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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Bandi, Federico M."
~person:"Barnett, William A."
~person:"Blasques, Francisco"
~person:"Boot, Tom"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Zhang, Xinyu"
~person:"Zhang, Zhengjun"
~subject:"ARCH-Modell"
~subject:"Bildungsertrag"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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ARCH-Modell
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Bandi, Federico M.
Barnett, William A.
Blasques, Francisco
Boot, Tom
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Zhang, Xinyu
Zhang, Zhengjun
Phillips, Peter C. B.
6
Barigozzi, Matteo
4
Chen, Rong
4
Hallin, Marc
4
Koop, Gary
4
Su, Liangjun
4
Asai, Manabu
3
Aït-Sahalia, Yacine
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3
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3
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3
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3
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3
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3
Yu, Jun
3
Casarin, Roberto
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2
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2
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of international money and finance
3
Econometric reviews
2
Econometric theory
2
Economic modelling
2
Economics letters
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
2
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
Saved in:
3
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
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
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
6
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:
7
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu
;
Yu, Jihai
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
Saved in:
8
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:
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 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
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