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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Agudze, Komla M."
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Li, Yong"
~person:"Pelger, Markus"
~person:"Tsionas, Efthymios G."
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"CCAPM"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"High-dimensional data"
~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.
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Li, Yong
Pelger, Markus
Tsionas, Efthymios G.
Linton, Oliver
7
Phillips, Peter C. B.
6
Yu, Jun
6
Aït-Sahalia, Yacine
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Diebold, Francis X.
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Kelly, Bryan T.
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Morellec, Erwan
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Casarin, Roberto
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Galvão Júnior, Antônio Fialho
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Gao, Jiti
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Hallin, Marc
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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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Pedersen, Lasse Heje
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Scaillet, Olivier
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3
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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 econometrics
Journal of financial economics
European journal of operational research : EJOR
17
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
Economics letters
5
International journal of production economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
FinanzArchiv : public finance analysis
3
International journal of forecasting
3
International journal of hospitality management
3
Journal of economic dynamics & control
3
Tourism management : research, policies, practice
3
Applied economics letters
2
Computational economics
2
Finance research letters
2
International tax and public finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Omega : the international journal of management science
2
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1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric theory
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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
Energy economics
1
Entrepreneurship theory and practice : ET&P
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European review of agricultural economics
1
International review of financial analysis
1
Journal of agricultural & food industrial organization
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of mathematical finance
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Letters in spatial and resource sciences : LSRS
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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ECONIS (ZBW)
15
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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
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
Saved in:
3
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:
4
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:
5
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:
6
Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions
Atkinson, Scott Estes
;
Primont, Daniel A.
;
Tsionas, …
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10011974725
Saved in:
7
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:
8
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
Saved in:
9
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
10
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:
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