Narrow search
Showing 1 - 10 of 482
Cover Image
Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu - In: Journal of econometrics 184 (2015) 2, pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
Cover Image
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav; Hansen, Lars Peter - In: Journal of econometrics 183 (2014) 1, pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
Cover Image
Parameter uncertainty and impulse response analysis
Koop, Gary - In: Journal of econometrics 72 (1996) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10001198021
Cover Image
Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei; Li, Kunpeng; Li, Qi; Ouyang, Min - In: Journal of econometrics 221 (2021) 2, pp. 483-509
Persistent link: https://www.econbiz.de/10012619246
Cover Image
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
Cover Image
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 196 (2017) 1, pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Cover Image
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano; Sivec, Vasja - In: Journal of econometrics 193 (2016) 2, pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Cover Image
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik; Dijk, Dick van - In: Journal of econometrics 236 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Cover Image
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene - In: Journal of econometrics 235 (2023) 2, pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Cover Image
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.; Ng, Serena - In: Journal of econometrics 235 (2023) 1, pp. 180-201
Persistent link: https://www.econbiz.de/10014434389