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Dynamic models of R&D, innovation and productivity : panel data evidence for Dutch and French manufacturing
Raymond, Wladimir; Mairesse, Jacques; Mohnen, Pierre A.; … - 2013
Persistent link: https://www.econbiz.de/10009755755
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Dynamic models of R & D, innovation and productivity : panel data evidence for Dutch and French manufacturing
Raymond, Wladimir; Mairesse, Jacques; Mohnen, Pierre A.; … - In: European economic review : EER 78 (2015), pp. 285-306
Persistent link: https://www.econbiz.de/10011523791
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Econometric analysis of panel data models with multifactor error structures
Karabiyik, Hande; Palm, Franz C.; Urbain, Jean-Pierre - In: Annual review of economics 11 (2019), pp. 495-522
Persistent link: https://www.econbiz.de/10012623785
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Robust estimation of wage dispersion with censored data : an application to occupational earnings risk and risk attitudes
Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - In: De economist : quarterly review of the Royal … 168 (2020) 4, pp. 519-540
Persistent link: https://www.econbiz.de/10012308783
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On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - In: Journal of time series econometrics 8 (2016) 2, pp. 91-113
Persistent link: https://www.econbiz.de/10011582755
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Focused information criterion for locally misspecified vector autoregressive models
Lohmeyer, Jan; Palm, Franz C.; Reuvers, Hanno; Urbain, … - In: Econometric reviews 38 (2019) 7, pp. 763-792
Persistent link: https://www.econbiz.de/10012181357
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Detecting asymmetries in observed linear time series and unobserved disturbances
Kurz-Kim, Jeong-Ryeol (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 3, pp. 131-143
Persistent link: https://www.econbiz.de/10001769628
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Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol; Palm, Franz C. - In: Journal of Empirical Finance 17 (2010) 2, pp. 177-179
Persistent link: https://www.econbiz.de/10008494441
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Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - In: Journal of Empirical Finance 17 (2010) 2, pp. 180-194
Hill estimation (Hill, 1975), the most widespread method for estimating tail thickness of heavy-tailed financial data, suffers from two drawbacks. One is that the optimal number of tail observations to use in the estimation is a function of the unknown tail index being estimated, which...
Persistent link: https://www.econbiz.de/10008494435
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Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk; Dufour, Jean-Marie - In: Econometric reviews 40 (2021) 7, pp. 657-687
Persistent link: https://www.econbiz.de/10012624528