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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Bandi, Federico M."
~person:"Barigozzi, Matteo"
~person:"Barnett, William A."
~person:"Billio, Monica"
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Hong, Yongmiao"
~person:"Sasaki, Yuya"
~subject:"ARCH-Modell"
~subject:"Bildungsertrag"
~subject:"Innovation"
~subject:"Modellierung"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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Bandi, Federico M.
Barigozzi, Matteo
Barnett, William A.
Billio, Monica
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Hong, Yongmiao
Sasaki, Yuya
Hallin, Marc
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Su, Liangjun
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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
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:
8
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:
9
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
10
Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan
;
Hong, Yongmiao
;
Li, Yingxing
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
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