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isPartOf:"Journal of econometrics"
subject:"Schätzung"
~person:"Pesaran, M. Hashem"
~person:"Thyrsgaard, Martin"
~type:"article"
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Schätzung
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1972-1987
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Pesaran, M. Hashem
Thyrsgaard, Martin
Koop, Gary
5
Aït-Sahalia, Yacine
4
Frühwirth-Schnatter, Sylvia
3
Phillips, Peter C. B.
3
Steel, Mark F. J.
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Kutlu, Levent
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Robinson, Peter M.
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Sasaki, Yuya
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Shin, Yongcheol
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Sickles, Robin C.
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Su, Liangjun
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Timmermann, Allan
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Agudze, Komla M.
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Amado, Cristina
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Andreou, Elena
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Aruoba, S. Borağan
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Journal of econometrics
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4
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1
International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of the American Statistical Association : JASA
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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The experiment in applied econometrics
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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2
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
3
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
4
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
Saved in:
5
Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan
;
Lee, Kevin C.
;
Pesaran, M. Hashem
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
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