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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.; Ziegel, Johanna F.; Chen, Rui - In: Journal of econometrics 211 (2019) 2, pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
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TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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Consumer preferences and demand systems
Barnett, William A.; Serletis, Apostolos - In: Journal of econometrics 147 (2008) 2, pp. 210-224
Persistent link: https://www.econbiz.de/10003809294
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Learning and the value of information : evidence from health plan report cards
Chernew, Michael; Gowrisankaran, Gautam; Scanlon, Dennis P. - In: Journal of econometrics 144 (2008) 1, pp. 156-174
Persistent link: https://www.econbiz.de/10003723628
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Coherency of the indirect translog demand system with binding nonnegativity constraints
Soest, Arthur van - In: Journal of econometrics 44 (1990) 3, pp. 391-400
Persistent link: https://www.econbiz.de/10001086133
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Aggregation and identification in consumer demand systems
Heineke, John M. - In: Journal of econometrics 44 (1990) 3, pp. 377-390
Persistent link: https://www.econbiz.de/10001086134
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Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Journal of econometrics 240 (2024) 2, pp. 1-45
Persistent link: https://www.econbiz.de/10015075135
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Reinforced urn processes for credit risk models
Peluso, Stefano; Mira, Antonietta; Mulière, Pietro - In: Journal of econometrics 184 (2015) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10011326824
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Estimating demand systems and measuring consumer preferences
Slottje, Daniel Jonathan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003809044