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The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
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Identifying demand shocks from production data
Santos, Carlos Daniel - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 93-106
Persistent link: https://www.econbiz.de/10012179520
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The construction and use of approximations for missing quarterly observations : a model-based approach
Nijman, Theodore E. - In: Journal of business & economic statistics : JBES ; a … 4 (1985) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001007482
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Forecasting with Bayesian vector autoregressions : 5 years of experience
Litterman, Robert Bruce - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 1, pp. 25-38
Persistent link: https://www.econbiz.de/10001007486
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A statistical approach to economic forecasting
Litterman, Robert Bruce - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001007488
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Bayes estimates for the price and income elasticities of alcoholic beverages in Finland from 1955 to 1980
Ahtola, Juha - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 2, pp. 199-208
Persistent link: https://www.econbiz.de/10001007898
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A comparison of forecasting accuracies of alternative regional production index methodologies
Fomby, Thomas B. - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10001007902
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Natural and quasi-experiments in economics
Meyer, Bruce D. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 2, pp. 151-161
Persistent link: https://www.econbiz.de/10001333057
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Small-sample properties of estimators of nonlinear models of covariance structure
Clark, Todd E. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 367-372
Persistent link: https://www.econbiz.de/10001334390
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GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 328-352
Persistent link: https://www.econbiz.de/10001334392