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1
Marginalization and contemporaneous
aggregation
in multivariate GARCH processes
Nijman, Theodore E.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
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2
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
3
Long memory, fractional integration, and cross-sectional
aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011818800
Saved in:
4
The
aggregation
of dynamic relationships caused by incomplete information
Thornton, Michael A.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 342-351
Persistent link: https://www.econbiz.de/10010256845
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
Estimation of fractional integration under temporal
aggregation
Hassler, Uwe
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 240-247
Persistent link: https://www.econbiz.de/10009270641
Saved in:
7
Generating schemes for long memory processes : regimes,
aggregation
and linarity
Davidson, James E. H.
;
Sibbertsen, Philipp
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 253-282
Persistent link: https://www.econbiz.de/10003091350
Saved in:
8
Understanding temporal
aggregation
effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
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9
Consistent model specification tests for time series econometric models
Li, Qi
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
Saved in:
10
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
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