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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"FinanzArchiv : public finance analysis"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of economic dynamics"
~person:"Agudze, Komla M."
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Chen, Rong"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~person:"Swanson, Norman R."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Wealth"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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39
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Agudze, Komla M.
Bandi, Federico M.
Blasques, Francisco
Chen, Rong
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Swanson, Norman R.
Phillips, Peter C. B.
35
Koop, Gary
16
Lee, Lung-fei
16
Linton, Oliver
15
Pesaran, M. Hashem
15
Gouriéroux, Christian
14
Yu, Jun
14
Ghysels, Eric
13
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Chib, Siddhartha
11
Granger, C. W. J.
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Renault, Eric
10
Schmidt, Peter
10
Dufour, Jean-Marie
9
Maasoumi, Esfandiar
9
McAleer, Michael
9
Robinson, Peter M.
9
Taylor, Robert
9
Timmermann, Allan
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
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9
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8
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8
Gao, Jiti
8
Hidalgo, Javier
8
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8
Kohn, Robert
8
Lewbel, Arthur
8
Li, Qi
8
Lütkepohl, Helmut
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Schorfheide, Frank
8
White, Halbert
8
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CESifo Forum
Environmental modeling & assessment
FinanzArchiv : public finance analysis
Journal of econometrics
Review of economic dynamics
International journal of forecasting
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Economics letters
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
The American economic review
7
The review of economics and statistics
7
Journal of political economy
6
Econometric reviews
5
Economic modelling
5
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
5
Journal of international money and finance
5
Macroeconomic dynamics
5
The energy journal
5
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4
Journal of forecasting
4
Journal of human resources : JHR
4
The economic journal : the journal of the Royal Economic Society
4
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
Econometric theory
3
FinanzArchiv : European journal of public finance
3
Ifo-Schnelldienst
3
International economic review
3
International tax and public finance
3
Journal of economic literature
3
Journal of empirical finance
3
Journal of the European Economic Association
3
Resource and energy economics
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
The review of economic studies
3
Annales d'économie et de statistique
2
CESifo forum : a bi-monthly journal on European economic issues
2
Climate policy
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy policy
2
Evaluation of training and other social programmes
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of economic dynamics & control
2
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ECONIS (ZBW)
39
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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
)
3
,
pp. 155-173
Persistent link: https://www.econbiz.de/10008901650
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
The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
4
Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 779-806
Persistent link: https://www.econbiz.de/10003359634
Saved in:
5
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
Saved in:
6
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
7
Testing the correlated random coefficient model
Heckman, James J.
;
Schmierer, Daniel
;
Urzua, Sergio
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10008839973
Saved in:
8
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
9
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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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