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The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay - In: Journal of econometrics 83 (1998) 1, pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
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Heterogeneous information arrival and option pricing
Asea, Patrick K. - In: Journal of econometrics 83 (1998) 1, pp. 291-323
Persistent link: https://www.econbiz.de/10001336944
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Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi - In: Journal of econometrics 83 (1998) 1, pp. 263-290
Persistent link: https://www.econbiz.de/10001336945
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Finite sample moments results for the quasi-FIML estimator of the reduced form : the linear case
MacCarthy, Michael D. - In: Journal of econometrics 83 (1998) 1, pp. 239-262
Persistent link: https://www.econbiz.de/10001336946
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Model specification and endogeneity
Nakamura, Alice Orcutt - In: Journal of econometrics 83 (1998) 1, pp. 213-237
Persistent link: https://www.econbiz.de/10001336947
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The finite sample properties of simultaneous equations' estimates and estimators : Bayesian and non-Bayesian approaches
Zellner, Arnold - In: Journal of econometrics 83 (1998) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10001336948
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Identification and Kullback information in the GLSEM
Dhrymes, Phoebus J. - In: Journal of econometrics 83 (1998) 1, pp. 163-184
Persistent link: https://www.econbiz.de/10001336949
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Quasi-rational expectations, an alternative to fully rational expectations : an application to US beef cattle supply
Nerlove, Marc L. - In: Journal of econometrics 83 (1998) 1, pp. 129-161
Persistent link: https://www.econbiz.de/10001336950
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Business cycle analysis without much theory : a look at structural VARs
Cooley, Thomas F. - In: Journal of econometrics 83 (1998) 1, pp. 57-88
Persistent link: https://www.econbiz.de/10001336952
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Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B. - In: Journal of econometrics 83 (1998) 1, pp. 21-56
Persistent link: https://www.econbiz.de/10001336953