Narrow search
Showing 1 - 6 of 6
Cover Image
Jeffreys prior analysis of the simultaneous equations model in the case with n + 1 endogenous variables
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 111 (2002) 2, pp. 251-283
Persistent link: https://www.econbiz.de/10001715747
Cover Image
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C. - In: Journal of econometrics 87 (1998) 1, pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
Cover Image
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 91 (1999) 2, pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
Cover Image
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina; Distaso, Walter; Swanson, Norman R. - In: Journal of econometrics 150 (2009) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10003858447
Cover Image
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina; Distaso, Walter; Swanson, Norman R. - In: Journal of econometrics 150 (2009) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10008253332
Cover Image
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina; Distaso, Walter; Swanson, Norman R. - In: Journal of econometrics 150 (2009) 2, pp. 119-139
Persistent link: https://www.econbiz.de/10008890764