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~isPartOf:"Journal of econometrics"
~isPartOf:"Regional science & urban economics"
~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
Schätzung
Theory
Transnational corporation
Estimation theory
36
Schätztheorie
36
Theorie
34
Regional economics
24
Regionalökonomik
24
Autocorrelation
23
Autokorrelation
23
Räumliche Interaktion
21
Spatial interaction
21
Method of moments
16
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12
Panel study
12
Spatial autoregressive model
12
Maximum likelihood estimation
11
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11
Estimation
10
Statistical test
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Statistischer Test
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Econometrics
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Tobit-Modell
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Zeitreihenanalyse
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QMLE
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Article in journal
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40
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2
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Ghysels, Eric
Lee, Lung-fei
Phillips, Peter C. B.
41
Linton, Oliver
23
Gouriéroux, Christian
18
Koop, Gary
17
Baltagi, Badi H.
16
Bollerslev, Tim
16
Tauchen, George Eugene
16
Todorov, Viktor
16
Yu, Jun
16
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Diebold, Francis X.
14
Hsiao, Cheng
14
Schmidt, Peter
14
Xiao, Zhijie
14
Aït-Sahalia, Yacine
13
Taylor, Robert
13
Corradi, Valentina
12
McAleer, Michael
12
Park, Joon Y.
12
Steel, Mark F. J.
12
Chib, Siddhartha
11
Gao, Jiti
11
Granger, C. W. J.
11
Li, Qi
11
Renault, Eric
11
Timmermann, Allan
11
White, Halbert
11
Barnett, William A.
10
Dufour, Jean-Marie
10
Hong, Yongmiao
10
Maasoumi, Esfandiar
10
Mykland, Per A.
10
Patton, Andrew J.
10
Shin, Yongcheol
10
Su, Liangjun
10
Andersen, Torben
9
Brueckner, Jan K.
9
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Journal of econometrics
Regional science & urban economics
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
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
1
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 international money and 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)
40
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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
Identification and estimation of spatial dynamic panel simultaneous equations models
Yang, Kai
;
Lee, Lung-fei
- In:
Regional science & urban economics
76
(
2019
),
pp. 32-46
Persistent link: https://www.econbiz.de/10012267307
Saved in:
7
Theoretical foundations for spatial econometric research
Xu, Xingbai
;
Lee, Lung-fei
- In:
Regional science & urban economics
76
(
2019
),
pp. 2-12
Persistent link: https://www.econbiz.de/10012267288
Saved in:
8
Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Regional science & urban economics
72
(
2018
),
pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
Saved in:
9
Estimation and model selection of higher-order spatial autoregressive model : an efficient Bayesian approach
Han, Xiaoyi
;
Hsieh, Chih-sheng
;
Lee, Lung-fei
- In:
Regional science & urban economics
63
(
2017
),
pp. 97-120
Persistent link: https://www.econbiz.de/10011792584
Saved in:
10
Testing endogeneity of spatial and social networks
Cheng, Wei
;
Lee, Lung-fei
- In:
Regional science & urban economics
64
(
2017
),
pp. 81-97
Persistent link: https://www.econbiz.de/10011792602
Saved in:
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