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Annals issue in honor of George Tiao : statistical learning for dependent data
Chen, Rong (ed.); Tsay, Ruey S. (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012439725
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Trend/cycle decomposition of regime-switching processes
Morley, James C.; Piger, Jeremy Max - In: Journal of econometrics 146 (2008) 2, pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
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Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin - In: Journal of econometrics 146 (2008) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
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Methods for inference in large multiple-equation Markov-switching models
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 146 (2008) 2, pp. 255-274
Persistent link: https://www.econbiz.de/10003782971
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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
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A flexible prior distribution for Markov switching autoregressions with student-t errors
Deschamps, Jean-Philippe - In: Journal of econometrics 133 (2006) 1, pp. 153-190
Persistent link: https://www.econbiz.de/10003354563
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Non-causality in bivariate binary time series
Mosconi, Rocco; Seri, Raffaello - In: Journal of econometrics 132 (2006) 2, pp. 379-407
Persistent link: https://www.econbiz.de/10003348760
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A Bayesian mixed logit-probit model for multinomial choice
Burda, Martin; Harding, Matthew; Hausman, Jerry A. - In: Journal of econometrics 147 (2008) 2, pp. 232-246
Persistent link: https://www.econbiz.de/10003809312
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A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Zhang, Xibin; Brooks, Robert; King, Maxwell L. - In: Journal of econometrics 153 (2009) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10003892641
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A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo; Kohn, Robert; Dijk, Dick van - In: Journal of econometrics 137 (2007) 1, pp. 112-133
Persistent link: https://www.econbiz.de/10003425516