Hits 31-40 within 56 documents
The empirical relevance of the competitive storage model [journal article]
Source: Journal of Econometrics, 162 (2009) 1. p.44-54
Two estimators of the long-run variance: beyond short memory [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.56-70
Whittle estimation of EGARCH and other exponential volatility models [journal article]
Source: Journal of Econometrics, 151 (2009) 2. p.190-200
Heterogeneous treatment effects: instrumental variables without monotonicity? [journal article]
Source: Journal of Econometrics, 155 (2009) 2. p.99-116
Correlation testing in time series, spatial and cross-sectional data [journal article]
Source: Journal of Econometrics, 147 (2008) 1. p.5-16
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? [journal article]
Source: Journal of Econometrics, 146 (2008) 2. p.318-328
Dynamics of state price densities [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.1-15
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.10-
Distribution-free tests for time series models specification [journal article]
Source: Journal of Econometrics, 155 (2009) 2. p.128-137
A test of non-identifying restrictions and confidence regions for partially identified parameters [journal article]
Source: Journal of Econometrics, 152 (2009) 2. p.186-196