E-LIB Suche - Ergebnisse für: Djogbenou, Antoine

1

Tests for group-specific heterogeneity in high-dimensional ..:

Djogbenou, Antoine ; Sufana, Razvan
Journal of Multivariate Analysis. 199 (2024) - p. 105233 , 2024

Link: https://doi.org/10.1016/..

2

Identifying oil price shocks with global, developed, and em..:

Djogbenou, Antoine A.
Journal of Applied Econometrics. 39 (2023) 1 - p. 128-149 , 2023

Link: https://doi.org/10.1002/..

3

Composite Likelihood for Stochastic Migration Model with Un..:

Djogbenou, Antoine ; Gouriéroux, Christian ; Jasiak, Joann.
Journal of Financial Econometrics. , 2023

Link: https://doi.org/10.1093/..

4

Time-varying coefficient DAR model and stability measures f..:

Djogbenou, Antoine ; Inan, Emre ; Jasiak, Joann
Journal of International Money and Finance. 139 (2023) - p. 102946 , 2023

Link: https://doi.org/10.1016/..

5

Transition model for coronavirus management:

Djogbenou, Antoine ; Gourieroux, Christian ; Jasiak, Joann..
Canadian Journal of Economics/Revue canadienne d'économique. 55 (2022) S1 - p. 665-704 , 2022

Link: https://doi.org/10.1111/..

6

Transition model for coronavirus management:

Djogbenou, Antoine ; Bandehali, Maygol ; Gouriéroux, Christian... (2020) 35 - p. 176-219

Link: https://cepr.org/file/92..

7

Comovements in the real activity of developed and emerging ..:

Djogbenou, Antoine A.
Journal of Applied Econometrics. 35 (2020) 3 - p. 344-370 , 2020

Link: https://doi.org/10.1002/..

8

Model selection in factor-augmented regressions with estima..:

Djogbenou, Antoine A.
Econometric Reviews. 40 (2020) 5 - p. 470-503 , 2020

Link: https://doi.org/10.1080/..

9

Asymptotic theory and wild bootstrap inference with cluster..:

Djogbenou, Antoine A. ; MacKinnon, James G. ; Nielsen, Morten Ørregaard
Journal of Econometrics. 212 (2019) 2 - p. 393-412 , 2019

Link: https://doi.org/10.1016/..

10

Bootstrap prediction intervals for factor models:

, In: Journal of business & economic statistics

Gonçalves, Sílvia ; Djogbenou, Antoine ; Perron, Benoit. (2017) 1 - p. 53-69

Exemplare: Zentrale;

11

Bootstrap Prediction Intervals for Factor Models:

Gonçalves, Sílvia ; Perron, Benoit ; Djogbenou, Antoine
Journal of Business & Economic Statistics. 35 (2017) 1 - p. 53-69 , 2017

Link: http://www.jstor.org/sta..

12

Bootstrap Prediction Intervals for Factor Models:

Gonçalves, Sílvia ; Perron, Benoit ; Djogbenou, Antoine
Journal of Business & Economic Statistics. 35 (2017) 1 - p. 53-69 , 2017

Link: https://doi.org/10.1080/..

13

Bootstrap Inference in Regressions with Estimated Factors a..:

Djogbenou, Antoine ; Gonçalves, Sílvia ; Perron, Benoit
Journal of Time Series Analysis. 36 (2015) 3 - p. 481-502 , 2015

Link: https://doi.org/10.1111/..

14

Identifying oil price shocks with global, developed, and em..:

Djogbenou, Antoine
URL: https://journaldata.zbw.eu/dataset/82a22368-2e6b-42b4-8832-e6e24da50487/resource/50ee1de5-cdc9-4953-99f9-c5e71e0cf944/download/data.zip. , 2023

Link: https://doi.org/10.15456..

15

Composite Likelihood for Stochastic Migration Model with Un..:

Djogbenou, Antoine ; Gouriéroux, Christian ; Jasiak, Joann.
http://arxiv.org/abs/2109.09043. , 2021

Link: http://arxiv.org/abs/210..