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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Billio, Monica"
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Li, Yong"
~person:"Pelger, Markus"
~person:"Timmermann, Allan"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Asset pricing"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Markov chain"
~subject:"Portfolio selection"
~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
Billio, Monica
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Li, Yong
Pelger, Markus
Timmermann, Allan
Phillips, Peter C. B.
37
Gupta, Rangan
28
Bouri, Elie
19
Goodell, John W.
18
Koop, Gary
18
Pesaran, M. Hashem
17
Yu, Jun
17
Lee, Lung-fei
16
Swanson, Norman R.
16
Gouriéroux, Christian
15
Granger, C. W. J.
15
Linton, Oliver
15
McAleer, Michael
15
Diebold, Francis X.
13
Franses, Philip Hans
13
Ghysels, Eric
13
Lucey, Brian M.
13
Aït-Sahalia, Yacine
12
Ji, Qiang
12
Chib, Siddhartha
11
Corbet, Shaen
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Baltagi, Badi H.
10
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Maasoumi, Esfandiar
10
Sensoy, Ahmet
10
Barnett, William A.
9
Dufour, Jean-Marie
9
Li, Qi
9
Magnus, Jan R.
9
Robinson, Peter M.
9
Taylor, Robert
9
Teräsvirta, Timo
9
Tsionas, Efthymios G.
9
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CESifo Forum
Environmental modeling & assessment
Finance research letters
Journal of econometrics
Journal of forecasting
International journal of forecasting
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Economics letters
8
Economic modelling
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Journal of political economy
7
The American economic review
7
The economic journal : the journal of the Royal Economic Society
7
The review of economics and statistics
7
Econometric reviews
6
Journal of economic dynamics & control
6
Journal of empirical finance
6
The energy journal
6
The review of economic studies
6
Computational economics
5
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
5
International economic review
5
Journal of international money and finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of human resources : JHR
4
The review of financial studies
4
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
Economics / Journal articles : the open-access, open-assessment journal
3
Energy economics
3
FinanzArchiv : public finance analysis
3
Ifo-Schnelldienst
3
International tax and public finance
3
Journal of economic literature
3
Journal of financial economics
3
Journal of the European Economic Association
3
Macroeconomic dynamics
3
Resource and energy economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
The journal of finance : the journal of the American Finance Association
3
Annales d'économie et de statistique
2
Applied economics letters
2
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1
Special issue on density forecasting in economics and finance
Timmermann, Allan
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001504591
Saved in:
2
Mitigation costs in a globalized
world
: climate policy analysis with REMIND-R
Leimbach, Marian
;
Bauer, Nico
;
Baumstark, Lavinia
; …
- In:
Environmental modeling & assessment
15
(
2010
)
1
,
pp. 155-173
Persistent link: https://www.econbiz.de/10008653775
Saved in:
3
Mitigation costs in a globalized
world
: climate policy analysis with REMIND-R
Leimbach, Marian
;
Bauer, Nico
;
Baumstark, Lavinia
; …
- In:
Environmental modeling & assessment
15
(
2010
)
3
,
pp. 155-173
Persistent link: https://www.econbiz.de/10008901650
Saved in:
4
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
Saved in:
5
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
6
An assessment of the economic value of non-linear foreign exchange rate forecasts
Satchell, Stephen
- In:
Journal of forecasting
14
(
1995
)
6
,
pp. 477-497
Persistent link: https://www.econbiz.de/10001191617
Saved in:
7
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Saved in:
8
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:
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
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
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