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subject:"Theory"
~person:"Attanasio, Orazio P."
~person:"Ghysels, Eric"
~type_genre:"Aufsatz in Zeitschrift"
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Attanasio, Orazio P.
Ghysels, Eric
Gil-Alaña, Luis A.
35
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28
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25
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25
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ECONIS (ZBW)
20
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1
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
2
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
3
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
4
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
5
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
6
From earnings inequality to consumption inequality
Attanasio, Orazio P.
;
Berloffa, Gabriella
;
Blundell, …
- In:
The economic journal : the journal of the Royal …
112
(
2002
),
pp. C52-59
Persistent link: https://www.econbiz.de/10001666641
Saved in:
7
Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
Saved in:
8
Intertemporal choice and the cross-sectional variance of marginal utility
Attanasio, Orazio P.
;
Jappelli, Tullio
- In:
The review of economics and statistics
83
(
2001
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10001562957
Saved in:
9
Differential mortality and wealth accumulation
Attanasio, Orazio P.
;
Hoynes, Hilary W.
- In:
Journal of human resources : JHR
35
(
2000
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001464868
Saved in:
10
Consumer durables and inertial behaviour : estimation and aggregation of (S, s) rules for automobile purchases
Attanasio, Orazio P.
- In:
The review of economic studies
67
(
2000
)
4
,
pp. 667-696
Persistent link: https://www.econbiz.de/10001538537
Saved in:
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