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The common and specific components of inflation expectations across European countries
Chen, Shi; Härdle, Wolfgang; Wang, Weining - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 553-580
Persistent link: https://www.econbiz.de/10012819484
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Detection of units with pervasive effects in large panel data models
Kapetanios, George; Pesaran, M. Hashem; Reese, S. - In: Journal of econometrics 221 (2021) 2, pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang; Majer, Piotr - In: The European journal of finance 22 (2016) 10/12, pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Adaptive interest rate modelling
Guo, Mengmeng; Härdle, Wolfgang - In: Journal of forecasting 36 (2017) 3, pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
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Copula-based factor model for credit risk analysis
Lu, Meng-Jou; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 949-971
Persistent link: https://www.econbiz.de/10011797579