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~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Indian economic review : official journal of Delhi School of Economics"
~isPartOf:"International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~language:"eng"
~person:"Han, Chirok"
~person:"Pierdzioch, Christian"
~person:"Tu, Yundong"
~person:"Ullah, Aman"
~source:"econis"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Game theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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1
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
2
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
3
Bias correction for within-group estimation of panel data models with fixed effects and sample selection
Han, Chirok
;
Lee, Goeun
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473119
Saved in:
4
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
International review of finance : the official journal …
22
(
2022
)
3
,
pp. 540-550
Persistent link: https://www.econbiz.de/10013413249
Saved in:
5
The varying spillover of U.S. systemic risk : a functional-coefficient cointegration approach
Li, Li
;
Tu, Yundong
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442021
Saved in:
6
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
7
Jackknife model averaging for expectile regressions in increasing dimension
Tu, Yundong
;
Wang, Siwei
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511075
Saved in:
8
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Gørgens, Tue
;
Han, Chirok
;
Xue, Sen
- In:
Economics letters
197
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012511062
Saved in:
9
Sieve extremum estimation of a semiparametric transformation model
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227976
Saved in:
10
Testing for the null of block zero restrictions in common factor models
Han, Chirok
;
Kim, Dukpa
- In:
Economics letters
188
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012227513
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