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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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Modelling and forecasting government bond spreads in the euro area : a GVAR model
Favero, Carlo A. - In: Journal of econometrics 177 (2013) 2, pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
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Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine; Laeven, Roger J. A.; Pelizzon, Loriana - In: Journal of econometrics 183 (2014) 2, pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
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A tale of two yield curves : modeling the joint term structure of dollar and euro interest rates
Egorov, Alexej V.; Li, Haitao; Ng, David Tat-chee - In: Journal of econometrics 162 (2011) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10009270706
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Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu; Niu, Linlin; Zhang, Chen - In: Journal of econometrics 230 (2022) 1, pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
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Modelling allocative inefficiency in a translog cost function and cost share equations : an exact relationship
Kumbhakar, Subal - In: Journal of econometrics 76 (1997) 1, pp. 351-356
Persistent link: https://www.econbiz.de/10001211355
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Measuring cost efficiency in banking : econometric and linear programming evidence
Ferrier, Gary Donald - In: Journal of econometrics 46 (1990) 1, pp. 229-245
Persistent link: https://www.econbiz.de/10001163569
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Deterministic parametric and nonparametric estimation of efficiency in service production : a comparison
Bjurek, Hans - In: Journal of econometrics 46 (1990) 1, pp. 213-227
Persistent link: https://www.econbiz.de/10001163572
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Production frontiers, panel data, and time-varying technical inefficiency
Kumbhakar, Subal - In: Journal of econometrics 46 (1990) 1, pp. 201-211
Persistent link: https://www.econbiz.de/10001163577