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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of public economics"
~language:"eng"
~language:"est"
~person:"Li, Qi"
~person:"Pesaran, M. Hashem"
~person:"Swanson, Norman R."
~subject:"EU countries"
~subject:"Entwicklungsländer"
~subject:"Estimation"
~subject:"Faktorenanalyse"
~subject:"Structural break"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Handbuch"
~type_genre:"Statistics"
~type_genre:"Übersichtsarbeit"
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Entwicklungsländer
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Theorie
41
Estimation theory
33
Schätztheorie
33
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17
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17
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14
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Li, Qi
Pesaran, M. Hashem
Swanson, Norman R.
Phillips, Peter C. B.
41
Laporte, Gilbert
37
Lee, Chien-chiang
25
Wang, Yudong
24
Gouriéroux, Christian
23
Linton, Oliver
22
Cremer, Helmuth
21
Ghysels, Eric
20
Smyth, Russell
20
Chevallier, Julien
19
Koop, Gary
19
Gupta, Rangan
18
Lee, Lung-fei
18
Pestieau, Pierre
18
Yu, Jun
18
Cordeau, Jean-François
17
Taylor, Robert
17
Todorov, Viktor
17
Tsionas, Efthymios G.
17
Hammoudeh, Shawkat
16
Narayan, Paresh Kumar
16
Vanhoucke, Mario
16
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15
Diebold, Francis X.
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Gahvari, Firouz
15
Gendreau, Michel
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Hsiao, Cheng
15
Keen, Michael
15
Ma, Feng
15
McAleer, Michael
15
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15
Park, Joon Y.
15
Shahbaz, Muhammad
15
Tauchen, George Eugene
15
Ang, Beng-wah
14
Arouri, Mohamed
14
Baltagi, Badi H.
14
Boadway, Robin W.
14
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Computers & operations research : and their applications to problems of world concern ; an international journal
Economic modelling
Energy economics
Journal of banking & finance
Journal of econometrics
Journal of public economics
Economics letters
18
Econometric reviews
16
International journal of forecasting
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of applied econometrics
13
The economic journal : the journal of the Royal Economic Society
10
Econometric theory
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International economic review
5
Journal of economic dynamics & control
5
Oxford bulletin of economics and statistics
5
Journal of empirical finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of forecasting
3
The review of economics and statistics
3
Annals of economics and finance
2
Applied economics
2
Econometrics : open access journal
2
Games and economic behavior
2
Journal of economic surveys
2
Journal of economic theory
2
Journal of international money and finance
2
Macroeconomic dynamics
2
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
2
Quantitative finance and economics
2
Advances in econometrics
1
Annales d'économie et de statistique
1
Applied financial economics
1
Applied financial economics letters
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Discussion paper / Deutsche Bundesbank
1
Economic inquiry : journal of the Western Economic Association International
1
Economics / Journal articles : the open-access, open-assessment journal
1
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ECONIS (ZBW)
49
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1
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
2
Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei
;
Li, Kunpeng
;
Li, Qi
;
Ouyang, Min
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10012619246
Saved in:
3
Wages, labor quality, and FDI inflows : a new non-linear approach
Hou, Lei
;
Li, Qi
;
Wang, Yanfei
;
Yang, Xintong
- In:
Economic modelling
102
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012796581
Saved in:
4
Quasi maximum likelihood analysis of high dimensional constrained factor models
Li, Kunpeng
;
Li, Qi
;
Lu, Lina
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 574-612
Persistent link: https://www.econbiz.de/10012110418
Saved in:
5
Country-specific oil supply shocks and the global economy : a counterfactual analysis
Mohaddes, Kamiar
;
Pesaran, M. Hashem
- In:
Energy economics
59
(
2016
),
pp. 382-399
Persistent link: https://www.econbiz.de/10011699690
Saved in:
6
Efficiency of thin and thick markets
Gan, Li
;
Li, Qi
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10011610655
Saved in:
7
A multi-country approach to forecasting output growth using PMIs
Chudik, Alexander
;
Grossman, Valerie
;
Pesaran, M. Hashem
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10011704721
Saved in:
8
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
9
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
10
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
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