TOC: J Bus Econ Stat
Introduction
Journal of Business & Economic Statistics, 26(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
Asset Prices Under Habit Formation and Reference-Dependent Preferences
–Yogo, Motohiro [] []
Explaining and Forecasting Online Auction Prices and Their Dynamics Using Functional Data Analysis
–Wang, Shanshan; Jank, Wolfgang; Shmueli, Galit [] []
True or Spurious Long Memory? A New Test
–Ohanissian, Arek; Russell, Jeffrey R.; Tsay, Ruey S. [] []
A Simulation-Based Specification Test for Diffusion Processes
–Bhardwaj, Geetesh; Corradi, Valentina; Swanson, Norman R. [] []
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility
–Lux, Thomas [] []
Dynamic Factors and the Source of Momentum Profits
–Yao, Tong [] []
Cromwell’s Rule and the Role of the Prior in the Economic Metric: An Application to the Portfolio Allocation Problem
–Roskelley, Kenneth D. [] []
VARMA versus VAR for Macroeconomic Forecasting
–Athanasopoulos, George; Vahid, Farshid [] []
Marginal Comparisons With the Best and the Efficiency Measurement Problem
–Kim, Yangseon; Schmidt, Peter [] []