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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of empirical finance"
~person:"Egger, Peter"
~person:"Kapetanios, George"
~subject:"Estimation"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Newbold, Paul
Egger, Peter
Kapetanios, George
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The exporter wage premium when firms and workers are heterogeneous
Egger, Hartmut
;
Egger, Peter
;
Kreickemeier, Udo
;
Moser, …
-
2017
Persistent link: https://www.econbiz.de/10011715361
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2
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
3
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
-
2016
Persistent link: https://www.econbiz.de/10011571327
Saved in:
4
GLM estimation of trade gravity models with fixed effects
Egger, Peter
;
Staub, Kevin E.
-
2015
Persistent link: https://www.econbiz.de/10010495419
Saved in:
5
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
6
Trade preferences and bilateral trade in goods and services : a structural approach
Egger, Peter
;
Larch, Mario
;
Staub, Kevin E.
-
2012
Persistent link: https://www.econbiz.de/10009581871
Saved in:
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