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~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~person:"Baltagi, Badi H."
~person:"Escanciano, Juan Carlos"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"Announcement effect"
~subject:"Bid-ask spread"
~subject:"China"
~subject:"Correlation"
~subject:"Duration analysis"
~subject:"Panel"
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Announcement effect
Bid-ask spread
China
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Duration analysis
Panel
Estimation
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4
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4
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Baltagi, Badi H.
Escanciano, Juan Carlos
Hautsch, Nikolaus
Narayan, Paresh Kumar
4
Everaert, Gerdie
3
Hook, Law Siong
3
Lee, Chien-chiang
3
Pesaran, M. Hashem
3
Akram, Vaseem
2
Aslanidis, Nektarios
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Brana, Sophie
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Chang, Ming-Jen
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2
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2
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2
Harding, Matthew C.
2
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Jones, Andrew M.
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Kapetanios, George
2
Kesina, Michaela
2
Louhichi, Waël
2
Matsuki, Takashi
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Nazlıoğlu, Şaban
2
Ozkan, Ibrahim
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Rath, Badri Narayan
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Sharma, Susan Sunila
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Soest, Arthur van
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2
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2
Zhao, Zhao
2
Adams, Zeno
1
Adıgüzel, Uğur
1
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1
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Economic modelling
Journal of applied econometrics
Journal of banking & finance
CESifo working papers
7
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6
CFS working paper series
4
Discussion paper series / IZA
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
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3
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Panel data econometrics : theoretical contributions and empirical applications
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1
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
2
Firm-level productivity spillovers in China's chemical industry : a spatial Hausman-Taylor approach
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 214-248
Persistent link: https://www.econbiz.de/10011642147
Saved in:
3
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
4
Hedonic housing prices in Paris : an unbalanced spatial lag pseudo-panel model with nested random effects
Baltagi, Badi H.
;
Bresson, Georges
;
Etienne, Jean-Michel
- In:
Journal of applied econometrics
30
(
2015
)
3
,
pp. 509-528
Persistent link: https://www.econbiz.de/10011327569
Saved in:
5
A dynamic spatial panel data approach to the German wage curve
Baltagi, Badi H.
;
Blien, Uwe
;
Wolf, Katja
- In:
Economic modelling
29
(
2012
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009658280
Saved in:
6
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
Saved in:
7
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
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