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Estimation of autocorrelations of survey errors with application to trend estimation in small areas
Pfeffermann, Danny - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 339-348
Persistent link: https://www.econbiz.de/10001246506
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Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus; Podolskij, Mark - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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Testing instantaneous causality in presence of nonconstant unconditional covariance
Gianetto, Quentin Giai; Rai͏̈ssi, Hamdi - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 46-53
Persistent link: https://www.econbiz.de/10011389673
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Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
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Long-run identification in a fractionally integrated system
Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 438-450
Persistent link: https://www.econbiz.de/10010337858
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Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos; Lobato, Ignacio N.; Zhu, Lin - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
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VAR estimation and forecasting when data are subject to revision
Kishor, N. Kundan; Koenig, Evan F. - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 181-190
Persistent link: https://www.econbiz.de/10009657372
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Semiparametric estimates of monetary policy effects : string theory revisited
Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 371-387
Persistent link: https://www.econbiz.de/10012249147
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Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti; Peng, Bin; Yan, Yayi - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
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Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian; Koop, Gary; Onorante, Luca - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 669-683
Persistent link: https://www.econbiz.de/10012588006