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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Blazsek, Szabolcs"
~subject:"Markov chain"
~subject:"Migranten"
~subject:"Risikopräferenz"
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Markov chain
Migranten
Risikopräferenz
Estimation
15
Schätzung
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Deutschland
6
Germany
6
Markov-Kette
6
Forecasting model
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Einwanderung
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dynamic conditional score
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generalized autoregressive score
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Aktienindex
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density forecasts
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1984-1997
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Constant, Amelie
Blazsek, Szabolcs
Serletis, Apostolos
8
Xu, Libo
7
Casarin, Roberto
6
Gupta, Rangan
6
Dimitrakopoulos, Stefanos
5
Guérin, Pierre
5
Peri, Giovanni
5
Balcilar, Mehmet
4
Billio, Monica
4
Carlana, Michela
4
Chang, Kuang-Liang
4
Chauvet, Marcelle
4
Dustmann, Christian
4
Goutte, Stéphane
4
Kang, Kyu Ho
4
La Ferrara, Eliana
4
Lee, Hsiang-Tai
4
Marcellino, Massimiliano
4
Pinotti, Paolo
4
Zimmermann, Klaus F.
4
Akbulut-Yuksel, Mevlude
3
Apergēs, Nikolaos
3
Bekiros, Stelios
3
Ben-David, Itzhak
3
Birru, Justin
3
Chen, Yuanyuan
3
Chevallier, Julien
3
Foroni, Claudia
3
Gerlach, Richard
3
Gil-Alaña, Luis A.
3
Guidolin, Massimo
3
Hou, Chenghan
3
Ji, Qiang
3
Kugler, Adriana D.
3
Lee, Chien-chiang
3
Leiva-Leon, Danilo
3
Lesage, James P.
3
Li, Leon
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Discussion paper / Centre for Economic Policy Research
4
Applied economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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ECONIS (ZBW)
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1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
2
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
3
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
4
Markov regime-switching Beta-t-EGARCH
Blazsek, Szabolcs
;
Ho, Han-Chiang
- In:
Applied economics
49
(
2017
)
47
,
pp. 4793-4805
Persistent link: https://www.econbiz.de/10011844797
Saved in:
5
Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score
Ayala, Astrid
;
Blazsek, Szabolcs
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2675-2696
Persistent link: https://www.econbiz.de/10011594383
Saved in:
6
Economic preferences and attitudes of the unemployed : are natives and second generation migrants alike?
Constant, Amelie
;
Krause, Annabelle
;
Rinne, Ulf
; …
-
2011
Persistent link: https://www.econbiz.de/10008859036
Saved in:
7
Occupational choice across generations
Constant, Amelie
;
Zimmermann, Klaus F.
-
2004
Persistent link: https://www.econbiz.de/10001955860
Saved in:
8
What makes an entrepreneur and does it pay? : Native men, Turks and other migrants in Germany
Constant, Amelie
;
Shachmurove, Yochanan
;
Zimmermann, …
-
2004
Persistent link: https://www.econbiz.de/10001956184
Saved in:
9
The dynamics of repeat migration : a Markov chain analysis
Constant, Amelie
;
Zimmermann, Klaus F.
-
2003
Persistent link: https://www.econbiz.de/10001872446
Saved in:
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