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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:"Franses, Philip Hans"
~person:"Lütkepohl, Helmut"
~subject:"Schätzung"
~subject:"Theory"
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Bresson, Georges
Franses, Philip Hans
Lütkepohl, Helmut
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Macroeconomic dynamics
Econometric Institute research papers
19
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Discussion papers of interdisciplinary research project 373
6
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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
On the econometrics of the bass diffusion model
Boswijk, Herman Peter
;
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003012845
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
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:
6
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:
7
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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