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~isPartOf:"CESifo Forum"
~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.
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Timmermann, Allan
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Aït-Sahalia, Yacine
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10
Reichlin, Pietro
10
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9
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9
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CESifo Forum
Journal of econometrics
Journal of economic dynamics & control
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15
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11
The review of economics and statistics
9
International economic review
7
International journal of forecasting
7
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7
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7
The American economic review
7
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6
The energy journal
6
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5
Economics letters
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5
Journal of international money and finance
5
Journal of monetary economics
5
The review of economic studies
5
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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
Economics : the open-access, open-assessment journal
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FinanzArchiv : European journal of public finance
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
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2
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ECONIS (ZBW)
39
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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
Redistribution, taxes, and the median voter
Bassetto, Marco
;
Benhabib, Jess
- In:
Review of economic dynamics
9
(
2006
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10003322048
Saved in:
3
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:
4
Political economy of taxation in an overlapping-generations economy
Bassetto, Marco
- In:
Review of economic dynamics
11
(
2008
)
1
,
pp. 18-43
Persistent link: https://www.econbiz.de/10003710999
Saved in:
5
Recent development in financial econometrics
Kuan, Chung-ming
(
contributor
);
Hong, Yongmiao
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003858949
Saved in:
6
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:
7
Generalized spectral testing for multivariate continuous-time models
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 268-293
Persistent link: https://www.econbiz.de/10009301912
Saved in:
8
A unified approach to validating univariate and multivariate conditional distribution models in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10010254990
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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