THE ECONOMETRICS JOURNAL,volume 19,issue 1  (02-2016)

Period of time： 2016年1期

Publisher： John Wiley & Sons Inc

Founded in： 2015

Total resources： 11

E-ISSN： 1368-423x|19|1

ISSN： 1368-4221

Subject： F Economic

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THE ECONOMETRICS JOURNAL,volume 19,issue 1

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An overview of the estimation of large covariance and precision matrices

THE ECONOMETRICS JOURNAL,volume 19,issue 1 , Vol. 19, Iss. 1, 2016-02 , pp. C1-C32

John Wiley & Sons Inc

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Generalized dynamic factor models and volatilities: recovering the market volatility shocks

THE ECONOMETRICS JOURNAL,volume 19,issue 1 , Vol. 19, Iss. 1, 2016-02 , pp. C33-C60

John Wiley & Sons Inc

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Validity of Edgeworth expansions for realized volatility estimators

THE ECONOMETRICS JOURNAL,volume 19,issue 1 , Vol. 19, Iss. 1, 2016-02 , pp. 1-32

John Wiley & Sons Inc

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Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators

THE ECONOMETRICS JOURNAL,volume 19,issue 1 , Vol. 19, Iss. 1, 2016-02 , pp. 33-54

John Wiley & Sons Inc

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Nonparametric bootstrap tests for independence of generalized errors

THE ECONOMETRICS JOURNAL,volume 19,issue 1 , Vol. 19, Iss. 1, 2016-02 , pp. 55-83

John Wiley & Sons Inc

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Residuals‐based tests for cointegration with generalized least‐squares detrended data

THE ECONOMETRICS JOURNAL,volume 19,issue 1 , Vol. 19, Iss. 1, 2016-02 , pp. 84-111

John Wiley & Sons Inc

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Royal Economic Society Annual Conference 2014 Special Issue on Large Dimensional Models

THE ECONOMETRICS JOURNAL,volume 19,issue 1 , Vol. 19, Iss. 1, 2016-02 , pp. Ci-Cii

John Wiley & Sons Inc

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Total 7 item(s)