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~isPartOf:"Journal of econometrics"
~isPartOf:"Tinbergen Institute Discussion Paper"
~subject:"Neue politische Ökonomie"
~subject:"Zeitreihenanalyse"
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Neue politische Ökonomie
Zeitreihenanalyse
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1
Trending time-varying coefficient time series models with serially correlated errors
Cai, Zongwu
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 163-188
Persistent link: https://www.econbiz.de/10003401651
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2
A multicointegration model of global climate change
Bruns, Stephan B.
;
Csereklyei, Zsuzsanna
;
Stern, David I.
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 175-197
Persistent link: https://www.econbiz.de/10012438317
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3
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
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4
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
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5
Residual-augmented IVX predictive regression
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 429-460
Persistent link: https://www.econbiz.de/10013442118
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6
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 202-208
Persistent link: https://www.econbiz.de/10008839928
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Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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8
Dependent microstructure noise and integrated volatility estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel H.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
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9
Time-series estimation of the effects of natural
experiments
White, Halbert
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
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10
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
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