Narrow search
Showing 1 - 10 of 1,978
Cover Image
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.; Galeano, Pedro; Peña, Daniel - In: Journal of econometrics 216 (2020) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Cover Image
An I(d) model with trend and cycles
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 163 (2011) 2, pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
Cover Image
Business cycle durations
Filardo, Andrew J. - In: Journal of econometrics 85 (1998) 1, pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
Cover Image
Nonparametric evidence on asymmetry in business cycles using aggregate employment time series
Hussey, Robert Miller - In: Journal of econometrics 51 (1992) 1, pp. 217-231
Persistent link: https://www.econbiz.de/10001118267
Cover Image
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - In: Journal of econometrics 220 (2021) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
Cover Image
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Cover Image
Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - In: Journal of econometrics 231 (2022) 2, pp. 500-519
Persistent link: https://www.econbiz.de/10013464909
Cover Image
Local identifiability of the factor analysis and measurement error model parameter
Wegge, Leon L. - In: Journal of econometrics 70 (1996) 2, pp. 351-382
Persistent link: https://www.econbiz.de/10001192341
Cover Image
Randomization inference for difference-in-differences with few treated clusters
MacKinnon, James G.; Webb, Matthew - In: Journal of econometrics 218 (2020) 2, pp. 435-450
Persistent link: https://www.econbiz.de/10012483166
Cover Image
The generalised autocovariance function
Proietti, Tommaso; Luati, Alessandra - In: Journal of econometrics 186 (2015) 1, pp. 245-257
Persistent link: https://www.econbiz.de/10011349503