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Monte Carlo inference in econometric models with symmetric stable disturbances
Tsionas, Efthymios G. - In: Journal of econometrics 88 (1999) 2, pp. 365-401
Persistent link: https://www.econbiz.de/10001252778
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A solution to the global identification problem in DSGE models
Kocięcki, Andrzej; Kolasa, Marcin - In: Journal of econometrics 236 (2023) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10014365479
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Stochastic approach to computation of purchasing power parities in the International Comparison Program (ICP)
Prasada Rao, D. S.; Hajargasht, Gholamreza - In: Journal of econometrics 191 (2016) 2, pp. 414-425
Persistent link: https://www.econbiz.de/10011610631
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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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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
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Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem - In: Journal of econometrics 71 (1996) 1, pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
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Mobility measurement, transition matrices and statistical inference
Formby, John P.; Smith, W. James; Zheng, Buhong - In: Journal of econometrics 120 (2004) 1, pp. 181-205
Persistent link: https://www.econbiz.de/10001998954
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Price dynamics, retail chains and inflation measurement
Nakamura, Alice Orcutt; Nakamura, Emi; Nakamura, … - In: Journal of econometrics 161 (2011) 1, pp. 47-55
Persistent link: https://www.econbiz.de/10009242210
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Causality effects in return volatility measures with random times
Renault, Eric; Werker, Bas J. M. - In: Journal of econometrics 160 (2011) 1, pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
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Bootstrapping realized multivariate volatility measures
Dovonon, Prosper; Gonçalves, Sílvia; Meddahi, Nour - In: Journal of econometrics 172 (2013) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10009702319