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Ranking leading econometrics journals using citations data from ISI and RePEc

Chang, Chia-Lin; McAleer, Michael - In: Econometrics : open access journal 1 (2013) 3, pp. 217-235

econometrics journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations data from ISI …

Persistent link: https://www.econbiz.de/10010236715

Big data, computational science, economics, finance, marketing, management, and psychology : connections

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-29

, Marketing, Management, and Psychology, and discusses research issues that are related to the various disciplines. Academics …

Persistent link: https://www.econbiz.de/10011855163

Asymmetry and leverage in conditional volatility models

McAleer, Michael - In: Econometrics : open access journal 2 (2014) 3, pp. 145-150

The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...

Persistent link: https://www.econbiz.de/10010417180

Four types of ignorance

Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of monetary economics 69 (2015), pp. 97-113

Persistent link: https://www.econbiz.de/10011326677

A quartet of semigroups for model specification, robustness, prices of risk, and model detection

Anderson, Ewan W.; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of the European Economic Association 1 (2003) 1, pp. 68-123

Persistent link: https://www.econbiz.de/10001777218

Acknowledging misspecification in macroeconomic theory

Hansen, Lars Peter; Sargent, Thomas J. - In: Review of economic dynamics 4 (2001) 3, pp. 519-535

Persistent link: https://www.econbiz.de/10001643309

Acknowledging misspecification in macroeconomic theory

Hansen, Lars Peter; Sargent, Thomas J. - In: Monetary and economic studies 19 (2001) S1, pp. 213-227

Persistent link: https://www.econbiz.de/10001553001

Robustness and US monetary policy experimentation

Cogley, Timothy; Colacito, Riccardo; Hansen, Lars Peter; … - In: Journal of money, credit and banking : JMCB 40 (2008) 8, pp. 1599-1623

Persistent link: https://www.econbiz.de/10003797235

Doubts or variability?

Barillas, Francisco; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of economic theory 144 (2009) 6, pp. 2388-2418

Persistent link: https://www.econbiz.de/10003938058

Wanting robustness in macroeconomics

Hansen, Lars Peter; Sargent, Thomas J. - 2011

Persistent link: https://www.econbiz.de/10008934677