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Multivariate Analyse
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Hafner, Christian M.
3
Phillips, Peter C. B.
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Chen, Bin
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Chen, Xiaohong
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Fan, Jianqing
2
Fan, Yanqin
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Gouriéroux, Christian
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Hong, Yongmiao
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Koop, Gary
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Journal of econometrics
Insurance / Mathematics & economics
58
International journal of production research
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Journal of the American Statistical Association : JASA
31
Econometric reviews
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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International journal of forecasting
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European journal of operational research : EJOR
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Psychometrika
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion papers of interdisciplinary research project 373
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Europäische Hochschulschriften / 5
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CORE discussion papers : DP
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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ECONIS (ZBW)
67
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1
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
Fan, Jianqing
;
Yang, Feng
;
Xia, Lucy
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10012482935
Saved in:
2
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
Saved in:
3
Dynamic treatment effects
Heckman, James J.
;
Humphries, John Eric
;
Veramendi, Gregory
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 276-292
Persistent link: https://www.econbiz.de/10011610524
Saved in:
4
The econometrics of unobservables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011917160
Saved in:
5
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Saved in:
6
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
Saved in:
7
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
8
Non-causality in bivariate binary time series
Mosconi, Rocco
;
Seri, Raffaello
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 379-407
Persistent link: https://www.econbiz.de/10003348760
Saved in:
9
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10003425505
Saved in:
10
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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