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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:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~person:"Tsionas, Efthymios G."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Markov-Kette"
~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
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Tsionas, Efthymios G.
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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Aït-Sahalia, Yacine
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Barigozzi, Matteo
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Chen, Rong
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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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Seo, Myung Hwan
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Su, Liangjun
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Asai, Manabu
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Bianchi, Francesco
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3
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Review of economic dynamics
European journal of operational research : EJOR
17
Economics letters
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
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4
International journal of forecasting
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4
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Journal of international money and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
FinanzArchiv : public finance analysis
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International journal of hospitality management
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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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Journal of international financial markets, institutions & money
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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
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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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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Economic modelling
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Entrepreneurship theory and practice : ET&P
1
European economic review : EER
1
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 financial economics
1
Journal of financial stability
1
Journal of macroeconomics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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ECONIS (ZBW)
16
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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
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
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:
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
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:
7
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:
8
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:
9
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:
10
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:
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