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~accessRights:"restricted"
~person:"Billio, Monica"
~person:"Casarin, Roberto"
~person:"Cavaliere, Giuseppe"
~person:"Gao, Jiti"
~subject:"ARMA model"
~subject:"Bildungsertrag"
~subject:"Gravitationsmodell"
~subject:"Returns to education"
~subject:"Schätzung"
~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:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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ARMA model
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29
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Billio, Monica
Casarin, Roberto
Cavaliere, Giuseppe
Gao, Jiti
Zenou, Yves
97
Gupta, Rangan
91
Gersbach, Hans
73
Acemoglu, Daron
68
Tsionas, Efthymios G.
66
Cheng, T. C. E.
52
Verdier, Thierry
50
Acharya, Viral V.
46
Inderst, Roman
46
Marcellino, Massimiliano
46
Schmitt-Grohé, Stephanie
46
Uribe, Martín
46
Laporte, Gilbert
44
Wang, Leonard F. S.
44
Dolgui, Alexandre
42
Yang, Jinqiang
42
Farhi, Emmanuel
41
Gendreau, Michel
40
Pestieau, Pierre
40
Schmitz, Patrick W.
40
Thisse, Jacques-François
40
Corsetti, Giancarlo
38
Redding, Stephen
38
Cremer, Helmuth
37
Devereux, Michael B.
36
Ploeg, Frederick van der
36
Saint-Paul, Gilles
36
Stiglitz, Joseph E.
36
Desaulniers, Guy
35
Helpman, Elhanan
35
Coelho, Leandro C.
34
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34
Afonso, Oscar
33
Bertsimas, Dimitris
33
Edmans, Alex
33
Farmer, Roger E. A.
33
Kumbhakar, Subal
33
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33
Razin, Asaf
33
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33
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1
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
2
Backward/forward optimal combination of performance measures for equity screening
Billio, Monica
;
Caporin, Massimiliano
;
Costola, Michele
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
Saved in:
3
Semiparametric autoregressive conditional duration model :
theory
and practice
Saart, Patrick W.
;
Gao, Jiti
;
Allen, David E.
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
Saved in:
4
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
5
Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
Persistent link: https://www.econbiz.de/10012098763
Saved in:
6
Structural changes in large economic datasets : a nonparametric homogeneity test
Casarin, Roberto
;
Costola, Michele
- In:
Economics letters
176
(
2019
),
pp. 55-59
Persistent link: https://www.econbiz.de/10012121230
Saved in:
7
A new class of bivariate threshold cointegration models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 288-305
Persistent link: https://www.econbiz.de/10011704196
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8
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
9
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
10
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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