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~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Härdle, Wolfgang"
~person:"Sandkamp, Alexander"
~person:"Urga, Giovanni"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Macroeconometrics"
~subject:"Regression analysis"
~subject:"Theorie"
~subject:"World"
~type:"article"
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Caporale, Guglielmo Maria
Härdle, Wolfgang
Sandkamp, Alexander
Urga, Giovanni
Phillips, Peter C. B.
48
Koop, Gary
31
Linton, Oliver
31
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CEA_372Cass working paper series
Discussion paper / Centre for Economic Forecasting
Discussion paper series / IZA
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
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8
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7
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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22
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Analysis of deviance for hypothesis testing in generalized partially linear models
Härdle, Wolfgang
;
Huang, Li-Shan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 322-333
Persistent link: https://www.econbiz.de/10012177353
Saved in:
3
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
4
Consistent estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 535-562
Persistent link: https://www.econbiz.de/10012145182
Saved in:
5
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
6
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
Saved in:
7
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
8
Single-index-based CoVaR with very high-dimensional covariates
Fan, Yan
;
Härdle, Wolfgang
;
Wang, Weining
;
Zhu, Lixing
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 212-226
Persistent link: https://www.econbiz.de/10011894611
Saved in:
9
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
10
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
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