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Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter; Cavaliere, Giuseppe; Georgiev, Iliyan - In: Journal of econometrics 224 (2021) 1, pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
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Identification of structural Vector Autoregressions through higher unconditional moments
Guay, Alain - In: Journal of econometrics 225 (2021) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10013279004
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Feedback in panel data models
Chamberlain, Gary - In: Journal of econometrics 226 (2022) 1, pp. 4-20
Persistent link: https://www.econbiz.de/10013440502
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Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald - In: Journal of econometrics 228 (2022) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
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An incidental parameters free inference approach for panels with common shocks
Juodis, Artūras; Sarafidis, Vasilis - In: Journal of econometrics 229 (2022) 1, pp. 19-54
Persistent link: https://www.econbiz.de/10013441827
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Stationary vine copula models for multivariate time series
Nagler, Thomas; Krüger, Daniel; Min, Aleksey - In: Journal of econometrics 227 (2022) 2, pp. 305-324
Persistent link: https://www.econbiz.de/10013441987