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~accessRights:"restricted"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"National Institute economic review : journal of the National Institute of Economic and Social Research"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~person:"Arvanitis, Stelios"
~person:"Barigozzi, Matteo"
~person:"Billio, Monica"
~person:"Chan, Joshua"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Herwartz, Helmut"
~person:"Marcellino, Massimiliano"
~subject:"Bildungsertrag"
~subject:"Gravitationsmodell"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Theorie"
~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:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Bildungsertrag
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Returns to education
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24
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10
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Arvanitis, Stelios
Barigozzi, Matteo
Billio, Monica
Chan, Joshua
Galvão Júnior, Antônio Fialho
Herwartz, Helmut
Marcellino, Massimiliano
Linton, Oliver
7
Phillips, Peter C. B.
6
Yu, Jun
6
Tsionas, Efthymios G.
5
Aït-Sahalia, Yacine
4
Casarin, Roberto
4
Chen, Rong
4
Diebold, Francis X.
4
Gao, Jiti
4
Hallin, Marc
4
Hong, Yongmiao
4
Koop, Gary
4
Liao, Yuan
4
Patton, Andrew J.
4
Schorfheide, Frank
4
Seo, Myung Hwan
4
Su, Liangjun
4
Asai, Manabu
3
Cavaliere, Giuseppe
3
Fan, Jianqing
3
Firpo, Sérgio Pinheiro
3
Gagliardini, Patrick
3
Härdle, Wolfgang
3
Kapetanios, George
3
Koo, Bonsoo
3
Lewbel, Arthur
3
Li, Yong
3
Lieberman, Offer
3
Maasoumi, Esfandiar
3
McAleer, Michael
3
Park, Joon Y.
3
Pettenuzzo, Davide
3
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3
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CESifo working papers
Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
National Institute economic review : journal of the National Institute of Economic and Social Research
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
Discussion paper / Centre for Economic Policy Research
22
Discussion papers / CEPR
8
International journal of forecasting
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Economics letters
5
Journal of applied econometrics
5
Journal of economic dynamics & control
5
Econometric reviews
4
Journal of international money and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Energy economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Oxford bulletin of economics and statistics
2
Annals of economics and statistics
1
Decisions in economics and finance : a journal of applied mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
Finance and economics discussion series
1
International review of economics & finance : IREF
1
Journal of behavioral and experimental economics
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of international trade & economic development : an international and comparative review
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
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1
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:
2
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
Saved in:
3
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
4
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
5
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
6
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Saved in:
7
Quantile regression
Chernozhukov, Victor
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012304539
Saved in:
8
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
9
Simultaneous multiple change-point and factor analysis for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Fryzlewicz, Piotr
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 187-225
Persistent link: https://www.econbiz.de/10012110376
Saved in:
10
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
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