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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim; Kinnebrock, Silja; Podolskij, Mark - In: Journal of econometrics 159 (2010) 1, pp. 116-133
Persistent link: https://www.econbiz.de/10008839936
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Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus; Winkelmann, Lars - In: Journal of econometrics 184 (2015) 2, pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
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Fellow's opinion corner : econometric information recovery
Judge, George G. - In: Journal of econometrics 176 (2013) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10009764414
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Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction : editorial
Elliott, Graham; Taylor, Robert - In: Journal of econometrics 178 (2014) 1, pp. 207-209
Persistent link: https://www.econbiz.de/10010256175
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Model selection when there are multiple breaks
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Journal of econometrics 169 (2012) 2, pp. 239-246
Persistent link: https://www.econbiz.de/10009671313
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Annals of econometrics: Contributions to econometrics, time-series analysis, and systems identification ; a Festschrift in honor of Manfred Deistler
Pötscher, Benedikt M. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10001822938
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Nonparametric cointegration analysis
Bierens, Herman J. - In: Journal of econometrics 77 (1997) 2, pp. 379-404
Persistent link: https://www.econbiz.de/10001212837
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Information criteria for selecting possibly misspecified parametric models
Sin, Chor-yiu - In: Journal of econometrics 71 (1996) 1, pp. 207-225
Persistent link: https://www.econbiz.de/10001194736
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Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric - In: Journal of econometrics 62 (1994) 2, pp. 415-442
Persistent link: https://www.econbiz.de/10001162289