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~isPartOf:"CESifo working papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~person:"Arvanitis, Stelios"
~person:"Billio, Monica"
~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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Bildungsertrag
Gravitationsmodell
Returns to education
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Ökonometrisches Modell
Theory
7
Bayes-Statistik
3
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3
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3
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3
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2
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Arvanitis, Stelios
Billio, Monica
Pesaran, M. Hashem
71
Caporale, Guglielmo Maria
37
Phillips, Peter C. B.
37
Koskela, Erkki
31
Ploeg, Frederick van der
30
Philippopulos, Apostolēs
29
Egger, Peter
28
Eichner, Thomas
27
Larch, Mario
26
Long, Ngo Van
26
Panteghini, Paolo
26
Brueckner, Jan K.
25
Pestieau, Pierre
25
Haufler, Andreas
24
Gersbach, Hans
23
Poutvaara, Panu
23
Choi, Jay Pil
22
De Grauwe, Paul
22
Kreickemeier, Udo
22
Malley, James R.
22
Keuschnigg, Christian
21
Marjit, Sugata
21
Meier, Volker
21
Pethig, Rüdiger
21
Cremer, Helmuth
20
Frey, Bruno S.
20
Fuest, Clemens
20
Heer, Burkhard
20
Kind, Hans Jarle
20
Runkel, Marco
20
Egger, Hartmut
19
Gil-Alaña, Luis A.
19
Goerke, Laszlo
19
Grossmann, Volker
19
Moutos, Thomas
19
Schjelderup, Guttorm
19
Bougheas, Spiros P.
18
Buchholz, Wolfgang
18
Danziger, Leif
18
Hoel, Michael
18
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CESifo working papers
Journal of econometrics
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
Working papers
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Research paper series / Swiss Finance Institute
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
International journal of forecasting
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Swiss Finance Institute Research Paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of economics and statistics
1
Bozen economics & management paper series : BEMPS
1
Decisions in economics and finance : a journal of applied mathematics
1
European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Nota di lavoro / Dipartimento di Scienze Economiche, Università Ca' Foscari di Venezia
1
Rivista italiana degli economisti : the journal of the Italian Economic Association
1
SAFE working paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
Working papers / Innocenzo Gasparini Institute for Economic Research
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ECONIS (ZBW)
7
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1
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:
2
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
Saved in:
3
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
Saved in:
4
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Saved in:
5
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:
6
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:
7
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
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