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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~language:"afr"
~language:"ell"
~language:"eng"
~language:"kaz"
~language:"nor"
~language:"und"
~person:"Ghysels, Eric"
~person:"Lee, Lung-fei"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Multinationales Unternehmen"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Transnational corporation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Deutschland
Kapitaleinkommen
Multinationales Unternehmen
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30
Estimation theory
28
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28
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14
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Ghysels, Eric
Lee, Lung-fei
Phillips, Peter C. B.
42
Linton, Oliver
23
Bollerslev, Tim
19
Gouriéroux, Christian
18
Koop, Gary
18
Pesaran, M. Hashem
16
Tauchen, George Eugene
16
Todorov, Viktor
16
Yu, Jun
16
Diebold, Francis X.
15
Swanson, Norman R.
15
Hsiao, Cheng
14
Schmidt, Peter
14
Taylor, Mark P.
14
Xiao, Zhijie
14
Aït-Sahalia, Yacine
13
Taylor, Robert
13
Aizenman, Joshua
12
Baltagi, Badi H.
12
Cheung, Yin-Wong
12
Corradi, Valentina
12
Herwartz, Helmut
12
McAleer, Michael
12
Park, Joon Y.
12
Baillie, Richard
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Chib, Siddhartha
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Gao, Jiti
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Granger, C. W. J.
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Li, Qi
11
MacDonald, Ronald
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Renault, Eric
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Steel, Mark F. J.
11
Timmermann, Allan
11
White, Halbert
11
Barnett, William A.
10
Chinn, Menzie David
10
Dufour, Jean-Marie
10
Hong, Yongmiao
10
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Journal of econometrics
Journal of international money and finance
Econometric theory
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of applied econometrics
7
Econometric reviews
6
Regional science & urban economics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
The econometrics journal
4
Economics letters
3
International economic review
3
Annales d'économie et de statistique
2
Journal of economic dynamics & control
2
Journal of financial econometrics
2
Journal of financial economics
2
Macroeconomic dynamics
2
Spatial economic analysis : the journal of the Regional Studies Association
2
The Oxford handbook of panel data
2
The journal of finance : the journal of the American Finance Association
2
The review of economics and statistics
2
Analysis of data on health
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Duration transition and count data models
1
Econometric methods and financial time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
Foundations and trends in econometrics
1
Global journal of economics
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Handbook of economic forecasting ; Vol. 1
1
Handbook of economic forecasting ; Volume 2A
1
Handbook of financial time series
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Journal of the European Economic Association
1
Journal of time series econometrics
1
Letters in spatial and resource sciences : LSRS
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of accounting studies
1
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ECONIS (ZBW)
35
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1
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
2
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
3
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
4
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
5
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
6
Estimating a spatial autoregressive model with an endogenous spatial weight matrix
Qu, Xi
;
Lee, Lung-fei
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10011339357
Saved in:
7
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 174-192
Persistent link: https://www.econbiz.de/10011326795
Saved in:
8
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas
;
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Saved in:
9
On the bootstrap for Moran’s I test for spatial dependence
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011339326
Saved in:
10
Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
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