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~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis"
~person:"Bai, Jushan"
~person:"Dees, Stephane"
~person:"Hong, Harrison G."
~person:"Kim, Jeong-Ryeol"
~person:"Mariano, Roberto S."
~person:"Pesaran, M. Hashem"
~person:"Pettenuzzo, Davide"
~person:"Weber, Enzo"
~type:"article"
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Estimation
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Bai, Jushan
Dees, Stephane
Hong, Harrison G.
Kim, Jeong-Ryeol
Mariano, Roberto S.
Pesaran, M. Hashem
Pettenuzzo, Davide
Weber, Enzo
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Cambridge-INET working papers
International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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9
Journal of econometrics
7
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4
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4
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2
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2
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1
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1
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1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
Frontiers of economics in China : selected publications from Chinese universities
1
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of quantitative economics
1
Journal of the American Statistical Association : JASA
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Oxford bulletin of economics and statistics
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Research in economics : an international review of economics
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Scottish journal of political economy : the journal of the Scottish Economic Society
1
Structural change and economic dynamics : SC+ED
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The North American journal of economics and finance : a journal of financial economics studies
1
The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society
1
The experiment in applied econometrics
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
2
Estimation and inference of FAVAR models
Bai, Jushan
;
Li, Kunpeng
;
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
Saved in:
3
Long-run identification in a fractionally integrated system
Tschernig, Rolf
;
Weber, Enzo
;
Weigand, Roland
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 438-450
Persistent link: https://www.econbiz.de/10010337858
Saved in:
4
Lumpy price adjustments : a microeconometric analysis
Dhyne, Emmanuel
;
Fuss, Catherine
;
Pesaran, M. Hashem
; …
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 529-540
Persistent link: https://www.econbiz.de/10009355615
Saved in:
5
Forecast combination across estimation windows
Pesaran, M. Hashem
;
Pick, Andreas
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 307-318
Persistent link: https://www.econbiz.de/10009159984
Saved in:
6
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling asset returns
Kapetanios, George
;
Pesaran, M. Hashem
- In:
The refinement of econometric estimation and test …
,
(pp. 239-281)
.
2007
Persistent link: https://www.econbiz.de/10003461881
Saved in:
7
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
;
Schuermann, Til
;
Weiner, Scott M.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
2
,
pp. 129-181
Persistent link: https://www.econbiz.de/10002037011
Saved in:
8
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 134-144
Persistent link: https://www.econbiz.de/10001639892
Saved in:
9
Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps
Pesaran, M. Hashem
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10001253388
Saved in:
10
Forecasting ultimate resource recovery
Pesaran, M. Hashem
- In:
International journal of forecasting
11
(
1995
)
4
,
pp. 543-555
Persistent link: https://www.econbiz.de/10001203022
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