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~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pesaran, M. Hashem"
~subject:"Bildungsertrag"
~subject:"Schätzung"
~subject:"Statistischer Test"
~subject:"Ökonometrisches Modell"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Heckman, James J.
Herwartz, Helmut
Pesaran, M. Hashem
Caporale, Guglielmo Maria
55
Gil-Alaña, Luis A.
48
Schneider, Friedrich
48
Härdle, Wolfgang
47
Marcellino, Massimiliano
45
Woessmann, Ludger
42
Rose, Andrew
41
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41
McAleer, Michael
40
Dreher, Axel
39
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38
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34
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33
Acemoglu, Daron
30
Kilian, Lutz
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27
Berg, Gerard J. van den
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Lütkepohl, Helmut
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Pierdzioch, Christian
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ECONIS (ZBW)
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61
An empirical study on the measurement and determinants of macroeconomic uncertainty
Ulm, Maren
-
2018
Persistent link: https://www.econbiz.de/10012115215
Saved in:
62
Returns to education : the causal effects of education on earnings, health and smoking
Heckman, James J.
;
Humphries, John Eric
;
Veramendi, Gregory
-
2016
Persistent link: https://www.econbiz.de/10011494842
Saved in:
63
Sign restrictions and statistical identification under volatility breaks : simulation based evidence and an empirical application to monetary policy analysis ; conference paper
Herwartz, Helmut
;
Plödt, Martin
-
2014
Apart from a priori assumptions on instantaneous or long run effects of structural shocks, sign restrictions have become a prominent means for structural vector autoregressive (SVAR) analysis. Moreover, second order heterogeneity of systems of times series can be fruitfully exploited for...
Persistent link: https://www.econbiz.de/10010482469
Saved in:
64
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
-
2015
This paper proposes a regularisation method for the estimation of large covariance matrices that uses insights from the multiple testing (MT) literature. The approach tests the statistical significance of individual pair-wise correlations and sets to zero those elements that are not...
Persistent link: https://www.econbiz.de/10011405221
Saved in:
65
Big data analytics : a new perspective
Chudik, Alexander
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2016
experiments considered in this paper. Despite its simplicity, the
theory
behind the proposed approach is quite complicated. We …
Persistent link: https://www.econbiz.de/10011444508
Saved in:
66
Persistence in the price-to-dividend ratio and its macroeconomic fundamentals : conference paper
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
-
2013
Persistent variations in the log price-to-dividend ratio (PtDR) have triggered a lively discussion in the literature. This paper proposes a present value model incorporating this persistence through a time-varying steady state of the PtDR. Log-likelihood statistics confirm that the time-varying...
Persistent link: https://www.econbiz.de/10010340530
Saved in:
67
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
68
Fifty years of mincer earnings regressions
Heckman, James J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760429
Saved in:
69
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
Saved in:
70
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
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