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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Patton, Andrew J."
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Anomalies"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~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.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Patton, Andrew J.
Pelger, Markus
Phillips, Peter C. B.
37
Serletis, Apostolos
18
Swanson, Norman R.
17
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Barnett, William A.
15
Ghysels, Eric
15
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
14
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Granger, C. W. J.
12
Chib, Siddhartha
11
Corradi, Valentina
11
McAleer, Michael
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Hsiao, Cheng
10
Timmermann, Allan
10
Turnovsky, Stephen J.
10
Dufour, Jean-Marie
9
Gallant, A. Ronald
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Teräsvirta, Timo
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Baltagi, Badi H.
8
Diewert, Walter E.
8
Franses, Philip Hans
8
Hidalgo, Javier
8
Hinich, Melvin J.
8
Kohn, Robert
8
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Macroeconomic dynamics
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 business & economic statistics : JBES ; a publication of the American Statistical Association
9
International journal of forecasting
7
Journal of political economy
7
The American economic review
7
The review of economics and statistics
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
Econometric reviews
5
Economics letters
5
International economic review
5
Journal of international money and finance
5
Economic modelling
4
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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
FinanzArchiv : public finance analysis
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
Annales d'économie et de statistique
2
Annual review of economics
2
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
Evaluation of training and other social programmes
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Review of economic dynamics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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ECONIS (ZBW)
29
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
7
Innovations in multiple time series analysis
Breitung, Jörg
(
ed.
);
Herwartz, Helmut
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704621
Saved in:
8
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
9
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:
10
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
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