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person:"Pesaran, M. Hashem"
subject:"World"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Horváth, Lajos"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Pesaran, M. Hashem
Horváth, Lajos
Su, Liangjun
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CESifo working papers
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ECONIS (ZBW)
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1
Testing stability in functional event observations with an application to IPO performance
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1262-1273
Persistent link: https://www.econbiz.de/10014448630
Saved in:
2
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
3
Lumpy price adjustments : a microeconometric analysis
Dhyne, Emmanuel
;
Fuss, Catherine
;
Pesaran, M. Hashem
; …
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 529-540
Persistent link: https://www.econbiz.de/10009355615
Saved in:
4
Forecast combination across estimation windows
Pesaran, M. Hashem
;
Pick, Andreas
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 307-318
Persistent link: https://www.econbiz.de/10009159984
Saved in:
5
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:
6
Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps
Pesaran, M. Hashem
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10001253388
Saved in:
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