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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Asai, Manabu"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Cipriani, Giam Pietro"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~person:"Yu, Jun"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Anomalies"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Agudze, Komla M.
Andersen, Torben
Asai, Manabu
Bandi, Federico M.
Blasques, Francisco
Cipriani, Giam Pietro
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Yu, Jun
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
Environmental modeling & assessment
Journal of econometrics
Macroeconomic dynamics
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
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5
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4
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3
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3
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3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic inquiry : journal of the Western Economic Association International
1
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1
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1
International journal of finance & economics : IJFE
1
Journal of financial econometrics
1
Journal of financial economics
1
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1
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1
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Journal of time series econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
Metroeconomica : international review of economics
1
NBER reporter online
1
Quantitative finance
1
Resource and energy economics
1
Review of economic dynamics
1
Structural change and economic dynamics : SC+ED
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
24
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1
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
2
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:
3
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:
4
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
5
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
6
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
7
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
8
The race between demand and supply : Tinbergen's pioneering studies of earnings inequality
Heckman, James J.
- In:
De economist : Netherlands economic review ; quarterly …
167
(
2019
)
3
,
pp. 243-258
Persistent link: https://www.econbiz.de/10012373206
Saved in:
9
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
10
Aging, retirement, and pay-as-you-go pensions
Cipriani, Giam Pietro
- In:
Macroeconomic dynamics
22
(
2018
)
5
,
pp. 1173-1183
Persistent link: https://www.econbiz.de/10011916925
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