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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~person:"Arvanitis, Stelios"
~person:"Billio, Monica"
~person:"Bougheas, Spiros P."
~person:"Chan, Joshua"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Goerke, Laszlo"
~person:"Herwartz, Helmut"
~person:"Malley, James R."
~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"
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Gravitationsmodell
Returns to education
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Theory
38
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9
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9
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Arvanitis, Stelios
Billio, Monica
Bougheas, Spiros P.
Chan, Joshua
Galvão Júnior, Antônio Fialho
Goerke, Laszlo
Herwartz, Helmut
Malley, James R.
McAleer, Michael
46
Franses, Philip Hans
38
Phillips, Peter C. B.
38
Koop, Gary
23
Ghysels, Eric
21
Diebold, Francis X.
18
Pesaran, M. Hashem
18
Swanson, Norman R.
18
Linton, Oliver
17
Steel, Mark F. J.
17
Yu, Jun
17
Lee, Lung-fei
16
Gouriéroux, Christian
15
Timmermann, Allan
15
Chang, Chia-Lin
14
Chib, Siddhartha
14
Dekker, Rommert
14
Falvey, Rodney E.
14
Granger, C. W. J.
14
Heuvel, Wilco van den
14
Paap, Richard
14
Taylor, Robert
14
Dijk, Herman K. van
13
Renault, Eric
13
Corradi, Valentina
12
Lütkepohl, Helmut
12
Schmidt, Peter
12
Andrews, Donald W. K.
11
Aït-Sahalia, Yacine
11
Dufour, Jean-Marie
11
Huisman, Dennis
11
Kohn, Robert
11
Kreickemeier, Udo
11
Li, Qi
11
Lucas, André
11
Maasoumi, Esfandiar
11
Patton, Andrew J.
11
Xiao, Zhijie
11
Barnett, William A.
10
Dijk, Dick van
10
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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50
IAAEU discussion paper series in economics
17
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16
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14
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Economics letters
9
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9
International journal of forecasting
8
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8
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
European economic review : EER
7
Journal of international money and finance
6
Scottish journal of political economy : the journal of the Scottish Economic Society
6
Bulletin of economic research
5
Cege discussion paper
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5
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5
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4
Econometric reviews
4
Journal of economics
4
Metroeconomica : international review of economics
4
Oxford economic papers
4
SFB 649 discussion paper
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
CEDEX discussion paper series
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
FinanzArchiv : public finance analysis
3
Homo oeconomicus
3
International tax and public finance
3
Journal of banking & finance
3
Labour economics : official journal of the European Association of Labour Economists
3
Macroeconomic dynamics
3
Oxford bulletin of economics and statistics
3
Research paper series / Swiss Finance Institute
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
On the political economy of high skilled migration and international trade
Bougheas, Spiros P.
;
Nelson, Douglas R.
-
2012
Persistent link: https://www.econbiz.de/10009573207
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
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
4
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:
5
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:
6
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
7
Innovations in multiple time series analysis
Breitung, Jörg
(
ed.
);
Herwartz, Helmut
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704621
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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