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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:"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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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Barigozzi, Matteo
Blasques, Francisco
Cavaliere, Giuseppe
Edenhofer, Ottmar
Fan, Jianqing
Gagliardini, Patrick
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Linton, Oliver
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Yu, Jun
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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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Economics letters
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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
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Economic modelling
1
European economic review : EER
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Journal of financial economics
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Journal of international trade & economic development : an international and comparative review
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NBER reporter online
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Technological forecasting & social change : an international journal
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The econometrics journal
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ECONIS (ZBW)
23
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11
Sufficient forecasting using factor models
Fan, Jianqing
;
Xue, Lingzhou
;
Yao, Jiawei
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10011920495
Saved in:
12
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
13
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:
14
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
15
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:
16
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
17
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:
18
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:
19
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:
20
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
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