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~isPartOf:"Journal of econometrics"
~person:"Engle, Robert F."
~person:"Pesaran, M. Hashem"
~person:"Ravazzolo, Francesco"
~subject:"Zeitreihenanalyse"
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Engle, Robert F.
Pesaran, M. Hashem
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1
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
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2
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
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3
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
4
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
5
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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