Works matching IS 13684221 AND DT 2009 AND VI 12
Results: 41
An arbitrage-free generalized Nelson–Siegel term structure model.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. C33, doi. 10.1111/j.1368-423X.2008.00267.x
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- Publication type:
- Article
Realized kernels in practice: trades and quotes.
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- Econometrics Journal, 2009, v. 12, n. 3, p. C1, doi. 10.1111/j.1368-423X.2008.00275.x
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- Publication type:
- Article
Stationarity of a family of GARCH processes.
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- Econometrics Journal, 2009, v. 12, n. 3, p. 436, doi. 10.1111/j.1368-423X.2009.00294.x
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- Article
The econometrics of mean-variance efficiency tests: a survey.
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- Econometrics Journal, 2009, v. 12, n. 3, p. C65, doi. 10.1111/j.1368-423X.2009.00295.x
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- Article
Identification of peer effects using group size variation.
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- Econometrics Journal, 2009, v. 12, n. 3, p. 397, doi. 10.1111/j.1368-423X.2009.00296.x
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- Article
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term.
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- Econometrics Journal, 2009, v. 12, n. 3, p. 414, doi. 10.1111/j.1368-423X.2009.00297.x
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- Article
Royal Economic Society Annual Conference 2008 Special Issue on Financial Econometrics.
- Published in:
- 2009
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- Publication type:
- Editorial
Errata.
- Published in:
- 2009
- Publication type:
- Correction Notice
Index to The Econometrics Journal Volume 12.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. 449, doi. 10.1111/j.1368-423X.2009.00305.x
- Publication type:
- Article
Non-parametric regression with a latent time series.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 187, doi. 10.1111/j.1368-423X.2009.00278.x
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- Article
Looking for skewness in financial time series.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 310, doi. 10.1111/j.1368-423X.2009.00281.x
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- Article
The empirical process of autoregressive residuals.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 367, doi. 10.1111/j.1368-423X.2009.00282.x
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- Article
Bayesian estimation of a random effects heteroscedastic probit model.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 324, doi. 10.1111/j.1368-423X.2009.00283.x
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- Publication type:
- Article
Multivariate stochastic volatility, leverage and news impact surfaces.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 292, doi. 10.1111/j.1368-423X.2009.00284.x
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- Publication type:
- Article
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 208, doi. 10.1111/j.1368-423X.2009.00286.x
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- Publication type:
- Article
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 340, doi. 10.1111/j.1368-423X.2009.00287.x
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- Publication type:
- Article
On skewness and kurtosis of econometric estimators.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 232, doi. 10.1111/j.1368-423X.2009.00289.x
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- Publication type:
- Article
Multi-tail generalized elliptical distributions for asset returns.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 272, doi. 10.1111/j.1368-423X.2009.00290.x
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- Publication type:
- Article
A note on non-parametric estimation with predicted variables.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 382, doi. 10.1111/j.1368-423X.2009.00291.x
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- Publication type:
- Article
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 248, doi. 10.1111/j.1368-423X.2009.00292.x
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- Publication type:
- Article
More on monotone instrumental variables.
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- Econometrics Journal, 2009, v. 12, p. S200, doi. 10.1111/j.1368-423X.2008.00262.x
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- Publication type:
- Article
Two-step series estimation of sample selection models.
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- Econometrics Journal, 2009, v. 12, p. S217, doi. 10.1111/j.1368-423X.2008.00263.x
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- Publication type:
- Article
Large-sample inference on spatial dependence.
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- Econometrics Journal, 2009, v. 12, p. S68, doi. 10.1111/j.1368-423X.2008.00264.x
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- Publication type:
- Article
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities.
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- Econometrics Journal, 2009, v. 12, p. S172, doi. 10.1111/j.1368-423X.2008.00265.x
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- Publication type:
- Article
Goodness-of-fit tests for functional data.
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- Econometrics Journal, 2009, v. 12, p. S1, doi. 10.1111/j.1368-423X.2008.00266.x
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- Publication type:
- Article
A note on adapting propensity score matching and selection models to choice based samples.
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- Econometrics Journal, 2009, v. 12, p. S230, doi. 10.1111/j.1368-423X.2008.00269.x
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- Publication type:
- Article
Semiparametric cointegrating rank selection.
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- Econometrics Journal, 2009, v. 12, p. S83, doi. 10.1111/j.1368-423X.2008.00270.x
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- Publication type:
- Article
Copula-based nonlinear quantile autoregression.
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- Econometrics Journal, 2009, v. 12, p. S50, doi. 10.1111/j.1368-423X.2008.00274.x
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- Publication type:
- Article
Efficient GMM with nearly-weak instruments.
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- Econometrics Journal, 2009, v. 12, p. S135, doi. 10.1111/j.1368-423X.2009.00279.x
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- Publication type:
- Article
Distribution-free specification tests for dynamic linear models.
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- Econometrics Journal, 2009, v. 12, p. S105, doi. 10.1111/j.1368-423X.2009.00280.x
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- Publication type:
- Article
Testing for volatility interactions in the Constant Conditional Correlation GARCH model.
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- Econometrics Journal, 2009, v. 12, n. 1, p. 147, doi. 10.1111/j.1368-423X.2008.00261.x
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- Publication type:
- Article
Editorial.
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- 2009
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- Publication type:
- Editorial
Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student- t innovations.
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- Econometrics Journal, 2009, v. 12, n. 1, p. 105, doi. 10.1111/j.1368-423X.2008.00253.x
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- Publication type:
- Article
Determining the number of factors in a multivariate error correction–volatility factor model.
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- Econometrics Journal, 2009, v. 12, n. 1, p. 45, doi. 10.1111/j.1368-423X.2008.00259.x
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- Publication type:
- Article
On the impact of error cross-sectional dependence in short dynamic panel estimation.
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- Econometrics Journal, 2009, v. 12, n. 1, p. 62, doi. 10.1111/j.1368-423X.2008.00260.x
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- Publication type:
- Article
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form.
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- Econometrics Journal, 2009, v. 12, p. S19, doi. 10.1111/j.1368-423X.2009.00285.x
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- Publication type:
- Article
Assessing the magnitude of the concentration parameter in a simultaneous equations model.
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- Econometrics Journal, 2009, v. 12, n. 1, p. 26, doi. 10.1111/j.1368-423X.2008.00268.x
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- Publication type:
- Article
EM algorithms for ordered probit models with endogenous regressors.
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- Econometrics Journal, 2009, v. 12, n. 1, p. 164, doi. 10.1111/j.1368-423X.2008.00272.x
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- Publication type:
- Article
Identification and estimation of local average derivatives in non-separable models without monotonicity.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 1, p. 1, doi. 10.1111/j.1368-423X.2008.00273.x
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- Publication type:
- Article
Causality and forecasting in temporally aggregated multivariate GARCH processes.
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- Econometrics Journal, 2009, v. 12, n. 1, p. 127, doi. 10.1111/j.1368-423X.2008.00276.x
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- Publication type:
- Article
Value at Risk with time varying variance, skewness and kurtosis—the NIG-ACD model.
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- Econometrics Journal, 2009, v. 12, n. 1, p. 82, doi. 10.1111/j.1368-423X.2008.00277.x
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- Publication type:
- Article