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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of economic dynamics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Chan, Joshua"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Chan, Joshua
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Linton, Oliver
7
Phillips, Peter C. B.
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Yu, Jun
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Diebold, Francis X.
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Gao, Jiti
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Schorfheide, Frank
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Hong, Yongmiao
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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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
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European economic review : EER
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NBER reporter online
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
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11
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:
12
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
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13
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
14
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
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