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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Review of economic dynamics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Lai, Ching-chong"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Lai, Ching-chong
Pelger, Markus
Linton, Oliver
7
Chu, Angus C.
6
Phillips, Peter C. B.
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Semmler, Willi
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Yu, Jun
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of macroeconomics
Review of economic dynamics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Macroeconomic dynamics
5
International review of economics & finance : IREF
4
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ECONIS (ZBW)
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1
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:
2
Short-run and long-run effects of capital taxation on innovation and economic growth
Chen, Ping-ho
;
Chu, Angus C.
;
Chu, Hsun
;
Lai, Ching-chong
- In:
Journal of macroeconomics
53
(
2017
),
pp. 207-221
Persistent link: https://www.econbiz.de/10011753435
Saved in:
3
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:
4
Macroeconomic (in)stability and endogenous market structure with productive government expenditure
Chang, Cheng-Wei
;
Lai, Ching-chong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011705738
Saved in:
5
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
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
Saved in:
8
Patent term extensions and commercialization lags in the pharmaceutical industry : a growth-theoretic analysis
Hu, Mei-Ying
;
Lu, You-Xun
;
Lai, Ching-chong
- In:
Journal of macroeconomics
76
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014334026
Saved in:
9
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:
10
Optimal privatization and economic growth in a Schumpeterian economy
Yu, Po-yang
;
Lai, Ching-chong
- In:
Journal of macroeconomics
64
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012433747
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