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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Hallin, Marc"
~subject:"Theorie"
~subject:"Volatility"
~subject:"Volatilität"
~type:"article"
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Capital income
Zeitreihenanalyse
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Hallin, Marc
Phillips, Peter C. B.
34
Aït-Sahalia, Yacine
16
Koop, Gary
16
Lee, Lung-fei
16
Ghysels, Eric
15
Linton, Oliver
15
Swanson, Norman R.
15
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14
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13
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11
Chib, Siddhartha
11
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11
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11
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11
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10
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10
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10
Timmermann, Allan
10
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10
Whang, Yoon-jae
10
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9
Dufour, Jean-Marie
9
Lo, Andrew W.
9
Lütkepohl, Helmut
9
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9
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9
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8
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8
Kohn, Robert
8
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
Econometric theory
2
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2
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1
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ECONIS (ZBW)
6
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1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
3
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
4
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
5
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels
Bennala, Nezar
;
Hallin, Marc
;
Paindaveine, Davy
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 50-67
Persistent link: https://www.econbiz.de/10009673156
Saved in:
6
A class of simple distribution-free-rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 200-214
Persistent link: https://www.econbiz.de/10009270609
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