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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:"Serletis, Apostolos"
~person:"Su, Liangjun"
~subject:"VAR-Modell"
~subject:"Women workers"
~subject:"Zeitreihenanalyse"
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Meghir, Costas
Bollerslev, Tim
Diebold, Francis X.
Gao, Jiti
Gupta, Rangan
Serletis, Apostolos
Su, Liangjun
Blundell, Richard W.
8
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ECONIS (ZBW)
18
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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
Estimation and inference on time-varying favar models
Fu, Zhonghao
;
Su, Liangjun
;
Wang, Xia
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 533-547
Persistent link: https://www.econbiz.de/10015053425
Saved in:
3
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:
4
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:
5
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
6
Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun
;
Wang, Xia
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
Saved in:
7
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:
8
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:
9
Nonparametric testing for asymmetric information
Su, Liangjun
;
Spindler, Martin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 208-225
Persistent link: https://www.econbiz.de/10009754004
Saved in:
10
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
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