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Phillips, Peter C. B.
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23
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22
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Journal of econometrics
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ECONIS (ZBW)
2,914
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1
Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
Ahn, Hyungtaik
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 337-378
Persistent link: https://www.econbiz.de/10001178180
Saved in:
2
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
3
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
Saved in:
4
Financial factors, macroeconomic information and the expectations
theory
of the term structure of interest rates
Carriero, Andrea
;
Favero, Carlo A.
;
Kaminska, Iryna
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 339-358
Persistent link: https://www.econbiz.de/10003298590
Saved in:
5
The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller
;
Christensen, Bent Jesper
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Saved in:
6
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
Saved in:
7
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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8
Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
Saved in:
9
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
10
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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