Narrow search
Showing 1 - 10 of 339
Cover Image
Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard - In: Journal of applied econometrics 6 (1991) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10001107425
Cover Image
Conditional Markov chain and its application in economic time series analysis
Bai, Jushan; Wang, Peng - In: Journal of applied econometrics 26 (2011) 5, pp. 715-734
Persistent link: https://www.econbiz.de/10009408923
Cover Image
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
Cover Image
On efficient estimation with panel data : an empirical comparison of instrumental variables estimators
Baltagi, Badi H. - In: Journal of applied econometrics 5 (1990) 4, pp. 401-406
Persistent link: https://www.econbiz.de/10001099932
Cover Image
Cointegration in a macroeconomic system
Kunst, Robert M. - In: Journal of applied econometrics 5 (1990) 4, pp. 351-365
Persistent link: https://www.econbiz.de/10001099940
Cover Image
Feasible cross-validatory model selection for general stationary processes
Racine, Jeffrey - In: Journal of applied econometrics 12 (1997) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10001218279
Cover Image
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias - In: Journal of applied econometrics 13 (1998) 3, pp. 217-244
Persistent link: https://www.econbiz.de/10001244225
Cover Image
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard - In: Journal of applied econometrics 11 (1996) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
Cover Image
The excess co-movement of commodity prices reconsidered
Deb, Partha - In: Journal of applied econometrics 11 (1996) 3, pp. 275-291
Persistent link: https://www.econbiz.de/10001201934
Cover Image
On a double-threshold autoregressive heteroscedastic time series model
Li, C. W. - In: Journal of applied econometrics 11 (1996) 3, pp. 253-274
Persistent link: https://www.econbiz.de/10001201935