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subject:"Share price"
subject:"Stock index"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Rotterdam Institute for Business Economic Studies"
~person:"Bresson, Georges"
~person:"Franses, Philip Hans"
~person:"Lütkepohl, Helmut"
~subject:"Theory"
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Schätzung
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Bresson, Georges
Franses, Philip Hans
Lütkepohl, Helmut
Serletis, Apostolos
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Macroeconomic dynamics
Rotterdam Institute for Business Economic Studies
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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2
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Journal of urban economics
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Nonparametric dynamic modelling
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Oxford bulletin of economics and statistics
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Revue d'économie politique
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
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SFB 649 discussion paper
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The review of economics and statistics
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Working paper series / United Nations University, UNU-MERIT
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Working paper series in economics and finance
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ECONIS (ZBW)
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1
How important is innovation? : a bayesian factor-augmented productivity model based on panel data
Bresson, Georges
;
Etienne, Jean-Michel
;
Mohnen, Pierre A.
- In:
Macroeconomic dynamics
20
(
2016
)
8
,
pp. 1987-2009
Persistent link: https://www.econbiz.de/10011685298
Saved in:
2
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
Saved in:
3
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
4
Measuring the impact of promotion on weekly market shares
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000952467
Saved in:
5
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
6
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Saved in:
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