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Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
Aradillas-López, Andrés - In: Journal of econometrics 221 (2021) 1, pp. 25-42
Persistent link: https://www.econbiz.de/10012618793
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Robust inference for moment condition models without rational expectations
Chen, Xiaohong; Hansen, Lars Peter; Hansen, Peter G. - In: Journal of econometrics 243 (2024) 1/2, pp. 1-32
Persistent link: https://www.econbiz.de/10015075243
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Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim; Wright, Jonathan H. - In: Journal of econometrics 98 (2000) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
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Monte Carlo inference in econometric models with symmetric stable disturbances
Tsionas, Efthymios G. - In: Journal of econometrics 88 (1999) 2, pp. 365-401
Persistent link: https://www.econbiz.de/10001252778
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The predictive ability of several models of exchange rate volatility
West, Kenneth D. - In: Journal of econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
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A test for volatility spillover with application to exchange rates
Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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Experimental and non-experimental evaluation of economic policy and models
Ham, John C. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002526525
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A solution to the global identification problem in DSGE models
Kocięcki, Andrzej; Kolasa, Marcin - In: Journal of econometrics 236 (2023) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10014365479
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Cointegration in a historical perspective
Boswijk, Herman Peter; Franses, Philip Hans; Dijk, Dick van - In: Journal of econometrics 158 (2010) 1, pp. 156-159
Persistent link: https://www.econbiz.de/10008826866
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Infinite-dimensional VARs and factor models
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 163 (2011) 1, pp. 4-22
Persistent link: https://www.econbiz.de/10009270601