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~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Schätztheorie"
~subject:"Schätzung"
~subject:"Spieltheorie"
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ARCH model
Estimation theory
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Markov chain
83
Markov-Kette
83
Theorie
49
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49
Time series analysis
19
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12
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Dimitrakopoulos, Stefanos
4
Guérin, Pierre
2
Meitz, Mika
2
Saikkonen, Pentti
2
Spagnolo, Nicola
2
Abramson, Ari
1
Arin, Kerim Peren
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Ay, Jean-Sauveur
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Econometric theory
Economics letters
Journal of econometrics
47
Applied economics
37
Economic modelling
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Dynamic games and applications : DGA
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Energy economics
30
International journal of forecasting
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of empirical finance
23
Journal of economic dynamics & control
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Mathematics of operations research
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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International journal of finance & economics : IJFE
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The European journal of finance
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ECONIS (ZBW)
29
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
3
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
4
Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur
;
Ayouba, Kassoum
;
Le Gallo, Julie
- In:
Economics letters
163
(
2018
),
pp. 59-64
Persistent link: https://www.econbiz.de/10011982927
Saved in:
5
Diagnostic checking of Markov multiplicative error models
Guo, Bin
;
Li, Shuo
- In:
Economics letters
170
(
2018
),
pp. 139-142
Persistent link: https://www.econbiz.de/10012019627
Saved in:
6
Accounting for persistence in panel count data models : an application to the number of patents awarded
Dimitrakopoulos, Stefanos
- In:
Economics letters
171
(
2018
),
pp. 245-248
Persistent link: https://www.econbiz.de/10012021796
Saved in:
7
Liquidity uncertainty and Bitcoin's market microstructure
Koutmos, Dimitrios
- In:
Economics letters
172
(
2018
),
pp. 97-101
Persistent link: https://www.econbiz.de/10012022065
Saved in:
8
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
9
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
10
Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
Saved in:
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