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Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1994
Persistent link: https://www.econbiz.de/10000147454
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Interpreting cointegrated models
Campbell, John Y.; Shiller, Robert J. - 1988
Persistent link: https://www.econbiz.de/10000753535
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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The comovements between real activity and prices at different business cycle frequences
Den Haan, Wouter J. - 1996
Persistent link: https://www.econbiz.de/10000588582
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Modeling model uncertainty
Onatski, Alexei; Williams, Noah - 2003
Persistent link: https://www.econbiz.de/10001746748
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Tempered particle filtering
Herbst, Edward P.; Schorfheide, Frank - 2017
Persistent link: https://www.econbiz.de/10011674409
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On the existence and interpretation of a "unit root" in US GNP
DeLong, James Bradford; Summers, Lawrence Henry - 1988
Persistent link: https://www.econbiz.de/10000756186
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Estimating models with intertemporal substitution using aggregate time series data
Eichenbaum, Martin S.; Hansen, Lars Peter - 1987
Persistent link: https://www.econbiz.de/10000723788
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Unit roots in real GNP : do we know, and do we care?
Christiano, Lawrence J.; Eichenbaum, Martin S. - 1989
Persistent link: https://www.econbiz.de/10000775486
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Time-series tests of a non-expected-utility model of asset pricing
Giovannini, Alberto; Jorian, Philippe - 1989
Persistent link: https://www.econbiz.de/10000781817