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Multivariate volatility models

Fengler, Matthias R.; Herwartz, Helmut - 2001

Persistent link: https://www.econbiz.de/10001659915

Handbook of econometrics ; Vol. 5

Heckman, James J. (contributor) - 2001 - 1. ed.

Persistent link: https://www.econbiz.de/10001627129

Comparing dynamic equilibrium economies to data

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2001

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Model instability and choice of observation window

Pesaran, M. Hashem; Timmermann, Allan - 1999

Persistent link: https://www.econbiz.de/10001412208

Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis

Hafner, Christian M.; Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001413478

Treatment effects for discrete outcomes when responses to treatment vary among observationally identical persons : an application to Norwegian vocational rehabilitation programs

Aakvik, Arild; Heckman, James J.; Vytlacil, Edward - 2000

Persistent link: https://www.econbiz.de/10001515193

Simple estimators for treatment parameters in a latent variable framework with an application to estimating the returns to schooling

Heckman, James J.; Tobias, Justin L.; Vytlacil, Edward - 2000

Persistent link: https://www.econbiz.de/10001520893

Neglected heterogeneity and dynamics in cross-country savings regressions

Haque, Nadeem Ul; Pesaran, M. Hashem; Sharma, Sunil - 1999

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Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10001539419

Simulation and estimation of hedonic models

Heckman, James J. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001835951