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Modelling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad; Lucas, André; Vaart, Aad W. van der - In: The econometrics journal 11 (2008) 1, pp. 155-171
Persistent link: https://www.econbiz.de/10003648671
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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 estimation of single-index hazard functions without proportional hazards
Gørgens, Tue - In: The econometrics journal 9 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003320189
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Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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Further results on optimal critical values of pre-test when estimating the regression error variance
Wan, Alan T. K.; Zou, Guohua; Ohtani, Kazuhiro - In: The econometrics journal 9 (2006) 1, pp. 159-176
Persistent link: https://www.econbiz.de/10003320231
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Consistent estimation of binary-choice panel data models with heterogeneous linear trends
Thomas, Alban - In: The econometrics journal 9 (2006) 2, pp. 177-195
Persistent link: https://www.econbiz.de/10003352015
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Joint hypothesis specification for unit root tests with a structural bank
Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: The econometrics journal 9 (2006) 2, pp. 196-224
Persistent link: https://www.econbiz.de/10003352017
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Unit root tests and structural change when the initial observation is drawn from its unconditional distribution
Liu, Hui; Rodriguez, Gabriel - In: The econometrics journal 9 (2006) 2, pp. 225-251
Persistent link: https://www.econbiz.de/10003352019
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Instrumental variables estimation of stationary and non-stationary cointegrating regressions
Robinson, Peter M.; Gerolimetto, Margherita - In: The econometrics journal 9 (2006) 2, pp. 291-306
Persistent link: https://www.econbiz.de/10003352040
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Semiparametric estimation and testing of the trend of temperature series
Gao, Jiti; Hawthorne, Kim - In: The econometrics journal 9 (2006) 2, pp. 332-355
Persistent link: https://www.econbiz.de/10003352060