REVISTA

Econometrics

ISSN: 2225-1146 Frecuencia: 4 Formato: Electrónica

Tablas de contenido

6 artículos asociados

Volumen 1 Número 1 Pages1-140 Parte June Año 2013

Forecasting Value-at-Risk Using High-Frequency Information	Acceso
Huiyu Huang and Tae-Hwy Lee

Ten Things You Should Know about the Dynamic Conditional Correlation Representation	Acceso
Massimiliano Caporin and Michael McAleer

Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments	Acceso
Fei Jin and Lung-fei Lee

Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator	Acceso
Søren Johansen and Bent Nielsen

Constructing U.K. Core Inflation	Acceso
Terence C. Mills

On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations	Acceso
Yongning Wang and Ruey S. Tsay