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~isPartOf:"Economic modelling"
~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:"Gallant, A. Ronald"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~person:"Su, Liangjun"
~subject:"Kapitaleinkommen"
~subject:"Momentenmethode"
~subject:"Schätztheorie"
~subject:"USA"
~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
Momentenmethode
Schätztheorie
USA
Estimation theory
33
Theorie
32
Theory
32
Estimation
27
Schätzung
27
Forecasting model
25
Prognoseverfahren
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Panel
24
Panel study
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19
Volatilität
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Undetermined
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65
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Article in journal
Aufsatzsammlung
Collection of articles of several authors
Glossar enthalten
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65
Conference paper
2
Konferenzbeitrag
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Gallant, A. Ronald
Gupta, Rangan
Pesaran, M. Hashem
Su, Liangjun
Phillips, Peter C. B.
33
Lee, Lung-fei
26
Sirmans, Clemon F.
26
Linton, Oliver
23
Chen, Songnian
19
Li, Qi
19
McAleer, Michael
19
Robinson, Peter M.
18
Chen, Xiaohong
17
Bollerslev, Tim
16
Ghosh, Chinmoy
16
Todorov, Viktor
16
Glascock, John Leslie
15
Schmidt, Peter
15
Cai, Zongwu
14
Chinloy, Peter
14
Gao, Jiti
14
Park, Joon Y.
14
Sun, Yixiao
14
Aït-Sahalia, Yacine
13
Fan, Yanqin
13
Tauchen, George Eugene
13
Taylor, Robert
13
Andrews, Donald W. K.
12
Baltagi, Badi H.
12
Ghysels, Eric
12
Gouriéroux, Christian
12
Hardin, William G.
12
Hsiao, Cheng
12
Ling, David C.
12
Renault, Eric
12
Shilling, James D.
12
White, Halbert
12
Ambrose, Brent William
11
Florens, Jean-Pierre
11
Hong, Han
11
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Economic modelling
International review of economics & finance : IREF
Journal of econometrics
Journal of risk and financial management : JRFM
The journal of real estate finance and economics
The North American journal of economics and finance : a journal of financial economics studies
18
Economics letters
16
Finance research letters
12
Applied economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Econometric theory
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Energy economics
9
Econometric reviews
8
Journal of applied econometrics
8
Research in international business and finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of forecasting
7
Applied economics letters
6
International journal of finance & economics : IJFE
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
Annals of financial economics
4
Journal of multinational financial management
4
Defence and peace economics
3
Economics and Business Letters : EBL
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Macroeconomic dynamics
3
Oxford bulletin of economics and statistics
3
Structural change and economic dynamics : SC+ED
3
The economic journal : the journal of the Royal Economic Society
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied financial economics
2
Computational economics
2
Economic systems
2
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ECONIS (ZBW)
65
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1
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65
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date (oldest first)
1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
3
Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
; …
- In:
The journal of real estate finance and economics
64
(
2022
)
4
,
pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
Saved in:
4
Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
Saved in:
5
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:
6
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
Gupta, Rangan
;
Subramaniam, Sowmya
;
Bouri, Elie
;
Ji, Qiang
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 289-298
Persistent link: https://www.econbiz.de/10012627782
Saved in:
7
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
8
On factor models with random missing : EM estimation, inference, and cross validation
Jin, Sainan
;
Miao, Ke
;
Su, Liangjun
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 745-777
Persistent link: https://www.econbiz.de/10012619784
Saved in:
9
What can fifty-two collateralizable wealth measures tell us about future housing market returns? : evidence from U.S. state-level data
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
The journal of real estate finance and economics
62
(
2021
)
1
,
pp. 81-107
Persistent link: https://www.econbiz.de/10012428385
Saved in:
10
125 Years of time-varying effects of fiscal policy on financial markets
Marfatia, Hardik A.
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 303-320
Persistent link: https://www.econbiz.de/10012486794
Saved in:
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