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Resampling methods in econometrics : editors' introduction
Dufour, Jean-Marie; Perron, Benoit - In: Journal of econometrics 133 (2006) 2, pp. 411-419
Persistent link: https://www.econbiz.de/10003359534
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Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
Ferreira, José T. A. S.; Steel, Mark F. J. - In: Journal of econometrics 137 (2007) 2, pp. 641-673
Persistent link: https://www.econbiz.de/10003442034
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Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.; Steel, Mark F. J. - In: Journal of econometrics 134 (2006) 2, pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
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Identification-robust analysis of DSGE and structural macroeconomic models
Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral - In: Journal of monetary economics 60 (2013) 3, pp. 340-350
Persistent link: https://www.econbiz.de/10009746447
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Mixtures of g-priors for Bayesian model averaging with economic applications
Ley, Eduardo; Steel, Mark F. J. - In: Journal of econometrics 171 (2012) 2, pp. 251-266
Persistent link: https://www.econbiz.de/10009691149
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Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 181 (2014) 1, pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
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Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - In: Journal of econometrics 181 (2014) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
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Stick-breaking autoregressive processes
Griffin, J. E.; Steel, Mark F. J. - In: Journal of econometrics 162 (2011) 2, pp. 383-396
Persistent link: https://www.econbiz.de/10009270620
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Semiparametric Bayesian inference for stochastic frontier models
Griffin, J. E.; Steel, Mark F. J. - In: Journal of econometrics 123 (2004) 1, pp. 121-152
Persistent link: https://www.econbiz.de/10002223753
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Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie; Khalaf, Lynda; Bernard, Jean-Thomas; … - In: Journal of econometrics 122 (2004) 2, pp. 317-347
Persistent link: https://www.econbiz.de/10002173151