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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:"McAleer, Michael"
~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
McAleer, Michael
Phillips, Peter C. B.
37
Koop, Gary
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Lee, Lung-fei
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Yu, Jun
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Gouriéroux, Christian
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Linton, Oliver
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Pesaran, M. Hashem
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Swanson, Norman R.
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Ghysels, Eric
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Aït-Sahalia, Yacine
12
Chib, Siddhartha
11
Granger, C. W. J.
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Renault, Eric
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Schmidt, Peter
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Steel, Mark F. J.
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Xiao, Zhijie
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Horowitz, Joel
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Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Lütkepohl, Helmut
8
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FinanzArchiv : public finance analysis
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Ifo-Schnelldienst
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International tax and public finance
3
Journal of economic literature
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of the European Economic Association
3
Macroeconomic dynamics
3
Oxford bulletin of economics and statistics
3
Resource and energy economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
37
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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
The significance of testing empirical non-nested models
McAleer, Michael
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001333013
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
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
7
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:
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
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:
10
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
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