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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Billio, Monica"
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Hallin, Marc"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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Theory
19
Time series analysis
9
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Billio, Monica
Blasques, Francisco
Edenhofer, Ottmar
Hallin, Marc
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Hanley, Nick
7
Linton, Oliver
7
Phillips, Peter C. B.
6
Yu, Jun
6
Diebold, Francis X.
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Gao, Jiti
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Ploeg, Frederick van der
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Tsionas, Efthymios G.
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Aït-Sahalia, Yacine
4
Barbier, Edward
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Barigozzi, Matteo
4
Casarin, Roberto
4
Chen, Rong
4
Czajkowski, Mikołaj
4
Galvão Júnior, Antônio Fialho
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Hong, Yongmiao
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Koop, Gary
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Liao, Yuan
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Patton, Andrew J.
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Schorfheide, Frank
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Seo, Myung Hwan
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Smulders, Sjak
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Su, Liangjun
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Asai, Manabu
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Eyckmans, Johan
3
Fan, Jianqing
3
Firpo, Sérgio Pinheiro
3
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3
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CESifo Forum
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
Environmental modeling & assessment
Journal of econometrics
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
FinanzArchiv : European journal of public finance
3
Journal of international money and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Climate policy
2
Econometric reviews
2
Economics letters
2
Energy economics
2
International tax and public finance
2
Journal of economic dynamics & control
2
Oxford bulletin of economics and statistics
2
Climate change economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
European economic review : EER
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
International review of environmental and resource economics
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of macroeconomics
1
Macroeconomic dynamics
1
Metroeconomica : international review of economics
1
NBER reporter online
1
Resource and energy economics
1
Review of economic dynamics
1
Structural change and economic dynamics : SC+ED
1
Technological forecasting & social change : an international journal
1
The American economic review
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
1
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ECONIS (ZBW)
20
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1
Economic growth effects of alternative climate change impact channels in economic modeling
Piontek, Franziska
;
Kalkuhl, Matthias
;
Kriegler, Elmar
; …
- In:
Environmental & resource economics : the official …
73
(
2019
)
4
,
pp. 1357-1385
Persistent link: https://www.econbiz.de/10012130912
Saved in:
2
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
3
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:
4
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:
5
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
6
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
7
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Saved in:
8
Environmental taxation, inequality and Engel's law : the double dividend of redistribution
Klenert, David
;
Schwerhoff, Gregor
;
Edenhofer, Ottmar
; …
- In:
Environmental & resource economics : the official …
71
(
2018
)
3
,
pp. 605-624
Persistent link: https://www.econbiz.de/10012023506
Saved in:
9
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
10
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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