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Inference in multivariate student t models with serial correlation and dynamic heteroskedasticity
Breusch, Trevor S. - 1993
Persistent link: https://www.econbiz.de/10000877369
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The multivariate student t model in robust inference and data analysis
Breusch, Trevor S. - 1993
Persistent link: https://www.econbiz.de/10000883825
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Shocking stories
Levtchenkova, S.; Pagan, Adrian R.; Robertson, John C. - In: Journal of economic surveys 12 (1998) 5, pp. 507-532
Persistent link: https://www.econbiz.de/10001400861
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Resolving the liquidity effect
Pagan, Adrian R. - In: Review / Federal Reserve Bank of St. Louis 77 (1995) 3, pp. 33-54
Persistent link: https://www.econbiz.de/10001333486
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Improving forecasts of the federal funds rate in a policy model
Robertson, John C.; Tallman, Ellis W. - 1999
Persistent link: https://www.econbiz.de/10001372295
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Modeling exchange rate dynamics : non-linear dependence and thick tails
MacGuirk, Anya M.; Robertson, John C.; Spanos, Aris - In: Econometric reviews 12 (1993) 1, pp. 33-63
Persistent link: https://www.econbiz.de/10001141851
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Using federal funds futures to predict Federal Reserve actions
Robertson, John C. - In: Review / Federal Reserve Bank of St. Louis 79 (1997) 6, pp. 45-53
Persistent link: https://www.econbiz.de/10001241107
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Modelling common linear dynamics : a critical review
Breusch, Trevor S. - 1994
Persistent link: https://www.econbiz.de/10000895692
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Misspecification testing in systems of equations
Robertson, John C. - 1992
Persistent link: https://www.econbiz.de/10000869556
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Forecasting using relative entropy
Robertson, John C.; Tallman, Ellis W.; Whiteman, Charles H. - 2002
Persistent link: https://www.econbiz.de/10001718049