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subject:"United States"
~person:"Diebold, Francis X."
~person:"Pesaran, M. Hashem"
~subject:"1993-1999"
~subject:"Economic growth"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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Subject
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United States
1993-1999
Economic growth
Estimation theory
Theorie
139
Theory
139
Forecasting model
39
Prognoseverfahren
39
Schätztheorie
31
Time series analysis
23
Zeitreihenanalyse
23
USA
20
Estimation
18
Schätzung
18
Panel
16
Panel study
16
Rational expectations
14
Rationale Erwartung
14
Statistical theory
12
Statistische Methodenlehre
12
Capital income
11
Großbritannien
11
Kapitaleinkommen
11
United Kingdom
11
Econometrics
10
Macroeconometrics
10
Makroökonometrie
10
Ökonometrie
10
Volatility
9
Volatilität
9
Aggregation
7
Cointegration
7
Exchange rate
7
Frühindikator
7
Kointegration
7
Leading indicator
7
VAR model
7
VAR-Modell
7
Wechselkurs
7
Portfolio selection
6
Portfolio-Management
6
Simulation
6
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Free
1
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1
Type of publication
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Article
48
Book / Working Paper
1
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Conference proceedings
Systematic review
Arbeitspapier
87
Working Paper
87
Graue Literatur
78
Non-commercial literature
78
Article in journal
49
Collection of articles of several authors
4
Sammelwerk
4
Aufsatz im Buch
2
Book section
2
Amtsdruckschrift
1
Government document
1
Konferenzschrift
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Übersichtsarbeit
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Language
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English
49
Author
All
Diebold, Francis X.
Pesaran, M. Hashem
Phillips, Peter C. B.
37
Heckman, James J.
33
Andrews, Donald W. K.
32
Newey, Whitney K.
30
Li, Qi
27
Turnovsky, Stephen J.
27
Baltagi, Badi H.
26
Chavas, Jean-Paul
24
Gupta, Rangan
24
Afonso, Oscar
23
Franses, Philip Hans
23
McAleer, Michael
22
Stock, James H.
22
Acemoglu, Daron
21
Giles, David E. A.
21
Ohtani, Kazuhiro
21
Engle, Robert F.
20
Ullah, Aman
20
Bollerslev, Tim
19
Christiano, Lawrence J.
19
Chu, Angus C.
19
Krämer, Walter
19
Steel, Mark F. J.
19
Aghion, Philippe
18
Gouriéroux, Christian
18
Granger, C. W. J.
18
Horowitz, Joel
18
Kumbhakar, Subal
18
Lee, Lung-fei
18
Ghysels, Eric
17
Glaeser, Edward L.
17
Hahn, Jinyong
17
Hall, Robert Ernest
17
King, Maxwell L.
17
Robinson, Peter M.
17
Slottje, Daniel Jonathan
17
Stengos, Thanasēs
17
Uri, Noel Dean
17
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Institution
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
8
Economics letters
5
Journal of applied econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The review of economics and statistics
3
Econometric reviews
2
Econometric theory
2
International economic review
2
International journal of forecasting
2
Oxford bulletin of economics and statistics
2
The journal of finance : the journal of the American Finance Association
2
Contributions to econometric methodology in honor of T. W. Anderson
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economic dynamics & control
1
Journal of economic growth
1
Journal of the American Statistical Association : JASA
1
On modelling the long run in applied economics
1
Research in human capital and development : RHCD ; a research annual
1
Symposium on developments in business cycle research
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The Manchester School of Economic and Social Studies
1
The economic journal : the journal of the Royal Economic Society
1
The experiment in applied econometrics
1
The journal of business : B
1
The review of economic studies
1
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ECONIS (ZBW)
49
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49
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
2
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
3
Better to give than to receive : predictive directional measurement of volatility spillovers
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 57-66
Persistent link: https://www.econbiz.de/10009581397
Saved in:
4
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
Saved in:
5
Stock returns and expected business conditions: half a century of direct evidence
Campbell, Sean D.
;
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 266-278
Persistent link: https://www.econbiz.de/10003885790
Saved in:
6
Real-time measurement of business conditions
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Scotti, Chiara
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 417-427
Persistent link: https://www.econbiz.de/10003913323
Saved in:
7
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
;
Pesaran, M. Hashem
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
Saved in:
8
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
9
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
10
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
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