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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
394
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1
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
Saved in:
2
Exogeneity, cointegration, and economic policy analysis
Ericsson, Neil R.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 370-387
Persistent link: https://www.econbiz.de/10001251809
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3
Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps
Pesaran, M. Hashem
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10001253388
Saved in:
4
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
5
Interest-rate arbitrage in currency baskets : forecasting weights and measuring risk
Christoffersen, Peter F.
;
Giorgianni, Lorenzo
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 242-253
Persistent link: https://www.econbiz.de/10001469690
Saved in:
6
What does the volatility risk premium say about liquidity provision and demand for
hedging
tail risk?
Fan, Jianqing
;
Imerman, Michael B.
;
Dai, Wei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 519-535
Persistent link: https://www.econbiz.de/10011692397
Saved in:
7
The
econometrics
of piecewise-linear budget constraints : a Monte Carlo study
Bernstein Megdal, Sharon
- In:
Journal of business & economic statistics : JBES ; a …
5
(
1987
)
2
,
pp. 243-238
Persistent link: https://www.econbiz.de/10003490649
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8
Sample splitting and applied econometric modeling
Jarque, Carlos M.
- In:
Journal of business & economic statistics : JBES ; a …
5
(
1987
)
2
,
pp. 267-274
Persistent link: https://www.econbiz.de/10003585849
Saved in:
9
Interview with Christopher A. Sims
Sims, Christopher A.
;
Ghysels, Eric
;
Hall, Alastair R.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 448-449
Persistent link: https://www.econbiz.de/10001705957
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10
Some econometric recipes for high-frequency data cooking
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
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