Journal of Econometrics

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  • 2023 | Journal Article
    ​ ​Nowcasting the output gap​
    Berger, T.; Morley, J. & Wong, B.​ (2023) 
    Journal of Econometrics, 232(1) pp. 18​-34​.​ DOI: https://doi.org/10.1016/j.jeconom.2020.08.011 
    ​Details  DOI 
  • 2022 | Journal Article
    ​ ​Identification of structural multivariate GARCH models​
    Hafner, C. M.; Herwartz, H. & Maxand, S.​ (2022) 
    Journal of Econometrics, 227(1) pp. 212​-227​.​ DOI: https://doi.org/10.1016/j.jeconom.2020.07.019 
    ​Details  DOI 
  • 2020 | Journal Article
    ​ ​Modelling regional patterns of inefficiency: A Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales​
    Klein, N.; Herwartz, H. & Kneib, T. ​ (2020) 
    Journal of Econometrics, 214(2) pp. 513​-539​.​ DOI: https://doi.org/10.1016/j.jeconom.2019.07.003 
    ​Details  DOI 
  • 2020 | Journal Article
    ​ ​A multicointegration model of global climate change​
    Bruns, S. B.; Csereklyei, Z. & Stern, D. I.​ (2020) 
    Journal of Econometrics, 214(1) pp. 175​-197​.​ DOI: https://doi.org/10.1016/j.jeconom.2019.05.010 
    ​Details  DOI 
  • 2016 | Journal Article | Letter Note
    ​ ​Innovations in multiple time series analysis​
    Breitung, J. & Herwartz, H.​ (2016) 
    Journal of Econometrics, 192(2) pp. 329​-331​.​ DOI: https://doi.org/10.1016/j.jeconom.2016.02.001 
    ​Details  DOI  WoS 
  • 2014 | Journal Article
    ​ ​Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression​
    Dunker, F.; Florens, J.-P.; Hohage, T. ; Johannes, J. & Mammen, E.​ (2014) 
    Journal of Econometrics, 178 pp. 444​-455​.​ DOI: https://doi.org/10.1016/j.jeconom.2013.06.001 
    ​Details  DOI 
  • 2014 | Journal Article
    ​ ​Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks​
    Herwartz, H. & Luetkepohl, H.​ (2014) 
    Journal of Econometrics, 183(1) pp. 104​-116​.​ DOI: https://doi.org/10.1016/j.jeconom.2014.06.012 
    ​Details  DOI  WoS 

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