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~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Lanne, Markku"
~person:"Moosa, Imad A."
~person:"Saikkonen, Pentti"
~person:"Shogren, Jason F."
~subject:"Einheitswurzeltest"
~subject:"United States"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Einheitswurzeltest
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Lanne, Markku
Moosa, Imad A.
Saikkonen, Pentti
Shogren, Jason F.
Gupta, Rangan
260
Glaeser, Edward L.
259
Neumark, David
254
Heckman, James J.
222
Poterba, James M.
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Gil-Alaña, Luis A.
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191
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Gruber, Jonathan
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Kilian, Lutz
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Lütkepohl, Helmut
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Autor, David H.
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Freeman, Richard B.
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Stulz, René M.
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Auerbach, Alan J.
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Mitchell, Olivia S.
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Pesaran, M. Hashem
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Currie, Janet M.
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Card, David E.
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Bahmani-Oskooee, Mohsen
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Viscusi, W. Kip
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Bordo, Michael D.
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Fairlie, Robert W.
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Feldstein, Martin S.
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Kotlikoff, Laurence J.
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Bloom, Nicholas
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143
Acemoglu, Daron
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138
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136
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Oxford bulletin of economics and statistics
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Journal of applied econometrics
3
Journal of economic dynamics & control
3
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Advances in financial education : journal of the Financial Education Association
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Journal of empirical finance
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The journal of applied business research
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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ECONIS (ZBW)
251
EconStor
3
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1
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
2
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
3
Policy uncertainty and inventory behavior : evidence from the US manufacturing sector
Lu, Chun
;
Routledge, James
;
Chan, Kam C.
;
Li, Tongxia
- In:
Economics & politics
35
(
2023
)
3
,
pp. 919-948
Persistent link: https://www.econbiz.de/10014431971
Saved in:
4
Statistical identification of economic shocks by signs in structural vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Essays in honour of Fabio Canova
,
(pp. 165-175)
.
2022
Persistent link: https://www.econbiz.de/10013445154
Saved in:
5
GMM estimation of non-Gaussian structural vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10012424500
Saved in:
6
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
Saved in:
7
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
8
Forecasting the GDP of a small open developing economy : an application of FAVAR models
Madhou, Ashwin
;
Sewak, Tayushma
;
Moosa, Imad A.
; …
- In:
Applied economics
52
(
2020
)
17
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10012197618
Saved in:
9
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
10
CRIX an index for cryptocurrencies
Trimborn, Simon
;
Härdle, Wolfgang
- In:
Journal of empirical finance
49
(
2018
),
pp. 107-122
Persistent link: https://www.econbiz.de/10012117725
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