Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
---|---|---|---|
1 |
Material Type: Article
|
Asymptotics for out of sample tests of Granger causalityJournal of econometrics, 2007-10, Vol.140 (2), p.719-752 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2006.07.020Digital Resources/Online E-Resources |
|
2 |
Material Type: Article
|
Quasi-maximum likelihood estimation of volatility with high frequency dataJournal of econometrics, 2010-11, Vol.159 (1), p.235-250 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.07.002Digital Resources/Online E-Resources |
|
3 |
Material Type: Article
|
Instrumental quantile regression inference for structural and treatment effect modelsJournal of econometrics, 2006-06, Vol.132 (2), p.491-525 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2005.02.009Digital Resources/Online E-Resources |
|
4 |
Material Type: Article
|
Assessing value at risk with CARE, the Conditional Autoregressive Expectile modelsJournal of econometrics, 2009-06, Vol.150 (2), p.261-270 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.12.002Digital Resources/Online E-Resources |
|
5 |
Material Type: Article
|
Maximum entropy autoregressive conditional heteroskedasticity modelJournal of econometrics, 2009-06, Vol.150 (2), p.219-230 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.12.014Digital Resources/Online E-Resources |
|
6 |
Material Type: Article
|
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetriesJournal of econometrics, 2008-11, Vol.147 (1), p.104-119 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.09.032Digital Resources/Online E-Resources |
|
7 |
Material Type: Article
|
Fixed effects estimation of structural parameters and marginal effects in panel probit modelsJournal of econometrics, 2009-05, Vol.150 (1), p.71-85 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2009.02.007Digital Resources/Online E-Resources |
|
8 |
Material Type: Article
|
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approachJournal of econometrics, 2008-09, Vol.146 (1), p.26-43 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.06.002Digital Resources/Online E-Resources |
|
9 |
Material Type: Article
|
Predictable returns and asset allocation: Should a skeptical investor time the market?Journal of econometrics, 2009-02, Vol.148 (2), p.162-178 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.10.009Digital Resources/Online E-Resources |
|
10 |
Material Type: Article
|
Marketing models of consumer heterogeneityJournal of econometrics, 1999-03, Vol.89 (1/2), p.57-78 [Peer Reviewed Journal]Copyright Elsevier Sequoia S.A. Mar/Apr 1999 ;ISSN: 0304-4076 ;EISSN: 1872-6895 ;CODEN: JECMB6Full text available |
|
11 |
Material Type: Article
|
Fractionally integrated generalized autoregressive conditional heteroskedasticityJournal of econometrics, 1996-09, Vol.74 (1), p.3-30 [Peer Reviewed Journal]1996 ;Copyright Elsevier Sequoia S.A. Sep 1996 ;ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(95)01749-6 ;CODEN: JECMB6Full text available |
|
12 |
Material Type: Article
|
The surprise element: jumps in interest ratesJournal of econometrics, 2002, Vol.106 (1), p.27-65 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(01)00085-9Digital Resources/Online E-Resources |
|
13 |
Material Type: Article
|
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimationJournal of econometrics, 2009-11, Vol.153 (1), p.21-32 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2009.04.004Digital Resources/Online E-Resources |
|
14 |
Material Type: Article
|
Modeling the diffusion of scientific publicationsJournal of econometrics, 2007-08, Vol.139 (2), p.376-390 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2006.10.021Digital Resources/Online E-Resources |
|
15 |
Material Type: Article
|
A nonlinear autoregressive conditional duration model with applications to financial transaction dataJournal of econometrics, 2001-08, Vol.104 (1), p.179-207 [Peer Reviewed Journal]2001 Elsevier Science S.A. ;2001 INIST-CNRS ;Copyright Elsevier Sequoia S.A. Aug 2001 ;ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(01)00063-X ;CODEN: JECMB6Full text available |
|
16 |
Material Type: Article
|
GLS detrending, efficient unit root tests and structural changeJournal of econometrics, 2003-07, Vol.115 (1), p.1-27 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(03)00090-3Digital Resources/Online E-Resources |
|
17 |
Material Type: Article
|
Bayesian analysis of the ordered probit model with endogenous selectionJournal of econometrics, 2008-04, Vol.143 (2), p.334-348 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2007.11.001Digital Resources/Online E-Resources |
|
18 |
Material Type: Article
|
Multivariate contemporaneous-threshold autoregressive modelsJournal of econometrics, 2011-02, Vol.160 (2), p.311-325 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.09.011Digital Resources/Online E-Resources |
|
19 |
Material Type: Article
|
Nonlinear models for strongly dependent processes with financial applicationsJournal of econometrics, 2008-11, Vol.147 (1), p.60-71 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.09.034Digital Resources/Online E-Resources |
|
20 |
Material Type: Article
|
Speed of adjustment in cointegrated systemsJournal of econometrics, 2010-09, Vol.158 (1), p.130-141 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.020Digital Resources/Online E-Resources |