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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of economic dynamics"
~person:"Agudze, Komla M."
~person:"Bandi, Federico M."
~person:"Barigozzi, Matteo"
~person:"Blasques, Francisco"
~person:"Casarin, Roberto"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Patton, Andrew J."
~person:"Petropoulos, Fotios"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Factor analysis"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Volatility"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Agudze, Komla M.
Bandi, Federico M.
Barigozzi, Matteo
Blasques, Francisco
Casarin, Roberto
Heckman, James J.
Herwartz, Helmut
Patton, Andrew J.
Petropoulos, Fotios
Makridakis, Spyros G.
13
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9
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9
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4
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Environmental modeling & assessment
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1
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1
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1
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1
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Macroeconomic dynamics
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1
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:
2
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
3
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:
4
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:
5
Forecasting in social settings : the state of the art
Makridakis, Spyros G.
;
Hyndman, Rob J.
;
Petropoulos, Fotios
- In:
International journal of forecasting
36
(
2020
)
1
,
pp. 15-28
Persistent link: https://www.econbiz.de/10012405528
Saved in:
6
A simple combination of univariate models
Petropoulos, Fotios
;
Svetunkov, Ivan
- In:
International journal of forecasting
36
(
2020
)
1
,
pp. 110-115
Persistent link: https://www.econbiz.de/10012406060
Saved in:
7
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:
8
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
9
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:
10
Simultaneous multiple change-point and factor analysis for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Fryzlewicz, Piotr
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 187-225
Persistent link: https://www.econbiz.de/10012110376
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