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~isPartOf:"CESifo working papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~person:"Arvanitis, Stelios"
~person:"Billio, Monica"
~person:"Su, Liangjun"
~subject:"Bildungsertrag"
~subject:"Gravitationsmodell"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Arvanitis, Stelios
Billio, Monica
Su, Liangjun
Pesaran, M. Hashem
71
Caporale, Guglielmo Maria
37
Phillips, Peter C. B.
37
Koskela, Erkki
33
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30
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29
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27
Larch, Mario
26
Long, Ngo Van
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25
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24
Danziger, Leif
23
Gersbach, Hans
23
Poutvaara, Panu
23
Choi, Jay Pil
22
De Grauwe, Paul
22
Goerke, Laszlo
22
Kreickemeier, Udo
22
Malley, James R.
22
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22
Cremer, Helmuth
21
Fuest, Clemens
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Keuschnigg, Christian
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20
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19
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19
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19
Moutos, Thomas
19
Schjelderup, Guttorm
19
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18
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18
Dur, Robert A. J.
18
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CESifo working papers
Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
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14
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4
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4
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
2
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
Saved in:
3
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
4
Estimation of large dimensional factor models with an unknown number of breaks
Ma, Shujie
;
Su, Liangjun
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012116087
Saved in:
5
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios
;
Topaloglou, Nikolas
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
Saved in:
6
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
7
Semiparametric GMM estimation of spatial autoregressive models
Su, Liangjun
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 543-560
Persistent link: https://www.econbiz.de/10009614583
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8
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
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9
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
10
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
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