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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~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
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Goodell, John W.
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Yu, Jun
17
Bouri, Elie
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Koop, Gary
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Lee, Lung-fei
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Linton, Oliver
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Pesaran, M. Hashem
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Swanson, Norman R.
15
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13
Ghysels, Eric
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Aït-Sahalia, Yacine
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9
Bai, Jushan
8
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8
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8
Chen, Xiaohong
8
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8
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7
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7
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6
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5
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
5
International economic review
5
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5
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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
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ECONIS (ZBW)
40
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1
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:
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
)
3
,
pp. 155-173
Persistent link: https://www.econbiz.de/10008901650
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
9
Introduction to internally consistent modeling, aggregation, inference, and policy
Heckman, James J.
;
Serletis, Apostolos
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010506102
Saved in:
10
Innovations in multiple time series analysis
Breitung, Jörg
(
ed.
);
Herwartz, Helmut
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704621
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