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The econometrics journal
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ECONIS (ZBW)
93
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1
A mixture-distribution factor model for multivariate outliers
Georgiev, Iliyan
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 605-636
Persistent link: https://www.econbiz.de/10003637660
Saved in:
2
Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
Saved in:
3
Exact formulas for the Hodrick-Prescott filter
McElroy, Tucker
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 209-217
Persistent link: https://www.econbiz.de/10003648736
Saved in:
4
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Brown, Bryan W.
;
Hodgson, Douglas J.
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10003451746
Saved in:
5
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
6
Unit root inference in panel data models where the time-series dimension is fixed : a comparison of different tests
Madsen, Edith
- In:
The econometrics journal
13
(
2010
)
1
,
pp. 63-94
Persistent link: https://www.econbiz.de/10003975648
Saved in:
7
Stationarity of a family of GARCH processes
Liu, Ji-chun
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 436-446
Persistent link: https://www.econbiz.de/10003948829
Saved in:
8
Non-parametric regression with a latent time series
Linton, Oliver
;
Nielsen, Jens Perch
;
Nielsen, Søren Feodor
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
Saved in:
9
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
10
Looking for skewness in financial time series
Grigoletto, Matteo
;
Lisi, Francesco
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 310-323
Persistent link: https://www.econbiz.de/10003875680
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