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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Barigozzi, Matteo"
~person:"Blasques, Francisco"
~person:"Cavaliere, Giuseppe"
~person:"Edenhofer, Ottmar"
~person:"Fan, Jianqing"
~person:"Gagliardini, Patrick"
~person:"Gao, Jiti"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Capital income"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Factor analysis"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Barigozzi, Matteo
Blasques, Francisco
Cavaliere, Giuseppe
Edenhofer, Ottmar
Fan, Jianqing
Gagliardini, Patrick
Gao, Jiti
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Linton, Oliver
7
Phillips, Peter C. B.
6
Yu, Jun
6
Diebold, Francis X.
5
Tsionas, Efthymios G.
5
Aït-Sahalia, Yacine
4
Casarin, Roberto
4
Chen, Rong
4
Galvão Júnior, Antônio Fialho
4
Hallin, Marc
4
Hong, Yongmiao
4
Koop, Gary
4
Liao, Yuan
4
Patton, Andrew J.
4
Schorfheide, Frank
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Seo, Myung Hwan
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Su, Liangjun
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Asai, Manabu
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Billio, Monica
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Chan, Joshua
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Koo, Bonsoo
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Li, Yong
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Maasoumi, Esfandiar
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Oka, Tatsushi
3
Park, Joon Y.
3
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3
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics
5
Econometric theory
4
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
International journal of forecasting
4
FinanzArchiv : European journal of public finance
3
Journal of international money and finance
3
Oxford bulletin of economics and statistics
3
Climate policy
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Energy economics
2
International tax and public finance
2
Journal of economic dynamics & control
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annual review of financial economics
1
Climate change economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Economic modelling
1
European economic review : EER
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of international trade & economic development : an international and comparative review
1
Journal of macroeconomics
1
Macroeconomic dynamics
1
Metroeconomica : international review of economics
1
NBER reporter online
1
Research in international business and finance
1
Resource and energy economics
1
Review of economic dynamics
1
Structural change and economic dynamics : SC+ED
1
Technological forecasting & social change : an international journal
1
The American economic review
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
1
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ECONIS (ZBW)
28
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1
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
2
Global temperatures and greenhouse gases : a common features approach
Li, Chen
;
Gao, Jiti
;
Vahid, Farshid
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 240-254
Persistent link: https://www.econbiz.de/10013463801
Saved in:
3
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
4
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
5
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
6
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
7
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:
8
Special Issue of the Journal of Econometrics on "Econometric Estimation and Testing : essays in Honour of Maxwell King"
Gao, Jiti
;
Anderson, Heather M.
;
Li, Tong
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 201-203
Persistent link: https://www.econbiz.de/10012483215
Saved in:
9
Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti
;
Xia, Kai
;
Zhu, Huanjun
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 329-353
Persistent link: https://www.econbiz.de/10012483391
Saved in:
10
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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