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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of economic dynamics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Casarin, Roberto"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Kapetanios, George"
~person:"Patton, Andrew J."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Factor analysis"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Volatility"
~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.
Blasques, Francisco
Casarin, Roberto
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Kapetanios, George
Patton, Andrew J.
Phillips, Peter C. B.
37
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
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13
Ghysels, Eric
13
Aït-Sahalia, Yacine
12
Chib, Siddhartha
11
Granger, C. W. J.
11
McAleer, Michael
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Maasoumi, Esfandiar
10
Timmermann, Allan
10
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9
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9
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9
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9
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9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
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8
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8
Gallant, A. Ronald
8
Gao, Jiti
8
Hidalgo, Javier
8
Horowitz, Joel
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Lütkepohl, Helmut
8
Magnus, Jan R.
8
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Journal of econometrics
Review of economic dynamics
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International journal of forecasting
11
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11
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9
Econometric reviews
7
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7
Journal of political economy
7
The American economic review
7
The review of economics and statistics
7
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6
Journal of applied econometrics
6
Journal of empirical finance
6
The energy journal
6
Energy economics
5
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
5
International economic review
5
Journal of economic dynamics & control
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Journal of human resources : JHR
4
The economic journal : the journal of the Royal Economic Society
4
The journal of finance : the journal of the American Finance Association
4
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
Econometric theory
3
Economics : the open-access, open-assessment journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
FinanzArchiv : European journal of public finance
3
Ifo-Schnelldienst
3
International tax and public finance
3
Journal of economic literature
3
Journal of forecasting
3
Journal of the European Economic Association
3
Macroeconomic dynamics
3
Resource and energy economics
3
The econometrics journal
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
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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
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
4
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
5
Making a match : combining
theory
and evidence in policy-oriented macroeconomic modeling
Kapetanios, George
;
Pagan, Adrian R.
;
Scott, Andrew
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 565-594
Persistent link: https://www.econbiz.de/10003412676
Saved in:
6
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:
7
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
8
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
9
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
10
Beta-product dependent Pitman–Yor processes for Bayesian inference
Bassetti, Federico
;
Casarin, Roberto
;
Leisen, Fabrizio
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10010379485
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