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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Papers in honor of Patrick C. McMahon"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Carriero, Andrea"
~person:"Franses, Philip Hans"
~person:"Phillips, Peter C. B."
~subject:"1960-1997"
~subject:"Autocorrelation"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Kointegration"
~subject:"Monte-Carlo-Simulation"
~subject:"Multivariate analysis"
~subject:"Regressionsanalyse"
~subject:"USA"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Schätztheorie
1960-1997
Autocorrelation
Bayesian inference
Estimation theory
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Monte-Carlo-Simulation
Multivariate analysis
Regressionsanalyse
USA
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Carriero, Andrea
Franses, Philip Hans
Phillips, Peter C. B.
Koop, Gary
25
Lucas, André
15
Pesaran, M. Hashem
15
Steel, Mark F. J.
15
Chib, Siddhartha
14
Diebold, Francis X.
13
Ghysels, Eric
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Lee, Lung-fei
13
Lütkepohl, Helmut
13
Swanson, Norman R.
13
Yu, Jun
13
Koopman, Siem Jan
12
Marcellino, Massimiliano
11
Gouriéroux, Christian
10
Harvey, Andrew C.
10
Taylor, Robert
10
Teräsvirta, Timo
10
Bai, Jushan
9
Clark, Todd E.
9
Granger, C. W. J.
9
Linton, Oliver
9
Paap, Richard
9
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9
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9
Xiao, Zhijie
9
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8
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8
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8
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8
Saikkonen, Pentti
8
Smith, Richard J.
8
Timmermann, Allan
8
Baltagi, Badi H.
7
Bauwens, Luc
7
Breitung, Jörg
7
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Papers in honor of Patrick C. McMahon
Report / Econometric Institute, Erasmus University Rotterdam
Econometric theory
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Economics letters
14
Econometric reviews
10
International journal of forecasting
7
Oxford bulletin of economics and statistics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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5
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5
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3
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3
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3
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2
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2
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2
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Testing integration and cointegration
2
The review of economics and statistics
2
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1
Applied economics letters
1
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1
Computational economics
1
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1
International economic review
1
Journal of financial econometrics
1
Journal of international financial markets, institutions & money
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Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
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Journal of quantitative economics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Metrika : international journal for theoretical and applied statistics
1
New Zealand economic papers
1
Nonparametric dynamic modelling
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ECONIS (ZBW)
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1
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
2
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
3
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
4
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
5
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
6
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
7
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
8
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
9
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
10
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
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