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person:"Meghir, Costas"
subject:"Theorie"
~isPartOf:"IFS working paper series"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of economic studies"
~person:"Bollerslev, Tim"
~person:"Diebold, Francis X."
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~person:"Leybourne, Stephen James"
~person:"Serletis, Apostolos"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
~type:"article"
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Theorie
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8
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6
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Meghir, Costas
Bollerslev, Tim
Diebold, Francis X.
Gao, Jiti
Gupta, Rangan
Leybourne, Stephen James
Serletis, Apostolos
Su, Liangjun
4
Sentana, Enrique
3
Tauchen, George Eugene
3
Bansal, Ravi
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2
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IFS working paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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8
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8
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
The complex relationship between inflation and equity returns
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economic studies
49
(
2022
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10012798614
Saved in:
3
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
4
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
5
A new class of bivariate threshold cointegration models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 288-305
Persistent link: https://www.econbiz.de/10011704196
Saved in:
6
The effect of monetary policy on house price inflation : a factor augmented vector autoregression (FAVAR) approach
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of economic studies
37
(
2010
)
5/6
,
pp. 616-626
Persistent link: https://www.econbiz.de/10008778767
Saved in:
7
Purchasing power parity over a century
Hyrina, Yevheniya
;
Serletis, Apostolos
- In:
Journal of economic studies
37
(
2010
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10003946830
Saved in:
8
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 134-144
Persistent link: https://www.econbiz.de/10001639892
Saved in:
9
Modified stationarity tests with data-dependent model-selection rules
Leybourne, Stephen James
;
McCabe, Brendan Peter Martin
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 264-270
Persistent link: https://www.econbiz.de/10001410705
Saved in:
10
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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