Narrow search
Showing 1 - 10 of 114
Cover Image
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
Cover Image
Bootstrap-based bias correction for dynamic panels
Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1160-1184
Persistent link: https://www.econbiz.de/10003443366
Cover Image
Testing for sign and amplitude asymmetries using threshold autoregressions
Coakley, Jerry; Fuertes, Ana María - In: Journal of economic dynamics & control 30 (2006) 4, pp. 623-654
Persistent link: https://www.econbiz.de/10003305474
Cover Image
Drift and breaks in labor productivity
Benati, Luca - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2847-2877
Persistent link: https://www.econbiz.de/10003499209
Cover Image
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
Cover Image
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
Cover Image
Multivariate detrending under common trend restrictions : implications bur business cycle research
Kozicki, Sharon - In: Journal of economic dynamics & control 23 (1999) 7, pp. 997-1028
Persistent link: https://www.econbiz.de/10001379552
Cover Image
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
Cover Image
Low frequency filtering and real business cycles
King, Robert G. - In: Journal of economic dynamics & control 17 (1993) 1, pp. 207-231
Persistent link: https://www.econbiz.de/10001136221
Cover Image
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