search query: @journal_id 1341 / total: 156
references: 27-36 / 156
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27.
The econometric consequences of the ceteris paribus condition in economic theory
Journal of Econometrics
2000 : APR, VOL. 95:2, p. 223-253
 2000 Bierens, H. J.
Swanson, N. R.
28.
Pricing and hedging long-term options
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 277-318
 2000 Bakshi, G.
Cao, C.
Chen, Z.
29.
Regime switching in foreign exchange rates: Evidence form currency option prices
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 239-276
 2000 Bollen, N. P.
Gray, S. F.
Whaley, R. E.
30.
Post-'87 crash fears in the S&P 500 futures option market
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 181-238
 2000 Bates, D. S.
31.
Economic specification of the risk neutral valuation model
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 117-143
 2000 Clement, E.
Gourieroux, C.
Monfort, A.
32.
Nonparametric risk management and implied risk aversion
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 9-51
 2000 Ait-Sahalia, Y.
Lo, A, W.
33.
Estimating the density of unemployment duration based on contaminated samples or small samples
Journal of Econometrics
2000 : MAR, VOL. 95:1, p. 131-156
 2000 Ryu, H. K.
Slottje, D. J.
34.
Testing for the cointegrating rank of a VAR process with a time trend
Journal of Econometrics
2000 : MAR, VOL. 95:1, p. 177-198
 2000 Lütkepohl, H.
Saikkonen, P.
35.
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach
Journal of Econometrics
2000 : MAR, VOL. 95:1, p. 57-69
 2000 Nakatsuma, T.
36.
Indirect estimation of ARFIMA and VARFIMA models
Journal of Econometrics
1999 : NOV, VOL. 93:1, p. 149-175
 1999 Martin, V. L.
Wilkins, N. P.
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