Modern Econometric Analysis
Editor
- Olaf Hübler(University of Hannover)Jachim Frohn(University of Bielefeld)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/3-540-32693-6
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- GUO-FITOUSSI, Liang, 2013. "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," MPRA Paper 50005, University Library of Munich, Germany.
- Eickmeier, Sandra, 2006. "Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model," Discussion Paper Series 1: Economic Studies 2006,31, Deutsche Bundesbank.
- Poncela, Pilar, 2012. "More is not always better : back to the Kalman filter in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS ws122317, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Olivier Beaumais & Apolline Niérat, 2019. "Exploring in-depth joint pro-environmental behaviors: a multivariate ordered probit approach," Working Papers hal-02361390, HAL.
- Bruno Moeremans & Michaël Dooms, 2021. "An Exploration of Social License to Operate (SLTO) Measurement in the Port Industry: The Case of North America," Sustainability, MDPI, vol. 13(5), pages 1-25, February.
- Christie Swanepoel & Philip T. Fliers, 2021.
"The fuel of unparalleled recovery: Monetary policy in South Africa between 1925 and 1936,"
Economic History of Developing Regions, Taylor & Francis Journals, vol. 36(2), pages 213-244, May.
- Swanepoel, Christie & Fliers, Philip, 2021. "The fuel of unparalleled recovery: Monetary policy in South Africa between 1925 and 1936," QUCEH Working Paper Series 21-05, Queen's University Belfast, Queen's University Centre for Economic History.
- Jörg Breitung & In Choi, 2013.
"Factor models,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 11, pages 249-265,
Edward Elgar Publishing.
- In Choi & Jorg Breitung, 2011. "Factor models," Working Papers 1121, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), revised Dec 2011.
- Pilar Poncela & Esther Ruiz, 2016.
"Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 401-434,
Emerald Group Publishing Limited.
- Poncela, Pilar, 2015. "Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment," DES - Working Papers. Statistics and Econometrics. WS ws1502, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Shahbaz, Muhammad & Kumar, Ronald Ravinesh & Ivanov, Stanislav & Loganathan, Nanthakumar, 2015. "Nexus between Tourism demand and output per capita with relative importance of trade and financial development: A study of Malaysia," MPRA Paper 67226, University Library of Munich, Germany, revised 11 Oct 2015.
- Michieka, Nyakundi M., 2017. "Do changes in oil prices affect welfare programs? Evidence from Kern County," Energy Economics, Elsevier, vol. 66(C), pages 116-121.
- Yasutomo Murasawa, 2009. "Do coincident indicators have one-factor structure?," Empirical Economics, Springer, vol. 36(2), pages 339-365, May.
- Kokot, Johanna, 2017. "Does a spouse's health shock influence the partner's risk attitudes?," Ruhr Economic Papers 707, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ruba Abdullah Aljarallah, 2020. "The Economic Impacts of Natural Resource Dependency in Gulf Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 36-52.
- repec:cte:wsrepe:23974 is not listed on IDEAS
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016. "Non-Stationary Dynamic Factor Models for Large Datasets," Finance and Economics Discussion Series 2016-024, Board of Governors of the Federal Reserve System (U.S.).
- Walter Krämer, 2016. "Interview mit Joachim Frohn," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(4), pages 325-333, December.
- Joachim Frohn, 2011. "Glück, Nachhaltigkeit und Ökonometrie – zur Einbeziehung sozialer Aspekte in makroökonometrische Modelle," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 4(4), pages 253-267, January.
- Muhammad Shahbaz & Ronald Ravinesh Kumar & Stanislav Ivanov & Nanthakumar Loganathan, 2017. "The nexus between tourism demand and output per capita with the relative importance of trade openness and financial development," Tourism Economics, , vol. 23(1), pages 168-186, February.
- Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
- Syed Hasan & H. Allen Klaiber & Ian Sheldon, 2020. "The impact of science parks on small- and medium-sized enterprises’ productivity distributions: the case of Taiwan and South Korea," Small Business Economics, Springer, vol. 54(1), pages 135-153, January.
- Reinhard Hujer, 2011. "Mikroökonometrie und Kausalität: Zur Bedeutung arbeitsmarktpolitischer Evaluationsstudien," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 5(1), pages 5-18, March.
- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010.
"Are disaggregate data useful for factor analysis in forecasting French GDP?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
- Barhoumi, K. & Darné, O. & Ferrara, L., 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
- Jakub Odehnal & Jiří Neubauer & Lukáš Dyčka & Tereza Ambler, 2020. "Development of Military Spending Determinants in Baltic Countries—Empirical Analysis," Economies, MDPI, vol. 8(3), pages 1-18, August.
Book Chapters
The following chapters of this book are listed in IDEAS- Olaf Hübler & Joachim Frohn, 2006. "Developments and New Dimensions in Econometrics," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 1, pages 1-6, Springer.
- Pu Chen & Joachim Frohn, 2006. "On the Specification and Estimation of Large Scale Simultaneous Structural Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 2, pages 7-24, Springer.
- Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic Factor Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40, Springer.
- Jürgen Wolters & Uwe Hassler, 2006. "Unit Root Testing," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 4, pages 41-56, Springer.
- Uwe Hassler & Jürgen Wolters, 2006. "Autoregressive Distributed Lag Models and Cointegration," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 5, pages 57-72, Springer.
- Helmut Lütkepohl, 2006. "Structural Vector Autoregressive Analysis for Cointegrated Variables," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 6, pages 73-86, Springer.
- Helmut Herwartz, 2006. "Econometric Analysis of High Frequency Data," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 7, pages 87-102, Springer.
- Bernd Fitzenberger & Ralf A. Wilke, 2006. "Using Quantile Regression for Duration Analysis," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 8, pages 103-118, Springer.
- Olaf Hübler, 2006. "Multilevel and Nonlinear Panel Data Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 9, pages 119-135, Springer.
- Göran Kauermann, 2006. "Nonparametric Models and Their Estimation," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 10, pages 137-152, Springer.
- Gerd Ronning, 2006. "Microeconometric Models and Anonymized Micro Data," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 11, pages 153-166, Springer.
- Stefan Boes & Rainer Winkelmann, 2006. "Ordered Response Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 12, pages 167-181, Springer.
- Hans Schneeweiß & Thomas Augustin, 2006. "Some Recent Advances in Measurement Error Models and Methods," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 13, pages 183-198, Springer.
- Marco Caliendo & Reinhard Hujer, 2006. "The Microeconometric Estimation of Treatment Effects — An Overview," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 14, pages 199-214, Springer.
- Susanne Rässler & Regina T. Riphahn, 2006. "Survey Item Nonresponse and its Treatment," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 15, pages 215-230, Springer.
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