Narrow search
Showing 1 - 10 of 400
Cover Image
Parameter uncertainty and impulse response analysis
Koop, Gary - In: Journal of econometrics 72 (1996) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10001198021
Cover Image
Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
Cover Image
Modeling stochastic and cyclical components of technical change : an application of the Kalman filter
Slade, Margaret Emily - In: Journal of econometrics 3 (1989), pp. 363-383
Persistent link: https://www.econbiz.de/10001063358
Cover Image
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho - In: Journal of econometrics 152 (2009) 2, pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
Cover Image
Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu - In: Journal of econometrics 184 (2015) 2, pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
Cover Image
Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - In: Journal of econometrics 180 (2014) 1, pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
Cover Image
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V. K. - In: Journal of econometrics 178 (2014) 1, pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Cover Image
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
Cover Image
Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - In: Journal of econometrics 178 (2014) 1, pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Cover Image
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10011504522