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Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus; Winkelmann, Lars - In: Journal of econometrics 184 (2015) 2, pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
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The econometrics of unobservables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - In: Journal of econometrics 200 (2017) 2, pp. 154-168
Persistent link: https://www.econbiz.de/10011917160
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Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor - In: Journal of econometrics 160 (2011) 1, pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
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ß in the tails
Bandi, Federico M.; Renò, Roberto - In: Journal of econometrics 227 (2022) 1, pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
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Annals of applied econometrics
Amsterdam : North-Holland Publ. Co. - 1979 - 1983
Persistent link: https://www.econbiz.de/10000361268
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ARCH models as diffusion approximations
Nelson, Daniel B. - In: Journal of econometrics 45 (1990) 1, pp. 7-38
Persistent link: https://www.econbiz.de/10001332081
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Nonclassical demand : a model-free examination of price-quantity relations in the Marseille fish market
Härdle, Wolfgang - In: Journal of econometrics 67 (1995) 1, pp. 227-257
Persistent link: https://www.econbiz.de/10001333010
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On theory testing in econometrics : modeling with nonexperimental data
Spanos, Aris - In: Journal of econometrics 67 (1995) 1, pp. 189-226
Persistent link: https://www.econbiz.de/10001333011
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Comments on testing economic theories and the use of model selection criteria
Granger, C. W. J. - In: Journal of econometrics 67 (1995) 1, pp. 173-187
Persistent link: https://www.econbiz.de/10001333012
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The significance of testing empirical non-nested models
McAleer, Michael - In: Journal of econometrics 67 (1995) 1, pp. 149-171
Persistent link: https://www.econbiz.de/10001333013