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~accessRights:"restricted"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~isPartOf:"The review of financial studies"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Li, Yong"
~person:"Pelger, Markus"
~person:"Tsionas, Efthymios G."
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"CCAPM"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"High-dimensional data"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Li, Yong
Pelger, Markus
Tsionas, Efthymios G.
Morellec, Erwan
8
Linton, Oliver
7
Aït-Sahalia, Yacine
6
Guedhami, Omrane
6
Phillips, Peter C. B.
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Yu, Jun
6
Cong, Lin William
5
Diebold, Francis X.
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Edmans, Alex
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El Ghoul, Sadok
5
Gao, Jiti
5
Giglio, Stefano
5
Hong, Harrison G.
5
Kelly, Bryan T.
5
Liao, Yuan
5
Opp, Christian
5
Pedersen, Lasse Heje
5
Barigozzi, Matteo
4
Bolton, Patrick
4
Boubakri, Narjess
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Casarin, Roberto
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Chen, Rong
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Della Corte, Pasquale
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Harvey, Campbell R.
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Linnainmaa, Juhani
4
Liu, Yan
4
Lustig, Hanno
4
Malamud, Semyon
4
Oehmke, Martin
4
Patton, Andrew J.
4
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Environmental modeling & assessment
Journal of econometrics
Journal of financial economics
The journal of corporate finance : contracting, governance and organization
The review of financial studies
European journal of operational research : EJOR
17
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Economics letters
5
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
International journal of production economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
FinanzArchiv : European journal of public finance
3
International journal of forecasting
3
International journal of hospitality management
3
Journal of economic dynamics & control
3
Tourism management : research, policies, practice
3
Applied economics letters
2
Climate policy
2
Computational economics
2
Finance research letters
2
International tax and public finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Journal of international financial markets, institutions & money
2
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
2
Omega : the international journal of management science
2
Climate change economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Energy economics
1
Entrepreneurship theory and practice : ET&P
1
European economic review : EER
1
European review of agricultural economics
1
International review of financial analysis
1
Journal of agricultural & food industrial organization
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of mathematical finance
1
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ECONIS (ZBW)
18
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1
Foreign institutional ownership and liquidity commonality around the
world
Deng, Baijun
;
Li, Zhongfei
;
Li, Yong
- In:
The journal of corporate finance : contracting, …
51
(
2018
),
pp. 20-49
Persistent link: https://www.econbiz.de/10011902750
Saved in:
2
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
3
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
4
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
5
A time-varying true individual effects model with endogenous regressors
Kutlu, Levent
;
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 539-559
Persistent link: https://www.econbiz.de/10012303837
Saved in:
6
Directional distance functions : optimal endogenous directions
Atkinson, Scott Estes
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 301-314
Persistent link: https://www.econbiz.de/10011592269
Saved in:
7
The good, the bad and the technology : endogeneity in environmental production models
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011592270
Saved in:
8
Contingent capital, tail risk, and debt-induced collapse
Chen, Nan
;
Glasserman, Paul
;
Nouri, Behzad
;
Pelger, Markus
- In:
The review of financial studies
30
(
2017
)
11
,
pp. 3921-3969
Persistent link: https://www.econbiz.de/10011755830
Saved in:
9
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
10
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
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