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ECONIS (ZBW)
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1
Heterogeneous information arrival and option pricing
Asea, Patrick K.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001336944
Saved in:
2
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
3
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
Saved in:
4
Knowledge spillovers in US patents : a dynamic patent intensity model with secret common innovation factors
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 14-32
Persistent link: https://www.econbiz.de/10008839946
Saved in:
5
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
Saved in:
6
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
Mosconi, Rocco
;
Paruolo, Paolo
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 271-276
Persistent link: https://www.econbiz.de/10011818791
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7
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
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8
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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9
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
Saved in:
10
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
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