Research output per year
Research output per year
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A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Schiavoni, C., Palm, F., Smeekes, S. & van den Brakel, J., Jan 2021, In: Journal of the Royal Statistical Society Series A-Statistics in Society. 184, 1, p. 324-353 30 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access1 Citation (Web of Science) -
Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, C., Koopman, S. J., Palm, F. C., Smeekes, S. & van den Brakel, J., 25 Feb 2021, Tinbergen Institute, 49 p. (Tinbergen Institute Discussion Paper; No. 020/III, Vol. 2021).Research output: Working paper / Preprint › Working paper
Open Access -
Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes
Pollmann, D., Dohmen, T. & Palm, F., Dec 2020, In: De Economist. 168, 4, p. 519-540 22 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access2 Citations (Web of Science) -
A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Schiavoni, C., Palm, F., Smeekes, S. & van den Brakel, J., 31 Jan 2019, Cornell University - arXiv, (arXiv.org; No. 1901.11355).Research output: Working paper / Preprint › Working paper
File138 Downloads (Pure) -
Econometric Analysis of Panel Data Models with Multifactor Error Structures
Karabiyik, H., Palm, F. C. & Urbain, J-P., 2019, In: Annual Review of Economics. 11, p. 495-522 28 p.Research output: Contribution to journal › Article › Academic › peer-review
4 Citations (Web of Science)
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Journal of Empirical Finance (Journal)
Franz Palm (Editor)
1 Jan 2013 → 31 Dec 2013Activity: Publication peer-review and editorial work › Editorial activity; journal › Academic
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Journal of Empirical Finance (Journal)
Franz Palm (Editor)
1 Jan 2011 → 31 Dec 2011Activity: Publication peer-review and editorial work › Editorial activity; journal › Academic
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Journal of Econometrics (Journal)
Franz Palm (Editor)
1 Jan 2008 → 31 Dec 2008Activity: Publication peer-review and editorial work › Editorial activity; journal › Academic
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Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests.
Franz Palm (Speaker)
1 Nov 2008Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Journal of Empirical Finance (Journal)
Franz Palm (Editor)
1 Jan 2008 → 31 Dec 2008Activity: Publication peer-review and editorial work › Editorial activity; journal › Academic