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Phillips, Peter C. B.
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Journal of econometrics
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Estimation of quantity games in the presence of indivisibilities and heterogeneous firms
Davis, Peter
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 187-214
Persistent link: https://www.econbiz.de/10003368423
Saved in:
4
The estimation of transaction costs in arbitrage models
Spiller, Pablo T.
- In:
Journal of econometrics
3
(
1988
),
pp. 309-326
Persistent link: https://www.econbiz.de/10001052238
Saved in:
5
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
Saved in:
6
A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi
- In:
Journal of econometrics
37
(
1988
)
3
,
pp. 389-393
Persistent link: https://www.econbiz.de/10003712704
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7
Manipulation of the running variable in the regression discontinuity design : a density test
McCrary, Justin
- In:
Journal of econometrics
142
(
2008
)
2
,
pp. 698-714
Persistent link: https://www.econbiz.de/10003645812
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8
The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
Saved in:
9
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
Saved in:
10
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
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