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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Regional studies"
~language:"eng"
~language:"nld"
~language:"pol"
~person:"Green, Anne E."
~person:"Hallin, Marc"
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Textbook"
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Einheitswurzeltest
Großbritannien
Volatility
Time series analysis
9
Zeitreihenanalyse
9
United Kingdom
8
Theorie
6
Theory
6
Factor analysis
5
Faktorenanalyse
5
Volatilität
5
Dynamische Wirtschaftstheorie
4
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4
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4
ARCH model
3
ARCH-Modell
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Arbeitsmarkt
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Estimation theory
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Labour market
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
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Prognoseverfahren
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Schätztheorie
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Dynamic factor models
2
EU countries
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EU-Staaten
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Estimation
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Generalized dynamic factor models
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Local asymptotic normality
2
Ranking method
2
Ranking-Verfahren
2
Schätzung
2
Statistical test
2
Statistischer Test
2
Vector processes with singular spectral density
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Amtliche Publikation
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Graue Literatur
No longer published / No longer aquired
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Aufsatz in Zeitschrift
14
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Green, Anne E.
Hallin, Marc
Bollerslev, Tim
19
Taylor, Robert
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Phillips, Peter C. B.
13
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Park, Joon Y.
9
Cavaliere, Giuseppe
8
Meddahi, Nour
8
Xiu, Dacheng
8
Harris, Richard I. D.
7
Li, Jia
7
Linton, Oliver
7
Martin, Ron
7
Mykland, Per A.
7
Patton, Andrew J.
7
Benth, Fred Espen
6
Chang, Yoosoon
6
Ghysels, Eric
6
Kim, Donggyu
6
Leybourne, Stephen James
6
Mason, Colin M.
6
Shephard, Neil G.
6
Shin, Dong-wan
6
Westerlund, Joakim
6
Asai, Manabu
5
Barigozzi, Matteo
5
Beatty, Christina
5
Brigo, Damiano
5
Fothergill, Stephen
5
Francq, Christian
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Harvey, David I.
5
Henley, Andrew
5
Li, Yingying
5
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International journal of theoretical and applied finance
Journal of econometrics
Regional studies
ECARES working paper
4
Discussion paper / Center for Economic Research, Tilburg University
3
Environment & planning
3
Regional studies : official journal of the Regional Studies Association
2
Area : a
1
BEIS research paper
1
CentER Discussion Paper Series
1
Economics working paper series
1
European spatial research and policy : interdisciplinary studies on environment, society and economy
1
Human resource management journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Local economy : the journal of the London Economic Policy Unit
1
OECD Local Economic and Development (Leed) papers
1
OECD Local Economic and Employment Development (LEED) Papers
1
The econometrics journal
1
Tijdschrift voor economische en sociale geografie : TESG
1
Work, employment & society : a journal of the British Sociological Association
1
Work, employment and society : a journal of the British Sociological Association
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ECONIS (ZBW)
14
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1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
3
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
4
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
5
A class of simple distribution-free-rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 200-214
Persistent link: https://www.econbiz.de/10009270609
Saved in:
6
Market liquidity as dynamic factors
Hallin, Marc
;
Mathias, Charles
;
Pirotte, Hugues
; …
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 42-50
Persistent link: https://www.econbiz.de/10009270591
Saved in:
7
Rural development and labour supply challenges in the UK : the role of non-UK migrants
Green, Anne E.
;
Hoyos, Maria de
;
Jones, Paul
;
Owen, David W.
- In:
Regional studies
43
(
2009
)
10
,
pp. 1261-1273
Persistent link: https://www.econbiz.de/10003913970
Saved in:
8
Is relocation redundant? : Observations on the changing nature and impacts of employment-related geographical mobility in the UK
Green, Anne E.
- In:
Regional studies
38
(
2004
)
6
,
pp. 629-641
Persistent link: https://www.econbiz.de/10002547898
Saved in:
9
Skill shortages : local perspectives from England
Green, Anne E.
;
Owen, David W.
- In:
Regional studies
37
(
2003
)
2
,
pp. 123-134
Persistent link: https://www.econbiz.de/10001906310
Saved in:
10
Ethnic minority groups in regional and local labour markets in Britain : a review of data sources and associated issues
Green, Anne E.
- In:
Regional studies
29
(
1995
)
8
,
pp. 729-735
Persistent link: https://www.econbiz.de/10001191301
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