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Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
2
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
3
Systemic risk-shifting in financial networks
Elliott, Matthew
;
Georg, Co-Pierre
;
Hazell, Jonathon
-
2020
Persistent link: https://www.econbiz.de/10013205466
Saved in:
4
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
5
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
6
Foreign direct investment as a determinant of cross-country stock market comovement
Anagnostopoulos, Alexios
;
Atesagaoglu, Orhan Erem
; …
-
2019
-
This draft: July 22, 2019
Persistent link: https://www.econbiz.de/10012703237
Saved in:
7
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
8
Testing in high-dimensional spiked models
Johnstone, Iain M.
;
Onatski, Alexei
-
2018
Persistent link: https://www.econbiz.de/10012667588
Saved in:
9
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
-
2018
Persistent link: https://www.econbiz.de/10012671159
Saved in:
10
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
11
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
12
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
-
2017
Persistent link: https://www.econbiz.de/10012667643
Saved in:
13
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011565160
Saved in:
14
A multiple testing approach to the regularisation of large sample correlation matrice
Bailey, Natalia
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366306
Saved in:
15
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Pesaran, M. Hashem
;
Chudik, Alexander
-
2013
Persistent link: https://www.econbiz.de/10009754530
Saved in:
16
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
17
The two faces of interbank correlation
Schaeck, Klaus
;
Buston, Consuelo Silva
;
Wagner, Wolf
-
2017
Persistent link: https://www.econbiz.de/10011752175
Saved in:
18
The perception of dependence and investment decisions
Ungeheuer, Michael
;
Weber, Martin
-
2016
Persistent link: https://www.econbiz.de/10011482230
Saved in:
19
International correlation of business cycles in a behavioral macroeconomic model
De Grauwe, Paul
;
Ji, Yuemei
-
2016
Persistent link: https://www.econbiz.de/10011502459
Saved in:
20
The perception of defendence, investment decisions, and stock prices
Ungeheuer, Michael
;
Weber, Martin
-
2016
Persistent link: https://www.econbiz.de/10011571214
Saved in:
21
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
-
2010
Persistent link: https://www.econbiz.de/10003981032
Saved in:
22
Capital shares and income inequality : evidence from the long run
Bengtsson, Erik
;
Waldenström, Daniel
-
2015
Persistent link: https://www.econbiz.de/10011435679
Saved in:
23
Does polarization of opinions lead to polarization of platforms? : the case of correlation neglect
Levy, Gilat
;
Razin, Ronny
-
2015
Persistent link: https://www.econbiz.de/10010495610
Saved in:
24
Ancestry, language and culture
Spolaore, Enrico
;
Wacziarg, Romain
-
2015
Persistent link: https://www.econbiz.de/10011299649
Saved in:
25
Why does financial sector growth crowd out real economic growth?
Cecchetti, Stephen G.
;
Kharroubi, Enisse
-
2015
Persistent link: https://www.econbiz.de/10011299651
Saved in:
26
What do stock markets tell us about exchange rates?
Cenedese, Gino
;
Payne, Richard
;
Valente, Giorgio
-
2015
Persistent link: https://www.econbiz.de/10011317959
Saved in:
27
Monetary-financial stability under EMU
Lane, Philip R.
-
2015
Persistent link: https://www.econbiz.de/10011347398
Saved in:
28
Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander
;
Pesaran, M. Hashem
;
Tosetti, Elisa
-
2009
Persistent link: https://www.econbiz.de/10003877033
Saved in:
29
Governance and comovement under common ownership
Edmans, Alex
;
Levit, Doron
;
Reilly, Devin
-
2014
Persistent link: https://www.econbiz.de/10010409115
Saved in:
30
Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003491106
Saved in:
31
Testing dependence among serially correlated multi-category variables
Pesaran, M. Hashem
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003360331
Saved in:
32
Modeling default correlation in a US retail loan portfolio
Bams, Dennis
;
Willems-Pisarek, Magdalena
;
Wolff, …
-
2012
Persistent link: https://www.econbiz.de/10009679894
Saved in:
33
A simple test for the absence of covariate dependence in duration models
Bhattacharjee, Arnab
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001877432
Saved in:
34
The effect of credit standards on urban and school segregation
Ouazad, Amine
;
Rancière, Romain
-
2011
Persistent link: https://www.econbiz.de/10008990021
Saved in:
35
Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
Saved in:
36
Testing proportionality in duration models with respect to continuous covariates
Das, Samarjit
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001687689
Saved in:
37
Common and spatial drivers in regional business cycles
Artis, Michael J.
;
Dreger, Christian
;
Cholodilin, …
-
2009
Persistent link: https://www.econbiz.de/10003830434
Saved in:
38
The UK intranational trade cycle
Artis, Micheal J
;
Okubo, Toshihiro
-
2009
Persistent link: https://www.econbiz.de/10003814438
Saved in:
39
Multivariative Sarmanov count data models
Miravete, Eugenio J.
-
2009
Persistent link: https://www.econbiz.de/10003886124
Saved in:
40
Nowcasting, business cycle dating and the interpretation of new information when real-time data are available
Lee, Kevin C.
;
Olekalns, Nilss
;
Shields, Kalvinder K.
-
2009
Persistent link: https://www.econbiz.de/10003887474
Saved in:
41
Do energy prices respond to US macroeconomic news? : a test of the hypothesis of predetermined energy prices
Kilian, Lutz
;
Vega, Clara
-
2008
Persistent link: https://www.econbiz.de/10003773993
Saved in:
42
Democracy and development : the devil in the details
Persson, Torsten
;
Tabellini, Guido Enrico
-
2006
Persistent link: https://www.econbiz.de/10003294295
Saved in:
43
Inequality and informality
Chong, Alberto
;
Grâdšṭayn, Marq
-
2006
Persistent link: https://www.econbiz.de/10003311139
Saved in:
44
Macroeconomic policy and the distribution of growth rates
Sirimaneetham, Vatcharin
;
Temple, Jonathan
-
2006
Persistent link: https://www.econbiz.de/10003330127
Saved in:
45
Stochastic capital depreciation and the comovement of hours and productivity
Dueker, Michael
-
2002
Persistent link: https://www.econbiz.de/10013423785
Saved in:
46
Some contagion, some interdependence : more pitfalls in tests of financial contagion
Corsetti, Giancarlo
-
2002
Persistent link: https://www.econbiz.de/10013423900
Saved in:
47
Inflation and inequality
Albanesi, Stefania
-
2002
Persistent link: https://www.econbiz.de/10013424091
Saved in:
48
Extreme correlation of international equity markets
Longin, Frano̧is
-
2000
Persistent link: https://www.econbiz.de/10013423147
Saved in:
49
A measure of comovement for economic variables : theory and empirics
Croux, Christophe
-
1999
Persistent link: https://www.econbiz.de/10013422947
Saved in:
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