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Business-cycle consumption risk and asset prices
Bandi, Federico M.; Tamoni, Andrea - In: Journal of econometrics 237 (2023) 2,3, pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.; Patton, Andrew J.; Sheppard, Kevin - In: Journal of econometrics 187 (2015) 1, pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
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Consistent ranking of volatility models
Hansen, Peter Reinhard; Lunde, Asger - In: Journal of econometrics 131 (2006) 1/2, pp. 97-121
Persistent link: https://www.econbiz.de/10003298566
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Incentives, search engines, and the elicitation of subjective beliefs : evidence from representative online survey experiments
Grewenig, Elisabeth; Lergetporer, Philipp; Werner, Katharina - In: Journal of econometrics 231 (2022) 1, pp. 304-326
Persistent link: https://www.econbiz.de/10013441988
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The long-run cost of job loss as measured by consumption changes
Browning, Martin James; Crossley, Thomas F. - In: Journal of econometrics 145 (2008) 1/2, pp. 109-120
Persistent link: https://www.econbiz.de/10003776067
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An evaluation of financial institutions : impact on consumption and investment using panel data and the theory of risk-bearing
Alem, Mauro; Townsend, Robert M. - In: Journal of econometrics 183 (2014) 1, pp. 91-103
Persistent link: https://www.econbiz.de/10010506082
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Semiparametric estimates and tests of base-independent equivalence scales
Pendakur, Krishna - In: Journal of econometrics 88 (1999) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10001250281
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Estimation of household demand systems with theoretically compatible Engel curves and unit value specifications
Crawford, Ian; Laisney, François; Preston, Ian - In: Journal of econometrics 114 (2003) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10001750804
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Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence
Gregory, Allan W.; Lamarche, Jean-François; Smith, … - In: Journal of econometrics 107 (2002) 1/2, pp. 213-233
Persistent link: https://www.econbiz.de/10001651284
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A pair-wise approach to testing for output and growth convergence
Pesaran, M. Hashem - In: Journal of econometrics 138 (2007) 1, pp. 312-355
Persistent link: https://www.econbiz.de/10003451763