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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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Non-negativity conditions for the hyperbolic GARCH model
Conrad, Christian - In: Journal of econometrics 157 (2010) 2, pp. 441-457
Persistent link: https://www.econbiz.de/10008662982
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren - In: Journal of econometrics 158 (2010) 2, pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
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Akaike-type criteria and the reliability of inference : model selection versus statistical model specification
Spanos, Aris - In: Journal of econometrics 158 (2010) 2, pp. 204-220
Persistent link: https://www.econbiz.de/10008839971
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Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
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Moment restriction-based econometric methods
Kunitomo, Naoto (contributor) - 2011
Persistent link: https://www.econbiz.de/10009374508
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Moment restriction-based econometric methods : an overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - In: Journal of econometrics 165 (2011) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
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Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 161 (2011) 2, pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
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Model selection criteria in multivariate models with multiple structural changes
Kurozumi, Eiji; Tuvaandorj, Purevdorj - In: Journal of econometrics 164 (2011) 2, pp. 218-238
Persistent link: https://www.econbiz.de/10009301938
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Confronting model misspecification in macroeconomics
Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 171 (2012) 2, pp. 167-184
Persistent link: https://www.econbiz.de/10009691164