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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:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~language:"eng"
~person:"Pettenuzzo, Davide"
~subject:"Bildungsertrag"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
~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:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Pettenuzzo, Davide
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A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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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
Saved in:
3
Adaptive hierarchical priors for high-dimensional vector autoregressions
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10012303926
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