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Handbook of economic forecasting ; Volume 2B
Elliott, Graham (ed.); Timmermann, Allan (ed.) - 2013
Persistent link: https://www.econbiz.de/10011484749
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Asymmetric power distribution : theory and applications to risk measurement
Komunjer, Ivana - In: Journal of applied econometrics 22 (2007) 5, pp. 891-921
Persistent link: https://www.econbiz.de/10003550890
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Forecasting with trending data
Elliott, Graham - 2006
Persistent link: https://www.econbiz.de/10003338439
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Testing for a trend with persistent errors
Elliott, Graham - In: Journal of econometrics 219 (2020) 2, pp. 314-328
Persistent link: https://www.econbiz.de/10012483388
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Efficient conditional quantile estimation : the time series case
Komunjer, Ivana (contributor); Vuong, Quang H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003762973
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Semiparametric efficiency bound in time-series models for conditional quantiles
Komunjer, Ivana; Vuong, Quang H. - In: Econometric theory 26 (2010) 2, pp. 383-405
Persistent link: https://www.econbiz.de/10003968595
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Quantile prediction
Komunjer, Ivana - 2013
Persistent link: https://www.econbiz.de/10011507035
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Likelihood ratio testing in linear state space models : an application to dynamic stochastic general equilibrium models
Komunjer, Ivana; Zhu, Yinchu - In: Journal of econometrics 218 (2020) 2, pp. 561-586
Persistent link: https://www.econbiz.de/10012483171
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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447