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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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A versatile and robust metric entropy test of time-reversibility, and other hypotheses
Racine, Jeffrey; Maasoumi, Esfandiar - In: Journal of econometrics 138 (2007) 2, pp. 547-567
Persistent link: https://www.econbiz.de/10003464306
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A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - In: Journal of econometrics 177 (2013) 2, pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.; Diebold, Francis X.; … - In: Journal of econometrics 164 (2011) 1, pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
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Why are estimates of agricultural supply response so variable?
Diebold, Francis X. - In: Journal of econometrics 76 (1997) 1, pp. 357-373
Persistent link: https://www.econbiz.de/10001211352
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - In: Journal of econometrics 105 (2001) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10001617152
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Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
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The measurement and analysis of welfare
Maasoumi, Esfandiar (contributor) - In: Journal of econometrics 50 (1991) 1
Persistent link: https://www.econbiz.de/10001111183
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On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
Cheung, Yin-Wong - In: Journal of econometrics 62 (1994) 2, pp. 301-316
Persistent link: https://www.econbiz.de/10001162295
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Generalized entropy measures of mobility for different sexes and income levels
Maasoumi, Esfandiar - In: Journal of econometrics 43 (1990) 1, pp. 121-133
Persistent link: https://www.econbiz.de/10001163617