Narrow search
Showing 1 - 10 of 1,734
Cover Image
The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T.; Pruitt, Seth - In: Journal of econometrics 186 (2015) 2, pp. 294-316
Persistent link: https://www.econbiz.de/10011349476
Cover Image
Comparing IV with structural models : what simple IV can and cannot identify
Heckman, James J.; Urzua, Sergio - In: Journal of econometrics 156 (2010) 1, pp. 27-37
Persistent link: https://www.econbiz.de/10003978633
Cover Image
Nearest comoment estimation with unobserved factors
Boudt, Kris; Cornilly, Dries; Verdonck, Tim - In: Journal of econometrics 217 (2020) 2, pp. 381-397
Persistent link: https://www.econbiz.de/10012482778
Cover Image
Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the US gasoline market
Radchenko, Stanislav; Tsurumi, Hiroki - In: Journal of econometrics 133 (2006) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10003354223
Cover Image
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B. - In: Journal of econometrics 133 (2006) 1, pp. 273-305
Persistent link: https://www.econbiz.de/10003354577
Cover Image
A fast subsampling method for nonlinear dynamic models
Hong, Han; Scaillet, Olivier - In: Journal of econometrics 133 (2006) 2, pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
Cover Image
A Monte Carlo evaluation of the power of some tests for heteroscedasticity
Griffiths, W. E.; Surekha, K. - In: Journal of econometrics 31 (1986) 2, pp. 219-231
Persistent link: https://www.econbiz.de/10003565341
Cover Image
Time and causality : a Monte Carlo assessment of the timing-of-events approach
Gaure, Simen; Røed, Knut; Zhang, Tao - In: Journal of econometrics 141 (2007) 2, pp. 1159-1195
Persistent link: https://www.econbiz.de/10003571437
Cover Image
A general method for third-order bias and variance corrections on a nonlinear estimator
Yang, Zhenlin - In: Journal of econometrics 186 (2015) 1, pp. 178-200
Persistent link: https://www.econbiz.de/10011349513
Cover Image
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang; Zheng, Xu; Pan, Zhiyuan - In: Journal of econometrics 184 (2015) 1, pp. 124-144
Persistent link: https://www.econbiz.de/10011326801