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Co-breaking : recent advances and a synopsis of the literature
Hendry, David F.; Massmann, Michael - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10003410141
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Determining the number of primitive shocks in factor models
Bai, Jushan; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 52-60
Persistent link: https://www.econbiz.de/10003410155
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Information in the revision process of real-time datasets
Corradi, Valentina; Fernández, Andrés; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 455-467
Persistent link: https://www.econbiz.de/10003913382
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Testing business cycle asymmetries based on autoregressions with a Markov-switching intercept
Knüppel, Malte - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 544-552
Persistent link: https://www.econbiz.de/10003913438
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Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 96-114
Persistent link: https://www.econbiz.de/10003992805
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t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.; Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
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Long-memory and level shifts in the volatility of stock market return indices
Perron, Pierre; Qu, Zhongjun - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 275-290
Persistent link: https://www.econbiz.de/10008736221
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Semiparametric estimator of time series conditional variance
Mishra, Santosh; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 256-274
Persistent link: https://www.econbiz.de/10008736224
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True or spurious long memory? : a new test
Ohanissian, Arek; Russell, Jeffrey R.; Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 161-175
Persistent link: https://www.econbiz.de/10003675667
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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