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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of economic dynamics"
~person:"Agudze, Komla M."
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Casarin, Roberto"
~person:"Fan, Jianqing"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Patton, Andrew J."
~person:"Tsionas, Efthymios G."
~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.
Blasques, Francisco
Casarin, Roberto
Fan, Jianqing
Heckman, James J.
Herwartz, Helmut
Patton, Andrew J.
Tsionas, Efthymios G.
Linton, Oliver
7
Gao, Jiti
6
Marcellino, Massimiliano
6
Phillips, Peter C. B.
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Yu, Jun
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Chen, Rong
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Hallin, Marc
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4
Aït-Sahalia, Yacine
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3
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3
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3
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3
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CESifo Forum
Environmental modeling & assessment
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of economic dynamics
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17
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8
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4
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4
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4
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3
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International journal of hospitality management
3
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3
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3
Tourism management : research, policies, practice
3
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Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
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2
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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2
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1
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1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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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
Entrepreneurship theory and practice : ET&P
1
European review of agricultural economics
1
International review of financial analysis
1
Journal of agricultural & food industrial organization
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of financial stability
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Letters in spatial and resource sciences : LSRS
1
Macroeconomic dynamics
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
Maritime policy & management
1
Quantitative finance
1
Review of development economics
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ECONIS (ZBW)
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1
Modeling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 139-154
Persistent link: https://www.econbiz.de/10011704143
Saved in:
2
Directional distance functions : optimal endogenous directions
Atkinson, Scott Estes
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 301-314
Persistent link: https://www.econbiz.de/10011592269
Saved in:
3
The good, the bad and the technology : endogeneity in environmental production models
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011592270
Saved in:
4
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
5
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:
6
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
7
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:
8
Inequality in human capital and endogenous credit constraints
Hai, Rong
;
Heckman, James J.
- In:
Review of economic dynamics
25
(
2017
),
pp. 4-36
Persistent link: https://www.econbiz.de/10011893676
Saved in:
9
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
10
Sufficient forecasting using factor models
Fan, Jianqing
;
Xue, Lingzhou
;
Yao, Jiawei
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10011920495
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