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person:"Pesaran, M. Hashem"
subject:"Welt"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Engle, Robert F."
~person:"Robinson, James A."
~subject:"Börsenkurs"
~subject:"Makroökonometrie"
~subject:"USA"
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Welt
Börsenkurs
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Estimation
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Pesaran, M. Hashem
Engle, Robert F.
Robinson, James A.
Bollerslev, Tim
2
Enders, Walter
2
Franses, Philip Hans
2
Hautsch, Nikolaus
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CESifo working papers
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12
Cambridge working papers in economics
9
Discussion paper / Department of Economics, University of California San Diego
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Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
;
Schuermann, Til
;
Weiner, Scott M.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
2
,
pp. 129-181
Persistent link: https://www.econbiz.de/10002037011
Saved in:
2
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
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