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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Babii, Andrii"
~person:"Bandi, Federico M."
~person:"Barigozzi, Matteo"
~person:"Barnett, William A."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Hong, Yongmiao"
~person:"Sasaki, Yuya"
~person:"Thyrsgaard, Martin"
~subject:"ARCH-Modell"
~subject:"Bildungsertrag"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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ARCH-Modell
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Babii, Andrii
Bandi, Federico M.
Barigozzi, Matteo
Barnett, William A.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Hong, Yongmiao
Sasaki, Yuya
Thyrsgaard, Martin
Hallin, Marc
4
Aït-Sahalia, Yacine
3
Phillips, Peter C. B.
3
Su, Liangjun
3
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3
Asai, Manabu
2
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2
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2
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2
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2
Kim, Dukpa
2
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2
McAleer, Michael
2
Oka, Tatsushi
2
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2
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1
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1
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Econometric theory
3
Econometric reviews
2
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
2
Journal of international money and finance
2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
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Economics letters
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1
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1
International journal of forecasting
1
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1
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1
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1
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1
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Journal of international trade & economic development : an international and comparative review
1
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1
Oxford bulletin of economics and statistics
1
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1
Research in international business and finance
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1
Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.
;
Chauvet, Marcelle
;
Leiva-Leon, Danilo
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
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2
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:
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
Unequal spacing in dynamic panel data : identification and estimation
Sasaki, Yuya
;
Xin, Yi
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 320-330
Persistent link: https://www.econbiz.de/10011818300
Saved in:
5
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:
6
Nonparametric heteroskedasticity in persistent panel processes : an application to earnings dynamics
Botosaru, Irene
;
Sasaki, Yuya
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 283-296
Persistent link: https://www.econbiz.de/10011974674
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7
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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8
Machine learning panel data regressions with heavy-tailed dependent data :
theory
and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
9
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:
10
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
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