E-LIB Suche - Ergebnisse für: Palm, Franz C.

1

Arnold Zellner (1927–2010):

, In: The Palgrave Companion to Chicago Economics,

Palm, Franz C. - p. 789-815 , 2022

Link: https://doi.org/10.1007/..

2

On the Univariate Representation of BEKK Models with Common..:

Hecq, Alain ; Laurent, Sébastien ; Palm, Franz C.
Journal of Time Series Econometrics. 8 (2016) 2 - p. , 2016

Link: https://doi.org/10.1515/..

3

Testing for jumps in conditionally Gaussian ARMA–GARCH mode..:

Laurent, Sébastien ; Lecourt, Christelle ; Palm, Franz C.
Computational Statistics & Data Analysis. 100 (2016) - p. 383-400 , 2016

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

4

Multivariate Dynamic Probit Models: An Application to Finan..:

, In: Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims; Advances in Econometrics,

Candelon, Bertrand ; Dumitrescu, Elena-Ivona ; Hurlin, Christophe. - p. 395-427 , 2014

Link: https://doi.org/10.1108/..

5

Multivariate Dynamic Probit Models: An Application to Finan..:

, In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims; Advances in Econometrics,

Candelon, Bertrand ; Dumitrescu, Elena-Ivona ; Hurlin, Christophe. - p. 395-427 , 2013

Link: https://doi.org/10.1108/..

6

Obituary:

Palm, Franz C.
Journal of Empirical Finance. 18 (2011) 1 - p. 1 , 2011

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

7

Cross-sectional dependence robust block bootstrap panel uni..:

Palm, Franz C. ; Smeekes, Stephan ; Urbain, Jean-Pierre
Journal of Econometrics. 163 (2011) 1 - p. 85-104 , 2011

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

8

Factor structures for panel and multivariate time series da..:

Palm, Franz C. ; Urbain, Jean-Pierre
Journal of Econometrics. 163 (2011) 1 - p. 1-3 , 2011

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

9

Banking and Debt Crises in Europe: The Dangerous Liaisons?:

Candelon, Bertrand ; Palm, Franz C.
De Economist. 158 (2010) 1 - p. 81-99 , 2010

Link: https://doi.org/10.1007/..

10

A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL E..:

Palm, Franz C. ; Smeekes, Stephan ; Urbain, Jean-Pierre
Econometric Theory. 26 (2010) 3 - p. 647-681 , 2010

Link: https://www.jstor.org/st..

11

Editorial introduction: Heavy tails and stable Paretian dis..:

Dufour, Jean-Marie ; Kurz-Kim, Jeong-Ryeol ; Palm, Franz C.
Journal of Empirical Finance. 17 (2010) 2 - p. 177-179 , 2010

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

12

Erratum to: Banking and Debt Crises in Europe: The Dangerou..:

Candelon, Bertrand ; Palm, Franz C.
De Economist. 158 (2010) 3 - p. 337-340 , 2010

Link: https://doi.org/10.1007/..

13

Panel Unit Root Tests in the Presence of Cross-Sectional De..:

Gengenbach, Christian ; Palm, Franz C. ; Urbain, Jean-Pierre
Econometric Reviews. 29 (2009) 2 - p. 111-145 , 2009

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

14

Studying co-movements in large multivariate data prior to m..:

Cubadda, Gianluca ; Hecq, Alain ; Palm, Franz C.
Journal of Econometrics. 148 (2009) 1 - p. 25-35 , 2009

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

15

Studying co-movements in large multivariate data prior to m..:

Cubadda, Gianluca ; Hecq, Alain ; Palm, Franz C.
Journal of Econometrics. 148 (2009) 1 - p. 25-35 , 2009

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