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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Momentenmethode"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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ARCH model
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Aït-Sahalia, Yacine
4
Hallin, Marc
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Gao, Jiti
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Su, Liangjun
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Energy economics
846
Finance research letters
703
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502
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449
Journal of international money and finance
439
International review of economics & finance : IREF
388
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364
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331
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326
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
309
Research in international business and finance
309
Climate policy
295
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
293
Journal of international financial markets, institutions & money
267
The North American journal of economics and finance : a journal of financial economics studies
265
Journal of banking & finance
259
Journal of international economics
228
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202
European economic review : EER
175
Journal of business research : JBR
172
Journal of economic dynamics & control
171
Journal of empirical finance
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
150
Journal of financial economics
146
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
140
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial stability
135
International journal of finance & economics : IJFE
131
Journal of economic behavior & organization : JEBO
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Pacific-Basin finance journal
129
The world economy : the leading journal on international economic relations
129
Journal of international economic law
125
Review of international political economy
121
The journal of corporate finance : contracting, governance and organization
119
Journal of macroeconomics
118
European journal of political economy
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ECONIS (ZBW)
140
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1
A multicointegration model of global climate change
Bruns, Stephan B.
;
Csereklyei, Zsuzsanna
;
Stern, David I.
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 175-197
Persistent link: https://www.econbiz.de/10012438317
Saved in:
2
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Saved in:
3
Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco
;
Hasegawa, Raiden B.
;
Schorfheide, Frank
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
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4
A solution to the global identification problem in DSGE models
Kocięcki, Andrzej
;
Kolasa, Marcin
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014365479
Saved in:
5
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
Saved in:
6
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
7
Introduction to pandemic econometrics/Covid-19 pandemic
Tamer, Elie T.
- In:
Journal of econometrics
220
(
2021
),
pp. 1
Persistent link: https://www.econbiz.de/10012618186
Saved in:
8
Consumer panic in the COVID-19 pandemic
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012618328
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9
When will the Covid-19 pandemic peak?
Li, Shaoran
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 130-157
Persistent link: https://www.econbiz.de/10012618476
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10
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10013275377
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