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The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa; Zivot, Eric; Creal, Drew - In: Journal of econometrics 146 (2008) 2, pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
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Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin - In: Journal of econometrics 146 (2008) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
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Restricted Kalman filtering revisited
Pizzinga, Adrian; Fernandes, Cristiano Augusto Coelho; … - In: Journal of econometrics 144 (2008) 2, pp. 428-429
Persistent link: https://www.econbiz.de/10003774658
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Central limit theorems and uniform laws of large numbers for arrays of random fields
Jenish, Nazgul; Prucha, Ingmar R. - In: Journal of econometrics 150 (2009) 1, pp. 86-98
Persistent link: https://www.econbiz.de/10003847514
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Stochastic model specification search for Gaussian and partial non-Gaussian state space models
Frühwirth-Schnatter, Sylvia; Wagner, Helga - In: Journal of econometrics 154 (2010) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10003931791
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Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Zhou, Yong; Wan, Alan T. K.; Xie, Shangyu; Wang, Xiaojing - In: Journal of econometrics 159 (2010) 1, pp. 183-201
Persistent link: https://www.econbiz.de/10008839929
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Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - In: Journal of econometrics 140 (2007) 2, pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
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Trends and cycles in economic time series : a Bayesina approach
Harvey, Andrew C.; Trimbur, Thomas M.; Dijk, Herman K. van - In: Journal of econometrics 140 (2007) 2, pp. 618-649
Persistent link: https://www.econbiz.de/10003569916
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Extracting a common stochastic trend : theory with some applications
Chang, Yoosoon; Miller, J. Isaac; Park, Joon Y. - In: Journal of econometrics 150 (2009) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10003858585
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The random coefficients logit model is identified
Fox, Jeremy T.; Kim, Kyoo Il; Ryan, Stephen; Bajari, … - In: Journal of econometrics 166 (2012) 2, pp. 204-212
Persistent link: https://www.econbiz.de/10009509232