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Testing affine term structure models in case of transaction costs
Driessen, Joost; Melenberg, Bertrand; Nijman, Theodore E. - In: Journal of econometrics 126 (2005) 1, pp. 201-232
Persistent link: https://www.econbiz.de/10002538651
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Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus; Voigt, Stefan - In: Journal of econometrics 212 (2019) 1, pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
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Explaining individual response using aggregated data
Dijk, Bram van; Paap, Richard - In: Journal of econometrics 146 (2008) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10003778181
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A size correction to the Lagrange multiplier test for heteroskedasticity
Honda, Yuzo - In: Journal of econometrics 3 (1988), pp. 379-386
Persistent link: https://www.econbiz.de/10001046318
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Identification information and instruments in linear econometric models with rational expectations
Turkington, Darrell A. - In: Journal of econometrics 3 (1988), pp. 361-373
Persistent link: https://www.econbiz.de/10001046319
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Bayes prediction regressions with elliptical errors
Chib, Siddhartha - In: Journal of econometrics 3 (1988), pp. 349-360
Persistent link: https://www.econbiz.de/10001046320
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Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
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Adaptive estimation of regression models via moment restrictions
Newey, Whitney K. - In: Journal of econometrics 3 (1988), pp. 301-339
Persistent link: https://www.econbiz.de/10001046322