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Testing affine term structure models in case of transaction costs
Driessen, Joost; Melenberg, Bertrand; Nijman, Theodore E. - In: Journal of econometrics 126 (2005) 1, pp. 201-232
Persistent link: https://www.econbiz.de/10002538651
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Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus; Voigt, Stefan - In: Journal of econometrics 212 (2019) 1, pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
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VARs, common factors and the empirical validation of equilibrium business cycle models
Giannone, Domenico; Reichlin, Lucrezia; Sala, Luca - In: Journal of econometrics 132 (2006) 1, pp. 257-279
Persistent link: https://www.econbiz.de/10003320265
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A characterization of vector autoregressive processes with common cyclical features
Franchi, Massimo; Paruolo, Paolo - In: Journal of econometrics 163 (2011) 1, pp. 105-117
Persistent link: https://www.econbiz.de/10009270438
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An I(d) model with trend and cycles
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 163 (2011) 2, pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
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Nonconvexities, labor hoarding, technology shocks, and procyclical productivity : a structural econometric analysis
Chirinko, Robert S. - In: Journal of econometrics 66 (1995) 1, pp. 61-98
Persistent link: https://www.econbiz.de/10001174123
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Business cycle durations
Filardo, Andrew J. - In: Journal of econometrics 85 (1998) 1, pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
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On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric - In: Journal of econometrics 79 (1997) 2, pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
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Business cycle analysis without much theory : a look at structural VARs
Cooley, Thomas F. - In: Journal of econometrics 83 (1998) 1, pp. 57-88
Persistent link: https://www.econbiz.de/10001336952
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Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel; Timmermann, Allan - In: Journal of econometrics 103 (2001) 1/2, pp. 259-306
Persistent link: https://www.econbiz.de/10001585367