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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Technological forecasting & social change : an international journal"
~person:"Baltagi, Badi H."
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Khalaf, Lynda"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
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Theorie
USA
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Theory
43
Time series analysis
11
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Baltagi, Badi H.
Dijk, Herman K. van
Franses, Philip Hans
Khalaf, Lynda
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
21
Lee, Lung-fei
17
Linton, Oliver
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Swanson, Norman R.
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Ghysels, Eric
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McAleer, Michael
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Yu, Jun
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Diebold, Francis X.
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Lucas, André
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Schmidt, Peter
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Steel, Mark F. J.
13
Chib, Siddhartha
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Granger, C. W. J.
12
Koopman, Siem Jan
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Aït-Sahalia, Yacine
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Corradi, Valentina
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Ng, Serena
11
Tsionas, Efthymios G.
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Li, Qi
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Lütkepohl, Helmut
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Renault, Eric
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Robinson, Peter M.
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Serletis, Apostolos
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Smith, Richard J.
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Timmermann, Allan
10
Whang, Yoon-jae
10
Chen, Xiaohong
9
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9
Kirchler, Erich
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Applied economics
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Technological forecasting & social change : an international journal
Econometric reviews
21
Economics letters
16
International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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10
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Oxford handbook of panel data
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The econometrics journal
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The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
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A companion to economic forecasting
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Advances in econometrics
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Advances in spatial econometrics : methodology, tools and applications
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American journal of agricultural economics
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
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Annals of economics and statistics
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Applied financial economics
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Applied mathematical finance
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Applying Kernel and nonparametric estimation to economic topics
1
Central European journal of economic modelling and econometrics
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Computational economics
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ECONIS (ZBW)
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
2
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
3
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
4
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
5
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
6
Cross-sectional dependence in panel data models : a special issue
Bai, Jushan
;
Baltagi, Badi H.
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011642077
Saved in:
7
Factor-based identification-robust interference in IV regressions
Kapetanios, George
;
Khalaf, Lynda
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 821-842
Persistent link: https://www.econbiz.de/10011645237
Saved in:
8
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
9
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
10
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
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