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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~person:"Sargent, Thomas J."
~person:"Steel, Mark F. J."
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ECONIS (ZBW)
23
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1
The market price of risk and the equity premium : a legacy of the Great Depression?
Cogley, Timothy
;
Sargent, Thomas J.
- In:
Journal of monetary economics
55
(
2008
)
3
,
pp. 454-476
Persistent link: https://www.econbiz.de/10003764200
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Understanding European unemployment with matching and search-island models
Ljungqvist, Lars
;
Sargent, Thomas J.
- In:
Journal of monetary economics
54
(
2007
)
8
,
pp. 2139-2179
Persistent link: https://www.econbiz.de/10003614136
Saved in:
5
Understanding European unemployment with a representative family model
Ljungqvist, Lars
;
Sargent, Thomas J.
- In:
Journal of monetary economics
54
(
2007
)
8
,
pp. 2180-2204
Persistent link: https://www.econbiz.de/10003614137
Saved in:
6
Four types of ignorance
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of monetary economics
69
(
2015
),
pp. 97-113
Persistent link: https://www.econbiz.de/10011326677
Saved in:
7
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
Saved in:
8
Comment on "Three types of ambiguity" by Lars Peter Hansen and Thomas J. Sargent
Yeltekin, Şevin
- In:
Journal of monetary economics
59
(
2012
)
5
,
pp. 446-448
Persistent link: https://www.econbiz.de/10009622334
Saved in:
9
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
Saved in:
10
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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