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source:"econis"
subject:"Theorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Beckmann, Joscha"
~person:"Belke, Ansgar"
~person:"Bollerslev, Tim"
~person:"Gao, Jiti"
~person:"MacDonald, Ronald"
~person:"Wang, Wendun"
~subject:"Carry trade"
~subject:"Kointegration"
~subject:"Nonparametric statistics"
~subject:"Panel"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"United Kingdom"
~subject:"Volatilität"
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Estimation
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Beckmann, Joscha
Belke, Ansgar
Bollerslev, Tim
Gao, Jiti
MacDonald, Ronald
Wang, Wendun
Todorov, Viktor
14
Phillips, Peter C. B.
9
Linton, Oliver
8
Su, Liangjun
8
Tauchen, George Eugene
8
Koop, Gary
7
Andersen, Torben
5
Aït-Sahalia, Yacine
5
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Kim, Donggyu
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Li, Jia
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Lu, Xun
5
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5
Callaway, Brantly
4
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4
Hsiao, Cheng
4
Li, Kunpeng
4
Papell, David H.
4
Shin, Yongcheol
4
Xiu, Dacheng
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Zakoïan, Jean-Michel
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Baltagi, Badi H.
3
Barigozzi, Matteo
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Bekaert, Geert
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Botosaru, Irene
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Cai, Zongwu
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3
Fernández-Val, Iván
3
Francq, Christian
3
Frühwirth-Schnatter, Sylvia
3
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3
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Journal of econometrics
Journal of international money and finance
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Ruhr economic papers
19
ROME discussion paper series
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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Hohenheimer Diskussionsbeiträge
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CREATES research paper
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ERID working paper
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Economic modelling
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Ekonomia : the journal of the Cyprus Economic Society
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Empirica : journal of european economics
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Energy economics
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Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
2
Equilibrium exchange rates
2
Finance and economics discussion series
2
Global economic institutions working paper series
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
Journal of economic studies
2
Journal of international financial markets, institutions & money
2
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ECONIS (ZBW)
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1
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
2
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
3
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
4
Savings-investment and the current account : more measurement error than identity
Beckmann, Joscha
;
Belke, Ansgar
;
Gros, Daniel
- In:
Journal of international money and finance
121
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013433248
Saved in:
5
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
6
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
7
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
8
Heterogeneous structural breaks in panel data models
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 447-473
Persistent link: https://www.econbiz.de/10012618524
Saved in:
9
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
10
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
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