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ECONIS (ZBW)
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1
High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice
Uematsu, Yoshimasa
;
Tanaka, Shinya
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 34-56
Persistent link: https://www.econbiz.de/10012166649
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2
Cointegration and
sampling
frequency
Chambers, Marcus J.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 156-185
Persistent link: https://www.econbiz.de/10009381884
Saved in:
3
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
4
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
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5
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
6
Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
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7
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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8
A note on the estimation of mixture models under endogenous
sampling
Silva, João Santos
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 46-52
Persistent link: https://www.econbiz.de/10001781040
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9
Two-step series estimation of sample selection models
Newey, Whitney K.
- In:
The econometrics journal
12
(
2009
),
pp. 217-229
Persistent link: https://www.econbiz.de/10003876474
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10
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
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