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Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut; Schlaak, Thore - In: Journal of economic dynamics & control 101 (2019), pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
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An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Belsley, David A. - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1379-1396
Persistent link: https://www.econbiz.de/10001668343
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Adaptive learning in practice
Carceles-Poveda, Eva; Giannitsarou, Chryssi - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2659-2697
Persistent link: https://www.econbiz.de/10003499202
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Hedging using simulation : a least squares approach
Tebaldi, Claudio - In: Journal of economic dynamics & control 29 (2005) 8, pp. 1287-1312
Persistent link: https://www.econbiz.de/10003002256
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Rational bubbles : too many to be true?
Caravello, Tomas E.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of economic dynamics & control 151 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
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Technical progress and aggregate fluctuations
Hansen, Gary D. - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1005-1023
Persistent link: https://www.econbiz.de/10001335985
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Estimation of simultaneous equation models with stochastic trend components
Streibel, Mariane - In: Journal of economic dynamics & control 17 (1993) 1, pp. 263-287
Persistent link: https://www.econbiz.de/10001136218
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A solution to the positivity problem in the state-space approach to modeling vector-valued time series
Vaccaro, Richard J. - In: Journal of economic dynamics & control 17 (1993) 3, pp. 401-421
Persistent link: https://www.econbiz.de/10001140344
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Periodic linear-quadratic methods for modeling seasonality
Todd, Richard M. - In: Journal of economic dynamics & control 14 (1990) 3, pp. 763-795
Persistent link: https://www.econbiz.de/10001092380
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A critique of the application of unit root tests
Cochrane, John H. - In: Journal of economic dynamics & control 15 (1991) 2, pp. 275-284
Persistent link: https://www.econbiz.de/10001099501