Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction.
- Published in:
- Journal of Applied Econometrics, 2021, v. 36, n. 5, p. 614, doi. 10.1002/jae.2831
- By:
- Publication type:
- Article
Works matching IS 08837252 AND DT 2021 AND VI 36 AND IP 5
Results: 8
1
2
Measurement of factor strength: Theory and practice.
- Published in:
- Journal of Applied Econometrics, 2021, v. 36, n. 5, p. 587, doi. 10.1002/jae.2830
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- Publication type:
- Article
3
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume.
- Published in:
- Journal of Applied Econometrics, 2021, v. 36, n. 5, p. 544, doi. 10.1002/jae.2829
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- Publication type:
- Article
4
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates.
- Published in:
- Journal of Applied Econometrics, 2021, v. 36, n. 5, p. 495, doi. 10.1002/jae.2828
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- Publication type:
- Article
5
Estimating household consumption insurance.
- Published in:
- Journal of Applied Econometrics, 2021, v. 36, n. 5, p. 628, doi. 10.1002/jae.2820
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- Publication type:
- Article
6
Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data.
- Published in:
- Journal of Applied Econometrics, 2021, v. 36, n. 5, p. 566, doi. 10.1002/jae.2813
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- Publication type:
- Article
7
Focused Bayesian prediction.
- Published in:
- Journal of Applied Econometrics, 2021, v. 36, n. 5, p. 517, doi. 10.1002/jae.2810
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- Publication type:
- Article
8
Issue Information.
- Published in:
- Journal of Applied Econometrics, 2021, v. 36, n. 5, p. 493, doi. 10.1002/jae.2774
- Publication type:
- Article