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subject:"Germany"
~person:"Ghysels, Eric"
~subject:"Estimation theory"
~subject:"Sampling"
~type_genre:"Aufsatz in Zeitschrift"
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Germany
Estimation theory
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21
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8
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8
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5
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Ghysels, Eric
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
65
Baltagi, Badi H.
63
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
49
Tsionas, Efthymios G.
49
Su, Liangjun
46
Ullah, Aman
46
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
Parmeter, Christopher F.
34
Perron, Pierre
34
White, Halbert
34
Bera, Anil K.
33
Hahn, Jinyong
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Lütkepohl, Helmut
32
Hsiao, Cheng
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
27
Hansen, Bruce E.
26
Imbens, Guido
26
Leybourne, Stephen James
26
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Journal of econometrics
6
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4
Econometric theory
3
International economic review
2
Annales d'économie et de statistique
1
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1
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1
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ECONIS (ZBW)
21
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1
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
2
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
3
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
Saved in:
4
The econometric analysis of mixed frequency data sampling
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Saved in:
5
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
6
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
7
Regression models with mixed sampling frequencies
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 246-261
Persistent link: https://www.econbiz.de/10008839957
Saved in:
8
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
9
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
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