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ECONIS (ZBW)
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1
A semiparametric single index model with heterogeneous impacts on an unobserved variable
Lee, Jiyon
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 13-36
Persistent link: https://www.econbiz.de/10011326821
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2
On the properties of the coefficient of determination in regression models with infinite variance variables
Kurz-Kim, Jeong-Ryeol
;
Loretan, Mico
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10010473444
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3
Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio
;
Garcia, René
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 519-537
Persistent link: https://www.econbiz.de/10009686763
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4
Generalized spectral estimation of the consumption-based asset pricing model
Berkowitz, Jeremy
- In:
Journal of econometrics
104
(
2001
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001606582
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5
Estimation of affine asset pricing models using the empirical characteristic function
Singleton, Kenneth J.
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10001575288
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6
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10001755360
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7
On the functional estimation of jump-diffusion models
Bandi, Federico M.
;
Nguyen, Thong H.
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 293-328
Persistent link: https://www.econbiz.de/10001772153
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8
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
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9
Generalized aggregation of misspecified models : with an application to asset pricing
Gospodinov, Nikolaj
;
Maasoumi, Esfandiar
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10012619705
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10
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
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