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A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 135 (2006) 1/2, pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
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Time-series estimation of the effects of natural experiments
White, Halbert - In: Journal of econometrics 135 (2006) 1/2, pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
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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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Bayesian non-parametric signal extraction for Gaussian time series
Macaro, Christian - In: Journal of econometrics 157 (2010) 2, pp. 381-395
Persistent link: https://www.econbiz.de/10008662988
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Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
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Short and long run causality measures : theory and inference
Dufour, Jean-Marie; Taamouti, Abderrahim - In: Journal of econometrics 154 (2010) 1, pp. 42-58
Persistent link: https://www.econbiz.de/10003931784
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Activity signature functions for high-frequency data analysis
Todorov, Viktor; Tauchen, George Eugene - In: Journal of econometrics 154 (2010) 2, pp. 125-138
Persistent link: https://www.econbiz.de/10003940085
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Exponential Series Estimator of multivariate densities
Wu, Ximing - In: Journal of econometrics 156 (2010) 2, pp. 354-366
Persistent link: https://www.econbiz.de/10008648808
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Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis - In: Journal of econometrics 156 (2010) 2, pp. 239-259
Persistent link: https://www.econbiz.de/10008648830
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Averaging estimators for autoregressions with a near unit root
Hansen, Bruce E. - In: Journal of econometrics 158 (2010) 1, pp. 142-155
Persistent link: https://www.econbiz.de/10008826867