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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"hun"
~person:"Agiakloglou, Christos N."
~person:"Aït-Sahalia, Yacine"
~person:"De Grauwe, Paul"
~person:"Hendry, David F."
~person:"Hodson, Dermot"
~person:"Li, Qi"
~person:"Lyssiotou, Panayiota Flori"
~person:"Murasawa, Yasutomo"
~person:"Wohar, Mark E."
~subject:"EU countries"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Konsumentenverhalten"
~subject:"Schock"
~subject:"Theorie"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Agiakloglou, Christos N.
Aït-Sahalia, Yacine
De Grauwe, Paul
Hendry, David F.
Hodson, Dermot
Li, Qi
Lyssiotou, Panayiota Flori
Murasawa, Yasutomo
Wohar, Mark E.
Phillips, Peter C. B.
64
Linton, Oliver
34
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32
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31
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25
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24
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22
Pesaran, M. Hashem
22
Yu, Jun
22
Kumbhakar, Subal
21
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21
Chen, Xiaohong
20
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19
Hsiao, Cheng
19
Koop, Gary
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19
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19
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18
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15
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15
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14
Bai, Jushan
14
Diebold, Francis X.
14
Horowitz, Joel
14
McAleer, Michael
14
Ng, Serena
14
Tauchen, George Eugene
14
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Econometric reviews
15
Economics letters
14
Journal of common market studies : JCMS
13
Econometric theory
12
Intereconomics : review of European economic policy
12
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12
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10
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10
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10
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7
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6
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6
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6
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5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Empirica : journal of european economics
5
European economic review : EER
5
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5
The journal of finance : the journal of the American Finance Association
5
Applied economics
4
International economic review
4
International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
Journal of economic dynamics & control
4
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4
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3
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3
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3
European journal of political economy
3
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3
Journal of economic behavior & organization : JEBO
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of the American Statistical Association : JASA
3
Open economies review
3
Oxford review of economic policy
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
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ECONIS (ZBW)
65
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1
Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei
;
Li, Kunpeng
;
Li, Qi
;
Ouyang, Min
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10012619246
Saved in:
2
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
3
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
4
Measuring public inflation perceptions and expectations in the UK
Murasawa, Yasutomo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 315-344
Persistent link: https://www.econbiz.de/10012253216
Saved in:
5
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
6
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
7
Evidence of spurious results along with spatially autocorrelated errors in the context of geographically weighted regression for two independent SAR(1) processes
Agiakloglou, Christos N.
;
Tsimbos, Cleon
;
Tsimpanos, …
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
5
,
pp. 1613-1631
Persistent link: https://www.econbiz.de/10012215851
Saved in:
8
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
9
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
Saved in:
10
Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine
(
ed.
);
Lo, Andrew W.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012303793
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