Hits 1-5 within 5 documents
On the statistical identification of DSGE models [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.99-115
Two estimators of the long-run variance: beyond short memory [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.56-70
Dynamics of state price densities [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.1-15
Edgeworth expansions and normalizing transforms for inequality measures [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.16-29
Predictive density estimators for daily volatility based on the use of realized measures [journal article]
Source: Journal of Econometrics, 150 (2009) 2. p.119-138