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~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"est"
~language:"ron"
~person:"Lee, Lung-fei"
~person:"McAleer, Michael"
~subject:"Behavioural finance"
~subject:"EU countries"
~subject:"Lieferkette"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Handbuch"
~type_genre:"Übersichtsarbeit"
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Behavioural finance
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Nichtparametrisches Verfahren
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USA
Theorie
27
Estimation theory
23
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14
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Lee, Lung-fei
McAleer, Michael
Phillips, Peter C. B.
44
Linton, Oliver
33
Su, Liangjun
24
Pesaran, M. Hashem
23
Li, Qi
21
Hsiao, Cheng
20
Chen, Xiaohong
19
Gao, Jiti
19
Koop, Gary
19
Robinson, Peter M.
19
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18
Gouriéroux, Christian
18
Xiao, Zhijie
18
Baltagi, Badi H.
17
Lewbel, Arthur
17
Schmidt, Peter
17
Todorov, Viktor
17
White, Halbert
17
Yu, Jun
17
Bollerslev, Tim
16
Swanson, Norman R.
16
Park, Joon Y.
15
Simchi-Levi, David
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Bai, Jushan
14
Diebold, Francis X.
14
Simar, Léopold
14
Chen, Songnian
13
Chib, Siddhartha
13
Horowitz, Joel
13
Slottje, Daniel Jonathan
13
Timmermann, Allan
13
Cai, Zongwu
12
Corradi, Valentina
12
Florens, Jean-Pierre
12
Lee, Hau Leung
12
Maasoumi, Esfandiar
12
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Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Econometric reviews
19
Econometric theory
16
Journal of economic surveys
13
Journal of risk and financial management : JRFM
9
Regional science & urban economics
9
Applied economics
8
Economics letters
6
International review of economics & finance : IREF
6
Journal of applied econometrics
6
The econometrics journal
6
Risks : open access journal
5
The Japanese economic review : the journal of the Japanese Economic Association
5
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4
International journal of forecasting
4
Spatial economic analysis : the journal of the Regional Studies Association
4
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3
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3
The North American journal of economics and finance : a journal of financial economics studies
3
The review of economics and statistics
3
Tourism economics : the business and finance of tourism and recreation
3
Annals of financial economics
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
Journal of macroeconomics
2
The economic journal : the journal of the Royal Economic Society
2
Analysis of data on health
1
Applied economics letters
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Foundations and trends in econometrics
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Global journal of economics
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International journal of economic theory
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International journal of innovation and technology management
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Journal of economic dynamics & control
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ECONIS (ZBW)
35
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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
QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
Qu, Xi
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 173-201
Persistent link: https://www.econbiz.de/10011818351
Saved in:
4
Spatial dynamic panel data models with interactive fixed effects
Shi, Wei
;
Lee, Lung-fei
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 323-347
Persistent link: https://www.econbiz.de/10011818362
Saved in:
5
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
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
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
9
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:
10
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
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