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~accessRights:"restricted"
~isPartOf:"CESifo working papers"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Fan, Yanqin"
~person:"Hallin, Marc"
~person:"Koop, Gary"
~person:"Singh, Vipul Kumar"
~subject:"Bildungsertrag"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Dynamic and directional network connectedness of crude oil and currencies : evidence from implied volatility
Singh, Vipul Kumar
;
Nishant, Shreyank
;
Kumar, Pawan
- In:
Energy economics
76
(
2018
),
pp. 48-63
Persistent link: https://www.econbiz.de/10011976582
Saved in:
2
Global connectedness of MSCI energy equity indices : a system-wide network approach
Singh, Vipul Kumar
;
Kumar, Pawan
;
Nishant, Shreyank
- In:
Energy economics
84
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012183357
Saved in:
3
Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective
Kumar, Pawan
;
Singh, Vipul Kumar
- In:
Energy economics
116
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013542126
Saved in:
4
Regime-switching cointegration
Jochmann, Markus
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10011311202
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5
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
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6
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
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7
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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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
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9
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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10
Vector copulas
Fan, Yanqin
;
Henry, Marc
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
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