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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Review of economic dynamics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Bassetto, Marco"
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Hong, Yongmiao"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~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
Bandi, Federico M.
Bassetto, Marco
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Hong, Yongmiao
Pelger, Markus
Phillips, Peter C. B.
37
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Hommes, Cars H.
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Kort, Peter M.
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Lee, Lung-fei
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Yu, Jun
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Linton, Oliver
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Swanson, Norman R.
15
Ghysels, Eric
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Timmermann, Allan
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Brock, William A.
13
Aït-Sahalia, Yacine
12
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12
Tsionas, Efthymios G.
12
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11
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Long, Ngo Van
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Maasoumi, Esfandiar
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10
Ravikumar, B.
10
Reichlin, Pietro
10
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10
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9
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9
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of economic dynamics & control
Review of economic dynamics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Econometric theory
11
The review of economics and statistics
9
International economic review
7
International journal of forecasting
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
Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The energy journal
6
Economic modelling
5
Economics letters
5
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
5
Journal of international money and finance
5
Journal of monetary economics
5
The review of economic studies
5
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
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 the European Economic Association
3
Macroeconomic dynamics
3
Resource and energy economics
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
The review of financial 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
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ECONIS (ZBW)
41
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1
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41
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1
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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
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
Explaining rising wage inequality : explorations with a dynamic general equilibrium model of labor earnings with heterobeneous agents
Heckman, James J.
- In:
Review of economic dynamics
1
(
1998
)
1
,
pp. 1-58
Persistent link: https://www.econbiz.de/10001242984
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
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
8
Special issue on advances in econometric
theory
: essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
Saved in:
9
Credit crunches and credit allocation in a model of entrepreneurship
Bassetto, Marco
;
Cagetti, Marco
;
De Nardi, Mariacristina
- In:
Review of economic dynamics
18
(
2015
)
1
,
pp. 53-76
Persistent link: https://www.econbiz.de/10011564083
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
Saved in:
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