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The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
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Estimating potential output as a latent variable
Kuttner, Kenneth N. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 361-368
Persistent link: https://www.econbiz.de/10001167091
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Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
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Long memory factor model : on estimation of factor memories
Cheung, Ying Lun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 756-769
Persistent link: https://www.econbiz.de/10013534489
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The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
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Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
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An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
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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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Explaining long- and short-run interactions in time series data
Picci, Lucio - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 85-94
Persistent link: https://www.econbiz.de/10001543454