Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 6, p. 1178, doi. 10.1002/jae.2565
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- Publication type:
- Article
Works matching IS 08837252 AND DT 2017 AND VI 32 AND IP 6
Results: 9
1
2
Anchoring the yield curve using survey expectations.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 6, p. 1055, doi. 10.1002/jae.2588
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- Publication type:
- Article
3
Model selection with estimated factors and idiosyncratic components.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 6, p. 1087, doi. 10.1002/jae.2567
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- Publication type:
- Article
4
Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 6, p. 1145, doi. 10.1002/jae.2562
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- Publication type:
- Article
5
Structural FECM: Cointegration in large-scale structural FAVAR models.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 6, p. 1069, doi. 10.1002/jae.2570
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- Publication type:
- Article
6
The cycle of violence in the Second Intifada: Causality in nonlinear vector autoregressive models.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 6, p. 1197, doi. 10.1002/jae.2563
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- Publication type:
- Article
7
Fat tails and spurious estimation of consumption-based asset pricing models.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 6, p. 1156, doi. 10.1002/jae.2564
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- Publication type:
- Article
8
Identifying relevant and irrelevant variables in sparse factor models.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 6, p. 1123, doi. 10.1002/jae.2566
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- Publication type:
- Article
9
Efficient estimation of factor models with time and cross-sectional dependence.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 6, p. 1107, doi. 10.1002/jae.2571
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- Publication type:
- Article