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Econometric modelling in finance and risk management : an overview
Gao, Jiti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003783777
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Granger causality and the sampling of economic processes
MacCrorie, J. Roderick; Chambers, Marcus J. - In: Journal of econometrics 132 (2006) 2, pp. 311-336
Persistent link: https://www.econbiz.de/10003348756
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Simulation based selection of competing structural econometric models
Li, Tong - In: Journal of econometrics 148 (2009) 2, pp. 114-123
Persistent link: https://www.econbiz.de/10003833747
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Identification of peer effects through social networks
Bramoullé, Yann; Djebbari, Habiba; Fortin, Bernard - In: Journal of econometrics 150 (2009) 1, pp. 41-55
Persistent link: https://www.econbiz.de/10003847504
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GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
Lee, Lung-fei - In: Journal of econometrics 137 (2007) 2, pp. 489-514
Persistent link: https://www.econbiz.de/10003441944
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Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 134 (2006) 2, pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
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A generalized asymmetric Student-t distribution with application to financial econometrics
Zhu, Dongming; Galbraith, John W. - In: Journal of econometrics 157 (2010) 2, pp. 297-305
Persistent link: https://www.econbiz.de/10008663016
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Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
Lee, Lung-fei - In: Journal of econometrics 140 (2007) 2, pp. 333-374
Persistent link: https://www.econbiz.de/10003569871
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Modelling security market events in continuous time : intensity based, multivariate point process models
Bowsher, Clive G. - In: Journal of econometrics 141 (2007) 2, pp. 876-912
Persistent link: https://www.econbiz.de/10003571362
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Fellow's opinion corner : econometric information recovery
Judge, George G. - In: Journal of econometrics 176 (2013) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10009764414