Similar Search Results

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

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

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

Innovations in multiple time series analysis

Breitung, Jörg (ed.); Herwartz, Helmut (ed.) - 2016

Persistent link: https://www.econbiz.de/10011704621

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

Large Bayesian VARMAs

Chan, Joshua; Eisenstat, Eric; Koop, Gary - In: Journal of econometrics 192 (2016) 2, pp. 374-390

Persistent link: https://www.econbiz.de/10011704723

Measurement errors in quantile regression models

Firpo, Sérgio Pinheiro; Galvão Júnior, Antônio Fialho; … - In: Journal of econometrics 198 (2017) 1, pp. 146-164

Persistent link: https://www.econbiz.de/10011818373

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

Fair wages and human capital accumulation in a global economy

Kreickemeier, Udo - 2004

This paper analyzes trade in an asymmetric 2×2×2 world, where the two countries, labelled America and Europe, differ in …, the effects of a globalization shock modelled as the entry of newly industrializing countries into the trading world on …

Persistent link: https://www.econbiz.de/10011402411

Two-way migration between similar countries

Kreickemeier, Udo; Wrona, Jens - 2015

We develop a model to explain two-way migration of high-skilled individuals between countries that are similar in their economic characteristics. High-skilled migration results from the combination of workers whose abilities are private knowledge, and a production technology that gives...

Persistent link: https://www.econbiz.de/10011384364