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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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The common and specific components of dynamic volatility
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver - In: Journal of econometrics 132 (2006) 1, pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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Selection of estimation window in the presence of breaks
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of econometrics 137 (2007) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
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An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-jae - In: Journal of econometrics 154 (2010) 2, pp. 186-202
Persistent link: https://www.econbiz.de/10003940097
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The quantilogram : with an application to evaluating directional predictability
Linton, Oliver; Whang, Yoon-jae - In: Journal of econometrics 141 (2007) 1, pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - In: Journal of econometrics 175 (2013) 2, pp. 94-115
Persistent link: https://www.econbiz.de/10009764422
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Introduction for the annals issue of the Journal of econometrics on "Bayesian models, methods and applications"
Geweke, John; Koop, Gary; Paap, Richard - In: Journal of econometrics 171 (2012) 2, pp. 99-100
Persistent link: https://www.econbiz.de/10009691177
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Bayesian inference in a time varying cointegration model
Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of econometrics 165 (2011) 2, pp. 210-220
Persistent link: https://www.econbiz.de/10009409679
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Large time-varying parameter VARs
Koop, Gary; Korobilis, Dimitris - In: Journal of econometrics 177 (2013) 2, pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
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Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail - In: Journal of econometrics 177 (2013) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10010254881