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subject:"USA"
subject:"Risiko"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Zeitreihenanalyse"
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Risiko
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Estimation theory
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48
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48
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
342
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
216
Econometric theory
164
Economics letters
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Discussion paper / Tinbergen Institute
101
Econometric reviews
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International journal of forecasting
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CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
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Journal of the American Statistical Association : JASA
40
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39
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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American journal of agricultural economics
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1
Long-term prediction intervals of economic time series
Chudý, M.
;
Karmakar, S.
;
Wu, W. B.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 191-222
Persistent link: https://www.econbiz.de/10012216373
Saved in:
2
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
Saved in:
3
Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Saved in:
4
Bayesian semiparametric quantile regression modeling for estimating earthquake fatality risk
Jiang, Xuejun
;
Li, Yunxian
;
Yang, Aijun
;
Zhou, Ruowei
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2085-2103
Persistent link: https://www.econbiz.de/10012254175
Saved in:
5
Stationarity and cointegration of health care expenditure and GDP : evidence from tests with smooth structural shifts
Lee, Hyejin
;
Oh, Dong-Yop
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 631-652
Persistent link: https://www.econbiz.de/10012056719
Saved in:
6
Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
Saved in:
7
More powerful threshold cointegration tests
Oh, Dong-Yop
;
Lee, Hyejin
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 887-911
Persistent link: https://www.econbiz.de/10011949399
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8
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
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9
A trend filtering method closely related to l1 trend filtering
Yamada, Hiroshi
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1413-1423
Persistent link: https://www.econbiz.de/10011950263
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10
The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy and the Euro area
Busetti, Fabio
;
Caivano, Michele
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1565-1587
Persistent link: https://www.econbiz.de/10011481732
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11
The Fourier approximation and testing for the null of cointegration
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li-Ju
;
Hu, …
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
3
,
pp. 1085-1113
Persistent link: https://www.econbiz.de/10011554372
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12
A comment on "resolving spurious regressions and serially correlated errors"
Ventosa-Santaulària, Daniel
;
Vera-Valdés, J. Eduardo
; …
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
3
,
pp. 1289-1298
Persistent link: https://www.econbiz.de/10011554480
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13
An analysis of the trade balance for OECD countries using periodic integration and cointegration
Barrio Castro, Tomas del
;
Camarero Olivas, Mariam
; …
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10011332932
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14
Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index
Gao, Yichen
;
Zhang, Yu Yvette
;
Wu, Ximing
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10011285954
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15
Testing purchasing power parity hypothesis : a semiparametric varying coefficient approach
Li, Hongjun
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 427-438
Persistent link: https://www.econbiz.de/10011287484
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16
Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour
Huber, Martin
;
Lechner, Michael
;
Steinmayr, Andreas
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011317709
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17
Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
4
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
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18
Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
1
,
pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
Saved in:
19
How well does a dynamic Mincer equation fit NLSY data? : evidence based on a simple wage-bargaining model
Andini, Corrado
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1519-1543
Persistent link: https://www.econbiz.de/10009749467
Saved in:
20
Resolving spurious regressions and serially correlated errors
Agiakloglou, Christos N.
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
3
,
pp. 1361-1366
Persistent link: https://www.econbiz.de/10010222386
Saved in:
21
A parametric control function approach to estimating the returns to schooling in the absence of exclusion restrictions: an application to the NLSY
Farré, Lídia
;
Klein, Roger W.
;
Vella, Francis
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
1
,
pp. 111-133
Persistent link: https://www.econbiz.de/10009703632
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22
Special issue on panel data econometrics
Baltagi, Badi H.
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10008859125
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23
A modified logit model for time series with an application to the pricing behaviour of manufacturing firms in Australia
Alaouze, Chris M.
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
3
,
pp. 599-613
Persistent link: https://www.econbiz.de/10001769345
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24
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
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25
Are Hodrick-Prescott "forecasts" rational?
Ash, J. C. K
;
Easaw, J. Z.
;
Hearvi, S. M.
;
Smyth, David J.
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
4
,
pp. 631-643
Persistent link: https://www.econbiz.de/10001717335
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26
Individual heterogeneity in the returns to schooling : instrumental variables quantile regression using twins data
Arias, Omar
;
Hallock, Kevin F.
;
Sosa Escudero, Walter
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
1
,
pp. 7-40
Persistent link: https://www.econbiz.de/10001563293
Saved in:
27
An investigation into a non-linear stochastic trend model
Neusser, Klaus
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 135-153
Persistent link: https://www.econbiz.de/10001353470
Saved in:
28
(When) should cointegrating regressions be detrendet? : The case of a German money demand function
Hassler, Uwe
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 155-172
Persistent link: https://www.econbiz.de/10001353474
Saved in:
29
The demand for broad money in Norway, 1969 - 1993
Eitrheim, Øyvind
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001338280
Saved in:
30
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
Hendry, David F.
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 267-294
Persistent link: https://www.econbiz.de/10001338283
Saved in:
31
A new test for structural change : short paper
Inder, Brett A.
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
3
,
pp. 475-482
Persistent link: https://www.econbiz.de/10001205389
Saved in:
32
A spectral decomposition for structural VAR models
Stiassny, Alfred
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
4
,
pp. 535-555
Persistent link: https://www.econbiz.de/10001209917
Saved in:
33
Finnish GNP-series 1954/I - 1990/IV: small shock persistance or trend stationarity? : Some evidence with variance ratio estimates
Lindén, Mikael
- In:
Empirical economics : a journal of the Institute for …
20
(
1995
)
2
,
pp. 333-349
Persistent link: https://www.econbiz.de/10001182493
Saved in:
34
A reexamination of the Nelson-Plosser data set using recursive and sequential tests
Li, Hongyi
- In:
Empirical economics : a journal of the Institute for …
20
(
1995
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10001190524
Saved in:
35
Testing for unit roots with income distribution data
Lucke, Bernd
- In:
Empirical economics : a journal of the Institute for …
19
(
1994
)
4
,
pp. 555-573
Persistent link: https://www.econbiz.de/10001175476
Saved in:
36
Fixed effects with interpersonal and intertemporal covariance
Chowdhury, Gopa
- In:
Empirical economics : a journal of the Institute for …
19
(
1994
)
4
,
pp. 523-532
Persistent link: https://www.econbiz.de/10001175478
Saved in:
37
Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
Saved in:
38
The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
Saved in:
39
Parameter constancy in cointegrating regressions
Quintos, Carmela E.
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 675-706
Persistent link: https://www.econbiz.de/10001331525
Saved in:
40
Nonparametric kernel estimation applied to forecasting : an evaluation based on the bootstrap
Moschini, Giancarlo
- In:
Empirical economics : a journal of the Institute for …
13
(
1988
)
3
,
pp. 141-154
Persistent link: https://www.econbiz.de/10001056266
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