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Phillips, Peter C. B.
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Journal of econometrics
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1,660
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1
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
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2
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
3
Volatility contagion : a range-based volatility approach
Chiang, Min-Hsien
;
Wang, Li-min
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10009409692
Saved in:
4
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
5
Knowledge spillovers in US patents : a dynamic patent intensity model with secret common innovation factors
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 14-32
Persistent link: https://www.econbiz.de/10008839946
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6
Robust score and portmanteau tests of volatility spillover
Aguilar, Mike
;
Hill, Jonathan B.
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10011326820
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7
A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
Glass, Anthony
;
Kenjegalieva, Karligash
;
Sickles, Robin C.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 289-300
Persistent link: https://www.econbiz.de/10011592268
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8
Patent propensity, R&D and market competition : dynamic spillovers of innovation leaders and followers
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 145-163
Persistent link: https://www.econbiz.de/10011594700
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9
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
10
Identifying causal effects in experiments with spillovers and non-compliance
DiTraglia, Francis J.
;
García Jimeno, Camilo
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1589-1624
Persistent link: https://www.econbiz.de/10014471417
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