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person:"Lesage, James P."
subject:"Prognoseverfahren"
~person:"Audrino, Francesco"
~person:"Croux, Christophe"
~subject:"MCMC estimation"
~subject:"Market microstructure"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätzung"
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Prognoseverfahren
MCMC estimation
Market microstructure
Monte-Carlo-Simulation
Schätzung
Estimation theory
115
Schätztheorie
115
Robust statistics
37
Robustes Verfahren
37
Regression analysis
30
Regressionsanalyse
30
Time series analysis
28
Zeitreihenanalyse
28
Estimation
22
Forecasting model
19
Theorie
17
Theory
17
Correlation
15
Korrelation
15
USA
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ARCH model
13
ARCH-Modell
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VAR-Modell
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Bayes-Statistik
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Gravity model
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Nichtparametrisches Verfahren
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English
42
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Lesage, James P.
Audrino, Francesco
Croux, Christophe
Pesaran, M. Hashem
55
Gao, Jiti
49
Kapetanios, George
43
Linton, Oliver
40
Cai, Zongwu
36
Swanson, Norman R.
33
Marcellino, Massimiliano
29
Diebold, Francis X.
28
Koop, Gary
28
Koopman, Siem Jan
27
Baltagi, Badi H.
26
Lechner, Michael
26
Schorfheide, Frank
26
Phillips, Peter C. B.
25
Winkelmann, Rainer
24
Chudik, Alexander
20
Corradi, Valentina
20
Dufour, Jean-Marie
20
Hsu, Yu-Chin
20
Lütkepohl, Helmut
19
Kitagawa, Toru
18
Weidner, Martin
18
Hsiao, Cheng
16
Härdle, Wolfgang
16
Kumbhakar, Subal
16
McCracken, Michael W.
16
Su, Liangjun
16
Tauchen, George Eugene
16
Heckman, James J.
15
Huber, Florian
15
White, Halbert
15
Xu, Ke-Li
15
Caporale, Guglielmo Maria
14
Clark, Todd E.
14
Hoderlein, Stefan
14
Hyndman, Rob J.
14
Kim, Donggyu
14
Kumar, Dilip
14
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KBI
7
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Working papers in regional science
4
Working papers on finance
4
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of geographical systems : geographical information, analysis, theory, and decision
2
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of regional studies : a joint publ. of the Southern Regional Science Association and the School of Business, University of Alabama in Birmingham
1
University of St. Gallen Department of Economics Discussion Paper
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ECONIS (ZBW)
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1
Network dependence in multi-indexed data on international trade flows
Lesage, James P.
;
Fischer, Manfred M.
-
2020
Persistent link: https://www.econbiz.de/10012253309
Saved in:
2
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
-
2019
Persistent link: https://www.econbiz.de/10011988322
Saved in:
3
MCMC estimation of panel gravity models in the presence of network dependence
Lesage, James P.
;
Fischer, Manfred M.
-
2018
Persistent link: https://www.econbiz.de/10011926408
Saved in:
4
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
5
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
-
2017
Persistent link: https://www.econbiz.de/10011926160
Saved in:
6
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
- In:
Journal of geographical systems : geographical …
22
(
2020
)
1
,
pp. 5-46
Persistent link: https://www.econbiz.de/10012237476
Saved in:
7
Fast MCMC estimation of multiple W-matrix spatial regression models and Metropolis-Hastings Monte Carlo log-marginal likelihoods
Lesage, James P.
- In:
Journal of geographical systems : geographical …
22
(
2020
)
1
,
pp. 47-75
Persistent link: https://www.econbiz.de/10012237480
Saved in:
8
Network dependence in multi-indexed data on international trade flows
Fischer, Manfred M.
;
Lesage, James P.
-
2020
Persistent link: https://www.econbiz.de/10012306387
Saved in:
9
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
10
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
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