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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Li, Yong"
~person:"Pelger, Markus"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"CCAPM"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"High-dimensional data"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH-Modell
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Li, Yong
Pelger, Markus
Phillips, Peter C. B.
37
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Aït-Sahalia, Yacine
15
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Ghysels, Eric
14
Diebold, Francis X.
13
Shleifer, Andrei
13
Schmidt, Peter
12
Chib, Siddhartha
11
Granger, C. W. J.
11
McAleer, Michael
11
Renault, Eric
11
Steel, Mark F. J.
11
Stulz, René M.
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Timmermann, Allan
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Xiao, Zhijie
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Corradi, Valentina
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Hsiao, Cheng
10
Maasoumi, Esfandiar
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Acharya, Viral V.
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Dufour, Jean-Marie
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Harvey, Campbell R.
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Hong, Yongmiao
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Li, Qi
9
Morellec, Erwan
9
Park, Joon Y.
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Baltagi, Badi H.
8
Barnett, William A.
8
Chen, Lin
8
Gallant, A. Ronald
8
Gao, Jiti
8
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of financial economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
5
Computational economics
4
International economic review
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of human resources : JHR
4
The economic journal : the journal of the Royal Economic Society
4
Econometric reviews
3
Economics / Journal articles : the open-access, open-assessment journal
3
FinanzArchiv : public finance analysis
3
Ifo-Schnelldienst
3
International journal of forecasting
3
International tax and public finance
3
Journal of economic literature
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
Applied economics letters
2
CESifo forum : a bi-monthly journal on European economic issues
2
Climate policy
2
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2
Econometric theory
2
Energy economics
2
Energy policy
2
Evaluation of training and other social programmes
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of business venturing
2
Journal of empirical finance
2
Journal of mathematical finance
2
Review of economic dynamics
2
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ECONIS (ZBW)
23
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1
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23
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
9
The distribution of realized stock return volatility
Andersen, Torben
(
contributor
)
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10001592215
Saved in:
10
Econometrics and empirical economics
Heckman, James J.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 3-5
Persistent link: https://www.econbiz.de/10001546127
Saved in:
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