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There are 13119 results for: content related to: Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

  1. Testing for rational bubbles in a coexplosive vector autoregression

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 226–254, Tom Engsted and Bent Nielsen

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2012.00369.x

  2. Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models

    Econometrica

    Volume 83, Issue 2, March 2015, Pages: 813–831, Giuseppe Cavaliere, Heino Bohn Nielsen and Anders Rahbek

    Version of Record online : 3 APR 2015, DOI: 10.3982/ECTA11952

  3. You have full text access to this Open Access content
    Fragility of reputation and clustering of risk-taking

    Theoretical Economics

    Volume 8, Issue 3, September 2013, Pages: 653–700, Guillermo L. Ordoñez

    Version of Record online : 18 SEP 2013, DOI: 10.3982/TE1207

  4. Dynamic Mechanism Design: A Myersonian Approach

    Econometrica

    Volume 82, Issue 2, March 2014, Pages: 601–653, Alessandro Pavan, Ilya Segal and Juuso Toikka

    Version of Record online : 1 APR 2014, DOI: 10.3982/ECTA10269

  5. Dynamic Identification of Dynamic Stochastic General Equilibrium Models

    Econometrica

    Volume 79, Issue 6, November 2011, Pages: 1995–2032, Ivana Komunjer and Serena Ng

    Version of Record online : 22 NOV 2011, DOI: 10.3982/ECTA8916

  6. A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets

    Journal of Futures Markets

    Volume 35, Issue 4, April 2015, Pages: 339–356, Sepideh Dolatabadi, Morten Ørregaard Nielsen and Ke Xu

    Version of Record online : 27 OCT 2014, DOI: 10.1002/fut.21693

  7. Dynamic Competition With Random Demand and Costless Search: A Theory of Price Posting

    Econometrica

    Volume 80, Issue 3, May 2012, Pages: 1185–1247, Raymond Deneckere and James Peck

    Version of Record online : 28 MAY 2012, DOI: 10.3982/ECTA8806

  8. One-Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root

    Econometrica

    Volume 80, Issue 1, January 2012, Pages: 173–212, Anna Mikusheva

    Version of Record online : 10 JAN 2012, DOI: 10.3982/ECTA9371

  9. ON ASYMPTOTIC PROPERTIES OF THE PARAMETERS OF DIFFERENTIATED PRODUCT DEMAND AND SUPPLY SYSTEMS WHEN DEMOGRAPHICALLY CATEGORIZED PURCHASING PATTERN DATA ARE AVAILABLE

    International Economic Review

    Volume 53, Issue 3, August 2012, Pages: 887–938, Satoshi Myojo and Yuichiro Kanazawa

    Version of Record online : 25 JUL 2012, DOI: 10.1111/j.1468-2354.2012.00705.x

  10. TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS-SPECTRUM APPROACH

    International Economic Review

    Volume 52, Issue 4, November 2011, Pages: 991–1037, Nadine McCloud and Yongmiao Hong

    Version of Record online : 23 NOV 2011, DOI: 10.1111/j.1468-2354.2011.00657.x

  11. Reputational Bargaining With Minimal Knowledge of Rationality

    Econometrica

    Volume 80, Issue 5, September 2012, Pages: 2047–2087, Alexander Wolitzky

    Version of Record online : 25 SEP 2012, DOI: 10.3982/ECTA9865

  12. Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis

    Econometrica

    Volume 80, Issue 5, September 2012, Pages: 2321–2332, Michael Jansson and Morten Ørregaard Nielsen

    Version of Record online : 25 SEP 2012, DOI: 10.3982/ECTA10306

  13. You have full text access to this Open Access content
    Optimal insurance with adverse selection

    Theoretical Economics

    Volume 7, Issue 3, September 2012, Pages: 571–607, Hector Chade and Edward Schlee

    Version of Record online : 3 OCT 2012, DOI: 10.3982/TE671

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    An estimation of economic models with recursive preferences

    Quantitative Economics

    Volume 4, Issue 1, March 2013, Pages: 39–83, Xiaohong Chen, Jack Favilukis and Sydney C. Ludvigson

    Version of Record online : 12 MAR 2013, DOI: 10.3982/QE97

  15. Entropy of controlled invariant subspaces

    ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik

    Volume 94, Issue 4, April 2014, Pages: 331–344, F. Colonius and U. Helmke

    Version of Record online : 20 JAN 2014, DOI: 10.1002/zamm.201100105

  16. The Theory of Optimal Delegation With an Application to Tariff Caps

    Econometrica

    Volume 81, Issue 4, July 2013, Pages: 1541–1599, Manuel Amador and Kyle Bagwell

    Version of Record online : 26 JUL 2013, DOI: 10.3982/ECTA9288

  17. Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix

    Econometrica

    Volume 81, Issue 5, September 2013, Pages: 1805–1849, Ulrich K. Müller

    Version of Record online : 18 SEP 2013, DOI: 10.3982/ECTA9097

  18. Reputation for Quality

    Econometrica

    Volume 81, Issue 6, November 2013, Pages: 2381–2462, Simon Board and Moritz Meyer-ter-Vehn

    Version of Record online : 13 NOV 2013, DOI: 10.3982/ECTA9039

  19. ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES

    Mathematical Finance

    Sara Biagini, Bruno Bouchard, Constantinos Kardaras and Marcel Nutz

    Version of Record online : 30 SEP 2015, DOI: 10.1111/mafi.12110

  20. Dutch ('t) schijnt and german scheint(')s: on the grammaticalization of evidential particles

    Studia Linguistica

    Volume 69, Issue 1, April 2015, Pages: 86–117, Julie Van Bogaert and Torsten Leuschner

    Version of Record online : 27 NOV 2014, DOI: 10.1111/stul.12030