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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"Journal of econometrics"
~person:"Barigozzi, Matteo"
~person:"Berg, Gerard J. van den"
~person:"Gil-Alaña, Luis A."
~subject:"Duration"
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Estimation
Schätzung
Duration
Estimation theory
3
Schätztheorie
3
Factor analysis
2
Faktorenanalyse
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Arbeitslosigkeit
1
Business cycle
1
Cointegration
1
Covariate effects
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Dauer
1
Duration analysis
1
Dynamic Factor Models
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Einheitswurzeltest
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Financial connectedness
1
Financial market
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Finanzmarkt
1
France
1
Frankreich
1
Impulse-Response Functions
1
Induktive Statistik
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Kernel estimation
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Kointegration
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Locally stationary dynamic factor models
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Mortality
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Panel
1
Panel study
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Seminonparametric estimation
1
Semiparametric estimation
1
Statistical inference
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Barigozzi, Matteo
Berg, Gerard J. van den
Gil-Alaña, Luis A.
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Callaway, Brantly
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Wang, Wendun
4
Xiu, Dacheng
4
Barnett, William A.
3
Botosaru, Irene
3
Cai, Zongwu
3
Fan, Jianqing
3
Fernández-Val, Iván
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Gallant, A. Ronald
3
Han, Xu
3
Hoderlein, Stefan
3
Hong, Yongmiao
3
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Journal of econometrics
CESifo working papers
45
Economics and finance working paper series
33
Discussion paper series / IZA
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Applied economics letters
12
Applied economics
11
Working papers / Institute for Evaluation of Labour Market and Education Policy
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion paper / Tinbergen Institute
10
Discussion papers of interdisciplinary research project 373
9
Discussion paper / Centre for Economic Policy Research
7
Working paper / IFAU - Institute for Labour Market Policy Evaluation
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Research in international business and finance
6
EUI working paper / ECO
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Review of development finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
ECARES working paper
3
Economic modelling
3
International economic review
3
International review of financial analysis
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economics and finance : JEF
3
The South African journal of economics
3
Working paper series
3
Department of Economics working papers
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
2
Economics letters
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirica : journal of european economics
2
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
2
IFS working paper
2
Journal of applied econometrics
2
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ECONIS (ZBW)
5
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1
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
2
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
3
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:
4
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
5
Combining micro and macro unemployment duration data
Berg, Gerard J. van den
;
Klaauw, Bas van der
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 271-309
Persistent link: https://www.econbiz.de/10001580622
Saved in:
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