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Common factors in conditional distributions for bivariate time series
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - In: Journal of econometrics 132 (2006) 1, pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
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Non-parametric hypothesis testing procedures and applications to demand analysis
Epstein, Larry G.; Yatchew, Adonis J. - In: Journal of econometrics 30 (1985) 1/2, pp. 149-169
Persistent link: https://www.econbiz.de/10003558652
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The sensitivity of extended linear expenditure system household scales to income declaration errors
Cinar, E. Miné - In: Journal of econometrics 34 (1987) 3, pp. 361-372
Persistent link: https://www.econbiz.de/10003513988
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Business-cycle consumption risk and asset prices
Bandi, Federico M.; Tamoni, Andrea - In: Journal of econometrics 237 (2023) 2,3, pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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Sargan densities : which one?
Missiakoulis, Spyros - In: Journal of econometrics 23 (1983) 2, pp. 223-233
Persistent link: https://www.econbiz.de/10002504664
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Short-run labor productivity in a dynamic model
Morrison, C. J.; Berndt, E. R. - In: Journal of econometrics 16 (1981) 3, pp. 339-365
Persistent link: https://www.econbiz.de/10002505794
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Econometric modeling of technical change
Jin, Hui; Jorgenson, Dale Weldeau - In: Journal of econometrics 157 (2010) 2, pp. 205-219
Persistent link: https://www.econbiz.de/10008663054
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Cointegration, long-run structural modelling and weak exogeneity : two models of the UK economy
Jacobs, Jan; Wallis, Kenneth Frank - In: Journal of econometrics 158 (2010) 1, pp. 108-116
Persistent link: https://www.econbiz.de/10008826872
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Dynamic econometric modeling and forecasting
Timmermann, Allan (contributor);  … - 2013
Persistent link: https://www.econbiz.de/10010255249
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Full-information estimates of a nonlinear macroeconometric model
Fair, Ray C.; Parke, William R. - In: Journal of econometrics 13 (1980) 3, pp. 269-291
Persistent link: https://www.econbiz.de/10002131519