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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
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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
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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
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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
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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
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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
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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
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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
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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
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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