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subject:"Business cycle"
subject:"Wirtschaftswachstum"
~isPartOf:"Journal of econometrics"
~person:"Batabyal, Amitrajeet A."
~person:"Campbell, John Y."
~person:"Ng, Serena"
~subject:"CAPM"
~subject:"Theory"
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Business cycle
Wirtschaftswachstum
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9
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4
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4
Factor analysis
3
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3
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Batabyal, Amitrajeet A.
Campbell, John Y.
Ng, Serena
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Park, Joon Y.
8
Teräsvirta, Timo
8
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Journal of econometrics
RIT Economics Department Working Paper
49
Working paper / National Bureau of Economic Research, Inc.
35
NBER working paper series
30
NBER Working Paper
26
Kyklos : international review for social sciences
22
Discussion paper series / Harvard Institute of Economic Research
11
International review of economics & finance : IREF
10
Letters in spatial and resource sciences : LSRS
7
Cahier / Département de Sciences Économiques, Université de Montréal
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
The American economic review
5
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
5
Econometric theory
4
International regional science review
4
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4
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4
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4
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4
Asia-Pacific journal of regional science
3
Discussion paper / Centre for Economic Policy Research
3
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
2
Journal of evolutionary economics : JEE
2
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ECONIS (ZBW)
9
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Principal components estimation and identification of static factors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 18-29
Persistent link: https://www.econbiz.de/10009764410
Saved in:
3
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
4
Are more data always better for factor analysis?
Boivin, Jean
;
Ng, Serena
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 169-194
Persistent link: https://www.econbiz.de/10003320258
Saved in:
5
A consistent test for conditional symmetry in time series models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 225-258
Persistent link: https://www.econbiz.de/10001585362
Saved in:
6
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
Saved in:
7
Testing for ARCH in the presence of a possibly misspecified conditional mean
Lumsdaine, Robin L.
;
Ng, Serena
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 257-279
Persistent link: https://www.econbiz.de/10001406657
Saved in:
8
Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10001220088
Saved in:
9
Econometric methods and financial time series
Campbell, John Y.
(
contributor
)
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 1-290
Persistent link: https://www.econbiz.de/10001095356
Saved in:
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