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ECONIS (ZBW)
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1
Saddlepoint approximations for short and long memory time series : a frequency domain approach
La Vecchia, Davide
;
Ronchetti, Elvezio
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 578-592
Persistent link: https://www.econbiz.de/10012304589
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2
White noise testing and model diagnostic checking for functional time series
Zhang, Xianyang
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 76-95
Persistent link: https://www.econbiz.de/10011705041
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3
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 249-279
Persistent link: https://www.econbiz.de/10012110263
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4
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
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5
Nonparametric tests for tail monotonicity
Berghaus, Betina
;
Bücher, Axel
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
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6
A Simple R-estimation method for semiparametric duration models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 736-749
Persistent link: https://www.econbiz.de/10012483179
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7
The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
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8
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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9
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
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10
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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