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Likelihood inference in some finite mixture models

Chen, Xiaohong; Northwestern University / Department of … - In: Journal of econometrics 182 (2014) 1, pp. 87-99

Persistent link: https://www.econbiz.de/10010497117

Interactions between financial markets and macroeconomic variables in EU : a nonlinear modeling approach

Albu, Lucian-Liviu; Lupu, Radu; Călin, Adrian Cantemir - 2015

There is a general acceptance of the fact that a significant direct relationship between financial markets and macroeconomic variables exists, especially by considering the assertion that developed financial markets correspond to high GDP levels. This paper provides an investigation of the...

Persistent link: https://www.econbiz.de/10011480254

Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

Chen, Xiaohong; Christensen, Timothy M. - In: Journal of econometrics 188 (2015) 2, pp. 447-465

Persistent link: https://www.econbiz.de/10011503628

Editorial: Causality, prediction, and specification analysis : recent advances and future directions

Chen, Xiaohong; Swanson, Norman R. - In: Journal of econometrics 182 (2014) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10010497154