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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Econometric theory"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Diewert, Walter E."
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Lieberman, Offer"
~subject:"ARCH-Modell"
~subject:"Bildungsertrag"
~subject:"Economic sector"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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Bandi, Federico M.
Blasques, Francisco
Diewert, Walter E.
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Lieberman, Offer
Phillips, Peter C. B.
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1
Measuring industry productivity and cross-country convergence
Inklaar, Robert
;
Diewert, Walter E.
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 426-433
Persistent link: https://www.econbiz.de/10011610636
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2
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
3
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
4
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
5
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
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6
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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8
Innovations in measurement in economics and econometrics: an overview
Barnett, William A.
;
Diewert, Walter E.
;
Maasoumi, Esfandiar
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 237-275
Persistent link: https://www.econbiz.de/10011598134
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9
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:
10
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
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