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Volume 74; Issue 1

Journal of Econometrics

Volume 74; Issue 1
1

Editor's introduction: Asymmetries and nonlinearities in dynamic economic models

Simon Burgess, Alvaro Escribano, Gerard Pfann
Journal:
Journal of Econometrics
Année:
1996
Langue:
english
Fichier:
PDF, 132 KB
english, 1996
2

Impulse response analysis in nonlinear multivariate models

Gary Koop, M.Hashem Pesaran, Simon M. Potter
Journal:
Journal of Econometrics
Année:
1996
Langue:
english
Fichier:
PDF, 1.36 MB
english, 1996
4

Closing the GARCH gap: Continuous time GARCH modeling

Feike C. Drost, Bas J.M. Werker
Journal:
Journal of Econometrics
Année:
1996
Langue:
english
Fichier:
PDF, 1.30 MB
english, 1996
5

Testing the adequacy of smooth transition autoregressive models

Øyvind Eitrheim, Timo Teräsvirta
Journal:
Journal of Econometrics
Année:
1996
Langue:
english
Fichier:
PDF, 960 KB
english, 1996
6

Qualitative and asymptotic performance of SNP density estimators

Victor M. Fenton, A.Ronald Gallant
Journal:
Journal of Econometrics
Année:
1996
Langue:
english
Fichier:
PDF, 1.60 MB
english, 1996
7

Nonlinear interest rate dynamics and implications for the term structure

Gerard A. Pfann, Peter C. Schotman, Rolf Tschernig
Journal:
Journal of Econometrics
Année:
1996
Langue:
english
Fichier:
PDF, 1.45 MB
english, 1996
8

Volume, volatility, and leverage: A dynamic analysis

George Tauchen, Harold Zhang, Ming Liu
Journal:
Journal of Econometrics
Année:
1996
Langue:
english
Fichier:
PDF, 1.69 MB
english, 1996
9

Editorial Board

Journal:
Journal of Econometrics
Année:
1996
Fichier:
PDF, 20 KB
1996