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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technological forecasting & social change : an international journal"
~isPartOf:"The review of financial studies"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Asai, Manabu"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~person:"Pettenuzzo, Davide"
~person:"Yu, Jun"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~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
Asai, Manabu
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Pettenuzzo, Davide
Yu, Jun
Phillips, Peter C. B.
40
Koop, Gary
23
Ghysels, Eric
22
Pesaran, M. Hashem
20
Diebold, Francis X.
19
Swanson, Norman R.
18
Timmermann, Allan
18
Linton, Oliver
17
Steel, Mark F. J.
17
Gouriéroux, Christian
16
Lee, Lung-fei
16
Aït-Sahalia, Yacine
15
Chib, Siddhartha
14
Granger, C. W. J.
14
Renault, Eric
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Taylor, Robert
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Maasoumi, Esfandiar
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Corradi, Valentina
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Hansen, Lars Peter
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Hong, Yongmiao
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Lütkepohl, Helmut
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11
Bekaert, Geert
11
Dufour, Jean-Marie
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Engle, Robert F.
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Franses, Philip Hans
11
Gallant, A. Ronald
11
Kohn, Robert
11
Li, Qi
11
Lucas, André
11
Noe, Thomas H.
11
Riahi, Keywan
11
Umar, Muhammad
11
Xiao, Zhijie
11
Barnett, William A.
10
Gao, Jiti
10
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CESifo Forum
Environmental modeling & assessment
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Technological forecasting & social change : an international journal
The review of financial studies
Econometric reviews
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
International journal of forecasting
9
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 review of economics and statistics
7
Economic modelling
6
The energy journal
6
Econometric theory
5
Economics letters
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 forecasting
4
Journal of human resources : JHR
4
The econometrics journal
4
The economic journal : the journal of the Royal Economic Society
4
The review of economic 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
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3
FinanzArchiv : public finance analysis
3
Ifo-Schnelldienst
3
International tax and public finance
3
Journal of economic dynamics & control
3
Journal of economic literature
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial economics
3
Journal of the European Economic Association
3
Macroeconomic dynamics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Oxford bulletin of economics and statistics
3
Resource and energy economics
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
Annales d'économie et de statistique
2
Asia-Pacific financial markets
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ECONIS (ZBW)
55
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1
A short note on integrated assessment modeling approaches : rejoinder to the review of "Making or breaking climate targets - the AMPERE study on staged accession scenarios for clim...
Kriegler, Elmar
;
Riahi, Keywan
;
Bauer, Nico
;
Schwanitz, …
- In:
Technological forecasting & social change : an …
99
(
2015
),
pp. 273-276
Persistent link: https://www.econbiz.de/10011524571
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
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
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
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
7
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:
8
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
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