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1
Term structure analysis with big data : one-step
estimation
using
bond
prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
Saved in:
2
Maximum score
estimation
of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
Saved in:
3
Augmented factor models with applications to validating market risk factors and forecasting
bond
risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
4
Real-time Bayesian learning and
bond
return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
5
Subjective
mortality
risk and bequests
Gan, Li
;
Gong, Guan
;
Hurd, Michael D.
;
McFadden, Daniel
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 514-525
Persistent link: https://www.econbiz.de/10011503653
Saved in:
6
Diagnostic testing for
cointegration
Robinson, Peter M.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 206-225
Persistent link: https://www.econbiz.de/10003722599
Saved in:
7
Residual log-periodogram inference for long-run relationships
Hassler, Uwe
;
Mármol, Francesc
;
Valasco, Carlos
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
Saved in:
8
Inference on one-way effect and evidence in Japanese macroeconomic data
Yao, Feng
;
Hosoya, Yuzo
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001497780
Saved in:
9
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
Saved in:
10
Tests of cointegrating rank with a trend-break
Inoue, Atsushi
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
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