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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Dufour, Jean-Marie"
~person:"Eichenbaum, Martin S."
~person:"Giles, David E. A."
~person:"King, Maxwell L."
~person:"Lütkepohl, Helmut"
~person:"McAleer, Michael"
~person:"Weber, Jürgen"
~person:"Zakoïan, Jean-Michel"
~person:"Zimmermann, Klaus F."
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Working Paper"
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Dufour, Jean-Marie
Eichenbaum, Martin S.
Giles, David E. A.
King, Maxwell L.
Lütkepohl, Helmut
McAleer, Michael
Weber, Jürgen
Zakoïan, Jean-Michel
Zimmermann, Klaus F.
Hyndman, Rob J.
45
Gao, Jiti
40
Phillips, Peter C. B.
37
Martin, Gael M.
23
Athanasopoulos, George
22
Linton, Oliver
19
Snyder, Ralph D.
18
Yu, Jun
18
Koop, Gary
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Lee, Lung-fei
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Forbes, Catherine Scipione
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Gouriéroux, Christian
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Swanson, Norman R.
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Poskitt, Donald Stephen
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Vahid, Farshid
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Granger, C. W. J.
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Hsiao, Cheng
10
Peng, Bin
10
Robinson, Peter M.
10
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10
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9
Li, Qi
9
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9
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of quantitative economics : official journal of the Indian Econometric Society
11
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Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
9
Oxford bulletin of economics and statistics
9
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9
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
The review of economics and statistics
8
Working papers in economics and econometrics
8
Journal of economic dynamics & control
7
Cahier / Départment de Sciences Économiques, Université de Montréal
6
Journal of applied econometrics
6
Journal of political economy
6
Rochester Center for Economic Research working paper
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Zeitschrift für Planung : ZP
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Applied economics letters
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ECONIS (ZBW)
51
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1
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
-
2019
Persistent link: https://www.econbiz.de/10012606733
Saved in:
4
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
5
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
6
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
7
A new approach to forecasting based on exponential smoothing with independent regressors
Osman, Ahmad Farid
;
King, Maxwell L.
-
2015
Persistent link: https://www.econbiz.de/10011781123
Saved in:
8
Applications of information measures to assess convergence in the Central Limit Theorem
Atukorala, Ranjani
;
King, Maxwell L.
;
Sriananthakumar, …
-
2014
Persistent link: https://www.econbiz.de/10011781058
Saved in:
9
Bayesian semiparametric GARCH Models
Zhang, Xibin
;
King, Maxwell L.
-
2013
-
Rev. ed.
Persistent link: https://www.econbiz.de/10010189546
Saved in:
10
An improved nonparametric unit–root test
Gao, Jiti
;
King, Maxwell L.
-
2012
Persistent link: https://www.econbiz.de/10009583670
Saved in:
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