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person:"Pesaran, M. Hashem"
~isPartOf:"DAE working paper"
~isPartOf:"Econometric Institute research papers"
~person:"Franses, Philip Hans"
~person:"Gupta, Rangan"
~person:"Heckman, James J."
~person:"McAleer, Michael"
~type:"book"
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Estimation
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Pesaran, M. Hashem
Franses, Philip Hans
Gupta, Rangan
Heckman, James J.
McAleer, Michael
Chang, Chia-Lin
19
Asai, Manabu
6
Dijk, Dick van
5
Lee, Kevin C.
5
Satchell, Stephen
5
Medeiros, Marcelo C.
4
Paap, Richard
4
Tansuchat, Roengchai
4
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3
Dijk, Herman K. van
3
Holly, Sean
3
Khamkaew, Thanchanok
3
Ravazzolo, Francesco
3
Shin, Yongcheol
3
Smith, Richard J.
3
Smith, Ron
3
Turner, Paul
3
Allen, David E.
2
Chen, Chi-chung
2
Hafner, Christian M.
2
Hammoudeh, Shawkat
2
Hsu, Hui-Kuang
2
Hwang, Soosung
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Oxley, Les
2
Pérez Amaral, Teodosio
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Singh, Abhay Kumar
2
Solomou, Solomos
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Timmermann, Allan
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2
Aree Wiboonpongse
1
Atkinson, Anthony B.
1
Bannouh, Karim
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Baştürk, Nalan
1
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30
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28
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23
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ECONIS (ZBW)
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Measuring the effect of perceived corruption on detention and incident risk : an empirical analysis
Knapp, Sabine
;
Franses, Philip Hans
;
Whitby, Bruce
-
2020
Persistent link: https://www.econbiz.de/10012432879
Saved in:
3
Real GDP growth in Africa, 1963-2016
Franses, Philip Hans
;
Vasilev, Simeon
-
2019
Persistent link: https://www.econbiz.de/10012149754
Saved in:
4
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
5
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
6
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
7
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
8
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
9
Risk attitudes in the board room and company performance : evidence for an emerging economy
Bodeutsch, Denice
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011346233
Saved in:
10
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
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