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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
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Dynamic models for fixed-income portfolio management under uncertainty
Zenios, Stauros Andrea (contributor) - In: Journal of economic dynamics & control 22 (1998) 10, pp. 1517-1541
Persistent link: https://www.econbiz.de/10001246825
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Stochastic dominance tests
Topaloglou, Nikolas; Tsionas, Efthymios G. - In: Journal of economic dynamics & control 112 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012502317
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Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark; Zito, John - In: Journal of economic dynamics & control 113 (2020), pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
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Calibration of stochastic volatility models : a Tikhonov regularization approach
Dai, Min; Tang, Ling; Yue, Xingye - In: Journal of economic dynamics & control 64 (2016), pp. 66-81
Persistent link: https://www.econbiz.de/10011708221
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Estimation of a generalized random-effects model : some ECME algorithms and Monte Carlo evidence
Phillips, Robert F. - In: Journal of economic dynamics & control 28 (2004) 9, pp. 1801-1824
Persistent link: https://www.econbiz.de/10001998504
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2599-2636
Persistent link: https://www.econbiz.de/10003499200
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Adaptive control in the presence of time-varying parameters
Tucci, Marco Paolo - In: Journal of economic dynamics & control 22 (1997) 1, pp. 39-47
Persistent link: https://www.econbiz.de/10001229407
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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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Robust measurement of (heavy-tailed) risks : theory and implementation
Schneider, Judith Christiane; Schweizer, Nikolaus - In: Journal of economic dynamics & control 61 (2015), pp. 152-182
Persistent link: https://www.econbiz.de/10011589518