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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~person:"Albers, Sönke"
~person:"Dufour, Jean-Marie"
~person:"Giles, David E. A."
~person:"Lütkepohl, Helmut"
~person:"Weber, Jürgen"
~person:"Zakoïan, Jean-Michel"
~person:"Zimmermann, Klaus F."
~subject:"Marketing management"
~subject:"Profitability"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Marketing management
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109
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80
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Albers, Sönke
Dufour, Jean-Marie
Giles, David E. A.
Lütkepohl, Helmut
Weber, Jürgen
Zakoïan, Jean-Michel
Zimmermann, Klaus F.
Härdle, Wolfgang
63
Pesaran, M. Hashem
54
Phillips, Peter C. B.
52
Franses, Philip Hans
45
Andrews, Donald W. K.
42
Newey, Whitney K.
41
Gouriéroux, Christian
40
McAleer, Michael
35
Imbens, Guido
34
Swanson, Norman R.
33
Heckman, James J.
28
Robinson, Peter M.
27
Baltagi, Badi H.
26
Li, Qi
26
Diebold, Francis X.
25
Horowitz, Joel
25
Kohn, Robert
25
Bera, Anil K.
24
Granger, C. W. J.
24
Maravall Herrero, Agustín
24
Ohtani, Kazuhiro
24
Stahlecker, Peter
24
King, Maxwell L.
23
Robert, Christian P.
22
Srivastava, Virendra K.
21
Steel, Mark F. J.
21
Ullah, Aman
21
Hahn, Jinyong
20
Kleibergen, Frank
20
Krämer, Walter
20
Angrist, Joshua D.
19
Ghysels, Eric
19
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19
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18
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Journal of quantitative economics : official journal of the Indian Econometric Society
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5
Cahier / Département de Sciences Économiques, Université de Montréal
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4
Journal of business economics : JBE
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3
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ECONIS (ZBW)
123
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31
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
Saved in:
32
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
33
Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander
-
1999
Persistent link: https://www.econbiz.de/10013422836
Saved in:
34
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
35
Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
Saved in:
36
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
37
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
38
Regeln für die Allokation eines Marketing-Budgets auf Produkte oder Marktsegmente
Albers, Sönke
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
50
(
1998
)
3
,
pp. 211-235
Persistent link: https://www.econbiz.de/10001235240
Saved in:
39
Quasi-indirect inference for diffusion processes
Broze, Laurence
- In:
Econometric theory
14
(
1998
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
Saved in:
40
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
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