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There are 79430 results for: content related to: Adaptive MCMC methods for inference on affine stochastic volatility models with jumps

  1. Time Inconsistency and Free-Riding in a Monetary Union

    Journal of Money, Credit and Banking

    Volume 40, Issue 7, October 2008, Pages: 1329–1356, VARADARAJAN V. CHARI and PATRICK J. KEHOE

    Version of Record online : 20 SEP 2008, DOI: 10.1111/j.1538-4616.2008.00162.x

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    Kinetics of estimated human muscle capillary blood flow during recovery from exercise

    Experimental Physiology

    Volume 90, Issue 5, September 2005, Pages: 715–726, Leonardo F. Ferreira, Allison J. Harper, Dana K. Townsend, Barbara J. Lutjemeier and Thomas J. Barstow

    Version of Record online : 14 SEP 2005, DOI: 10.1113/expphysiol.2005.030189

  3. Does Making Specific Investments Unobservable Boost Investment Incentives?

    Journal of Economics & Management Strategy

    Volume 16, Issue 4, Winter 2007, Pages: 911–942, Randolph Sloof, Hessel Oosterbeek and Joep Sonnemans

    Version of Record online : 1 NOV 2007, DOI: 10.1111/j.1530-9134.2007.00162.x

  4. Perfect foresight dynamics in binary supermodular games

    International Journal of Economic Theory

    Volume 7, Issue 3, September 2011, Pages: 251–267, Daisuke Oyama, Satoru Takahashi and Josef Hofbauer

    Version of Record online : 21 AUG 2011, DOI: 10.1111/j.1742-7363.2011.00162.x

  5. A study on parametrization of orography-related momentum fluxes in a synoptic-scale NWP model

    Tellus A

    Volume 58, Issue 1, January 2006, Pages: 69–81, LAURA RONTU

    Version of Record online : 9 DEC 2005, DOI: 10.1111/j.1600-0870.2006.00162.x

  6. Copula-Based Formulas to Estimate Unexpected Credit Losses (The Future of Basel Accords?)

    Financial Markets, Institutions & Instruments

    Volume 19, Issue 5, December 2010, Pages: 381–404, Fernando F. Moreira

    Version of Record online : 15 NOV 2010, DOI: 10.1111/j.1468-0416.2010.00162.x

  7. Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction

    The Econometrics Journal

    Volume 16, Issue 2, June 2013, Pages: 250–277, Zhengyu Zhang

    Version of Record online : 18 JUN 2013, DOI: 10.1111/ectj.12005

  8. Generic consistency of the break-point estimator under specification errors

    The Econometrics Journal

    Volume 6, Issue 1, June 2003, Pages: 167–192, Terence Tai-Leung Chong

    Version of Record online : 5 JUN 2003, DOI: 10.1111/1368-423X.00106

  9. Mean group tests for stationarity in heterogeneous panels

    The Econometrics Journal

    Volume 9, Issue 1, March 2006, Pages: 123–158, Yongcheol Shin and Andy Snell

    Version of Record online : 14 MAR 2006, DOI: 10.1111/j.1368-423X.2006.00179.x

  10. Change-point monitoring in linear models

    The Econometrics Journal

    Volume 9, Issue 3, November 2006, Pages: 373–403, Alexander Aue, Lajos Horváth, Marie Hušková and Piotr Kokoszka

    Version of Record online : 14 SEP 2006, DOI: 10.1111/j.1368-423X.2006.00190.x

  11. Overcoming the zero bound on nominal interest rates with negative interest on currency: gesell's solution

    The Economic Journal

    Volume 113, Issue 490, October 2003, Pages: 723–746, Willem H. Buiter and Nikolaos Panigirtzoglou

    Version of Record online : 29 SEP 2003, DOI: 10.1111/1468-0297.t01-1-00162

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    Dynamic panel estimation and homogeneity testing under cross section dependence

    The Econometrics Journal

    Volume 6, Issue 1, June 2003, Pages: 217–259, Peter C. B. Phillips and Donggyu Sul

    Version of Record online : 5 JUN 2003, DOI: 10.1111/1368-423X.00108

  13. Estimation of Fish Abundance Indices Based on Scientific Research Trawl Surveys

    Biometrics

    Volume 60, Issue 1, March 2004, Pages: 116–123, Jiahua Chen, Mary E. Thompson and Changbao Wu

    Version of Record online : 11 MAR 2004, DOI: 10.1111/j.0006-341X.2004.00162.x

  14. Orthogonal to backward mean transformation for dynamic panel data models

    The Econometrics Journal

    Volume 16, Issue 2, June 2013, Pages: 179–221, Gerdie Everaert

    Version of Record online : 18 JUN 2013, DOI: 10.1111/ectj.12001

  15. Expansions for approximate maximum likelihood estimators of the fractional difference parameter

    The Econometrics Journal

    Volume 8, Issue 3, November 2005, Pages: 367–379, Offer Lieberman and Peter C. B. Phillips

    Version of Record online : 25 NOV 2005, DOI: 10.1111/j.1368-423X.2005.00169.x

  16. Moment approximation for least-squares estimators in dynamic regression models with a unit root

    The Econometrics Journal

    Volume 8, Issue 2, July 2005, Pages: 115–142, Jan F. Kiviet and Garry D. A. Phillips

    Version of Record online : 19 JUL 2005, DOI: 10.1111/j.1368-423X.2005.00156.x

  17. Asymptotic inference results for multivariate long-memory processes

    The Econometrics Journal

    Volume 7, Issue 1, June 2004, Pages: 168–190, Juan J. Dolado and Francesc Marmol

    Version of Record online : 18 JUN 2004, DOI: 10.1111/j.1368-423X.2004.00126.x

  18. On the arbitrariness of some asymptotic test statistics based on generalized inverses

    The Econometrics Journal

    Volume 8, Issue 3, November 2005, Pages: 292–305, Naorayex K. Dastoor

    Version of Record online : 25 NOV 2005, DOI: 10.1111/j.1368-423X.2005.00165.x

  19. ARMA representation of integrated and realized variances

    The Econometrics Journal

    Volume 6, Issue 2, December 2003, Pages: 335–356, Nour Meddahi

    Version of Record online : 17 NOV 2003, DOI: 10.1111/1368-423X.t01-1-00112

  20. Fragment Answers and Islands

    Syntax

    Volume 15, Issue 2, June 2012, Pages: 181–214, Atakan İnce

    Version of Record online : 23 SEP 2011, DOI: 10.1111/j.1467-9612.2011.00162.x