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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"
~person:"Bresson, Georges"
~person:"Fleissig, Adrian R."
~person:"Lütkepohl, Helmut"
~subject:"Schätzung"
~subject:"Theory"
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Bresson, Georges
Fleissig, Adrian R.
Lütkepohl, Helmut
Serletis, Apostolos
7
Su, Liangjun
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Macroeconomic dynamics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Discussion papers of interdisciplinary research project 373
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion paper series / IZA
4
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3
DIW Berlin Discussion Paper
3
IZA Discussion Paper
3
Journal of applied econometrics
3
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2
EUI working paper / ECO
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economic dynamics & control
2
SFB 649 discussion paper
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
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1
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1
Applied economics quarterly
1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
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Essays in honor of Cheng Hsiao
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Jahrbücher für Nationalökonomie und Statistik
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1
Journal of money, credit and banking : JMCB
1
Journal of urban economics
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
Revue d'économie politique
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1
UK household-sector money demand and Divisia monetary aggregates in the new millennium
Fleissig, Adrian R.
;
Jones, Barry E.
- In:
Macroeconomic dynamics
28
(
2024
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10014465382
Saved in:
2
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:
3
Transmission of German monetary policy in the pre-euro period
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
7
(
2003
)
4
,
pp. 711-733
Persistent link: https://www.econbiz.de/10001823449
Saved in:
4
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:
5
Separability, aggregation, and Euler equation estimation
Fleissig, Adrian R.
;
Gallant, A. Ronald
;
Seater, John J.
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 547-572
Persistent link: https://www.econbiz.de/10001548635
Saved in:
6
GARP, separability, and the representative agent
Fleissig, Adrian R.
;
Hall, Alastair R.
;
Seater, John J.
- In:
Macroeconomic dynamics
4
(
2000
)
3
,
pp. 324-342
Persistent link: https://www.econbiz.de/10001520612
Saved in:
7
Dynamic asymptotically ideal models and finite approximation
Fleissig, Adrian R.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 482-492
Persistent link: https://www.econbiz.de/10001227091
Saved in:
8
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
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