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Testing the rationality of survey data using the weighted double-bootstrapped method of moments
Jeong, Jinook - In: The review of economics and statistics 78 (1996) 2, pp. 296-302
Persistent link: https://www.econbiz.de/10001222835
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Simultaneous confidence regions for impulse responses
Jordà, Òscar - In: The review of economics and statistics 91 (2009) 3, pp. 629-647
Persistent link: https://www.econbiz.de/10003880349
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Dynamic hierarchical factor models
Mönch, Emanuel; Ng, Serena; Potter, Simon M. - In: The review of economics and statistics 95 (2013) 5, pp. 1811-1817
Persistent link: https://www.econbiz.de/10010350633
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Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan; Lucas, André; Scharth, Marcel - In: The review of economics and statistics 98 (2016) 1, pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
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The econometrics of the Hodrick-Prescott filter
Jong, Robert M. de; Sakarya, Neslihan - In: The review of economics and statistics 98 (2016) 2, pp. 310-317
Persistent link: https://www.econbiz.de/10011477245
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Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models
Hong, Yongmiao; Lee, Tae-hwy - In: The review of economics and statistics 86 (2004) 3, pp. 840
Persistent link: https://www.econbiz.de/10002223498
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Finding cointegration rank in high dimensional systems using the Johansen test : an illustration using data based Monte Carlo simulations
Ho, Mun S. - In: The review of economics and statistics 78 (1996) 4, pp. 726-732
Persistent link: https://www.econbiz.de/10001209682
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On adjustment the Hodrick-Prescott filter for frequency observations
Ravn, Morten O.; Uhlig, Harald - In: The review of economics and statistics 84 (2002) 2, pp. 371-376
Persistent link: https://www.econbiz.de/10001692263
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General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.; Trimbur, Thomas M. - In: The review of economics and statistics 85 (2003) 2, pp. 244-255
Persistent link: https://www.econbiz.de/10001762174
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Cyclical properties of Baxter-King filtered time series
Murray, Christian J. - In: The review of economics and statistics 85 (2003) 2, pp. 472-476
Persistent link: https://www.econbiz.de/10001762843