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~isPartOf:"Contributions to econometric methodology in honor of T. W. Anderson"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of real estate finance and economics"
~language:"eng"
~person:"Chen, Songnian"
~person:"Ong, Seow-eng"
~person:"Pesaran, M. Hashem"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~subject:"USA"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Collection of articles of several authors"
~type_genre:"Glossar enthalten"
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Kapitaleinkommen
Schätztheorie
USA
VAR model
Estimation theory
30
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26
Theory
26
Immobilienfonds
25
Real estate fund
25
Immobilienmarkt
18
Real estate market
18
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14
Panel study
14
Immobilienpreis
13
Real estate price
13
Immobilienfinanzierung
10
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Aufsatzsammlung
Collection of articles of several authors
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46
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Chen, Songnian
Ong, Seow-eng
Pesaran, M. Hashem
Phillips, Peter C. B.
36
Sirmans, Clemon F.
26
Gupta, Rangan
24
Linton, Oliver
22
Lee, Lung-fei
21
Baltagi, Badi H.
20
McAleer, Michael
20
Su, Liangjun
20
Li, Qi
19
Robinson, Peter M.
17
Ghosh, Chinmoy
16
Bollerslev, Tim
15
Cai, Zongwu
15
Chen, Xiaohong
15
Fan, Yanqin
15
Glascock, John Leslie
15
Todorov, Viktor
15
Chinloy, Peter
14
Park, Joon Y.
14
Taylor, Robert
14
Aït-Sahalia, Yacine
13
Gao, Jiti
13
Hsiao, Cheng
13
Koop, Gary
13
Ling, David C.
13
Shilling, James D.
13
Slottje, Daniel Jonathan
13
Wohar, Mark E.
13
Hardin, William G.
12
Lütkepohl, Helmut
12
White, Halbert
12
Ambrose, Brent William
11
Andrews, Donald W. K.
11
Chib, Siddhartha
11
Ghysels, Eric
11
Gouriéroux, Christian
11
Renault, Eric
11
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Symposium on Real Estate Research <4, 2006, Hongkong>
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Contributions to econometric methodology in honor of T. W. Anderson
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Journal of econometrics
Journal of risk and financial management : JRFM
The journal of real estate finance and economics
International journal of forecasting
11
Econometric theory
9
Journal of applied econometrics
9
Economics letters
7
Econometric reviews
6
Oxford bulletin of economics and statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of the American Statistical Association : JASA
3
The economic journal : the journal of the Royal Economic Society
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
The econometrics journal
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Cambridge working papers in economics
1
Cambridge-INET working papers
1
Economic modelling
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Economics / Journal articles : the open-access, open-assessment journal
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Journal of economic surveys
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National Institute economic review
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On modelling the long run in applied economics
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Oxford open economics
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Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Research in human capital and development : RHCD ; a research annual
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The Manchester School of Economic and Social Studies
1
The experiment in applied econometrics
1
The journal of finance : the journal of the American Finance Association
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The review of economic studies
1
The review of financial studies
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ECONIS (ZBW)
46
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1
Long-run renewal of REIT property portfolio through strategic divestment
Suzuki, Masatomo
;
Ong, Seow-eng
;
Asami, Yasushi
; …
- In:
The journal of real estate finance and economics
66
(
2023
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10013542194
Saved in:
2
Quantile regression with censoring and sample selection
Chen, Songnian
;
Wang, Qian
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 205-226
Persistent link: https://www.econbiz.de/10014364740
Saved in:
3
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
4
Estimation and inference in spatial models with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012619251
Saved in:
5
Econometric analysis of production networks with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 507-541
Persistent link: https://www.econbiz.de/10012483410
Saved in:
6
√n-prediction of generalized heteroscedastic transformation regression models
Chen, Songnian
;
Zhang, Hanghui
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 305-340
Persistent link: https://www.econbiz.de/10012439462
Saved in:
7
Semiparametric estimation of a censored regression model with endogeneity
Chen, Songnian
;
Wang, Qian
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 239-256
Persistent link: https://www.econbiz.de/10012439452
Saved in:
8
The wealth effects of REIT property acquisitions and dispositions : the creditors' perspective
Li, Qing
;
Ling, David C.
;
Mori, Masaki
;
Ong, Seow-eng
- In:
The journal of real estate finance and economics
60
(
2020
)
3
,
pp. 308-337
Persistent link: https://www.econbiz.de/10012226680
Saved in:
9
Are REIT investors overly optimistic after equity offerings? : evidence from analyst forecast errors
Devos, Elizabeth
;
Devos, Erik
;
Ong, Seow-eng
;
Spieler, …
- In:
The journal of real estate finance and economics
59
(
2019
)
2
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012152737
Saved in:
10
Quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012302489
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