A cost system approach to the stochastic directional technology distance function with undesirable outputs : the case of US banks in 2001-2010
Malikov, Emir; Kumbhakar, Subal; Tsionas, Efthymios G. - In: Journal of applied econometrics 31 (2016) 7, pp. 1407-1429
Persistent link: https://www.econbiz.de/10011687551
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Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders; Coenen, Günter; Christoffel, Kai - In: Journal of applied econometrics 32 (2017) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
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Wild bootstrap inference for wildly different cluster sizes
MacKinnon, James G.; Webb, Matthew - In: Journal of applied econometrics 32 (2017) 2, pp. 233-254
Persistent link: https://www.econbiz.de/10011689759