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Estimation of complier expected shortfall treatment effects with a binary instrumental variable
Wei, Bo; Tan, Kean Ming; He, Xuming - In: Journal of econometrics 238 (2024) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10015073859
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Testing for short- and long-run causality : a frequency-domain approach
Breitung, Jörg; Candelon, Bertrand - In: Journal of econometrics 132 (2006) 2, pp. 363-378
Persistent link: https://www.econbiz.de/10003348759
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What does the yield curve tell us about GDP growth?
Ang, Andrew; Piazzesi, Monika; Wei, Min - In: Journal of econometrics 131 (2006) 1/2, pp. 359-403
Persistent link: https://www.econbiz.de/10003298594
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Estimation of income expectations models using expectations and realization data
Dominitz, Jeff - In: Journal of econometrics 102 (2001) 2, pp. 165-195
Persistent link: https://www.econbiz.de/10001580605
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The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. … - In: Journal of econometrics 131 (2006) 1/2, pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
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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
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The surprise element: jumps in interest rates
Das, Sanjiv R. - In: Journal of econometrics 106 (2002) 1, pp. 27-65
Persistent link: https://www.econbiz.de/10001633688
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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
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Modeling college major choices using elicited measures of expectations and counterfactuals
Arcidiacono, Peter; Hotz, Vincent Joseph; Kang, Songman - In: Journal of econometrics 166 (2012) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10009410372
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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