Pettenuzzo, Davide; Song, Yong; Timmermann, Allan Corrigendum to “Predictability of stock returns and asset allocation under structural breaks”. (English) Zbl 07491171 J. Econom. 227, No. 2, 513-517 (2022). MSC: 62P20 62F15 PDFBibTeX XMLCite \textit{D. Pettenuzzo} et al., J. Econom. 227, No. 2, 513--517 (2022; Zbl 07491171) Full Text: DOI
Carriero, Andrea; Chan, Joshua; Clark, Todd E.; Marcellino, Massimiliano Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”. (English) Zbl 07491170 J. Econom. 227, No. 2, 506-512 (2022). MSC: 62P20 62F15 62M10 PDFBibTeX XMLCite \textit{A. Carriero} et al., J. Econom. 227, No. 2, 506--512 (2022; Zbl 07491170) Full Text: DOI
Bognanni, Mark Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”. (English) Zbl 07491169 J. Econom. 227, No. 2, 498-505 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. Bognanni}, J. Econom. 227, No. 2, 498--505 (2022; Zbl 07491169) Full Text: DOI
Christensen, Kim; Oomen, Roel; Renò, Roberto The drift burst hypothesis. (English) Zbl 07491168 J. Econom. 227, No. 2, 461-497 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{K. Christensen} et al., J. Econom. 227, No. 2, 461--497 (2022; Zbl 07491168) Full Text: DOI
Demetrescu, Matei; Rodrigues, Paulo M. M. Residual-augmented IVX predictive regression. (English) Zbl 07491167 J. Econom. 227, No. 2, 429-460 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. Demetrescu} and \textit{P. M. M. Rodrigues}, J. Econom. 227, No. 2, 429--460 (2022; Zbl 07491167) Full Text: DOI Link
Karmakar, Sayar; Richter, Stefan; Wu, Wei Biao Simultaneous inference for time-varying models. (English) Zbl 07491166 J. Econom. 227, No. 2, 408-428 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Karmakar} et al., J. Econom. 227, No. 2, 408--428 (2022; Zbl 07491166) Full Text: DOI arXiv
Phillips, Peter C. B.; Wang, Ying Functional coefficient panel modeling with communal smoothing covariates. (English) Zbl 07491165 J. Econom. 227, No. 2, 371-407 (2022). MSC: 62M10 62G08 62G05 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{Y. Wang}, J. Econom. 227, No. 2, 371--407 (2022; Zbl 07491165) Full Text: DOI Link
Werker, Bas J. M.; Zhou, Bo Semiparametric testing with highly persistent predictors. (English) Zbl 07491164 J. Econom. 227, No. 2, 347-370 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. J. M. Werker} and \textit{B. Zhou}, J. Econom. 227, No. 2, 347--370 (2022; Zbl 07491164) Full Text: DOI arXiv
Blasques, Francisco; van Brummelen, Janneke; Koopman, Siem Jan; Lucas, André Maximum likelihood estimation for score-driven models. (English) Zbl 07491163 J. Econom. 227, No. 2, 325-346 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Blasques} et al., J. Econom. 227, No. 2, 325--346 (2022; Zbl 07491163) Full Text: DOI Link
Nagler, Thomas; Krüger, Daniel; Min, Aleksey Stationary vine copula models for multivariate time series. (English) Zbl 07491162 J. Econom. 227, No. 2, 305-324 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{T. Nagler} et al., J. Econom. 227, No. 2, 305--324 (2022; Zbl 07491162) Full Text: DOI arXiv