Franz C. Palm

Available identifiers

zbMath Open palm.franz-cMaRDI QIDQ291628

List of research outcomes

Publication	Date of Publication	Type
Focused information criterion for locally misspecified vector autoregressive models	2022-03-04	Paper
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation	2020-07-10	Paper
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach	2018-08-15	Paper
On the univariate representation of BEKK models with common factors	2018-02-07	Paper
Cross-sectional dependence robust block bootstrap panel unit root tests	2016-08-12	Paper
Studying co-movements in large multivariate data prior to multivariate modelling	2016-07-04	Paper
Common cyclical features analysis in VAR models with cointegration	2016-06-10	Paper
Macro-panels and reality	2013-01-29	Paper
Cross-sectional dependence robust block bootstrap panel unit root tests	2011-07-01	Paper
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL	2010-07-23	Paper
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling	2010-04-23	Paper
Bootstrap Unit-Root Tests: Comparison and Extensions	2009-02-28	Paper
Regret aversion and annuity risk in defined contribution pension plans	2008-06-25	Paper
Bootstrap Unit-Root Tests: Comparison and Extensions	2008-03-01	Paper
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES	2004-03-22	Paper
Sources of asymmetry in production factor dynamics	1998-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q4834790	1995-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q4834770	1995-06-12	Paper
Asymmetric Adjustment Costs in Non-linear labour Demand Models for the Netherlands and U.K. Manufacturing Sectors	1993-08-23	Paper
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations	1991-01-01	Paper
Asymptotic least-squares estimation efficiency considerations and applications	1990-01-01	Paper
Intertemporal consumer behaviour under structural changes in income	1989-01-01	Paper
Efficiency gains due to using missing data procedures in regression models	1988-01-01	Paper
Computing Wald criteria for nested hypotheses	1988-01-01	Paper
Structural econometric modeling and time series analysis	1986-01-01	Paper
Wald Criteria for Jointly Testing Equality and Inequality Restrictions	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3219651	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3343264	1984-01-01	Paper
Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties	1984-01-01	Paper
Linear regression using both temporally aggregated and temporally disaggregated data	1982-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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