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source:"econis"
subject:"Schätztheorie"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"International journal of research in marketing : IJRM ; official journal of the European Marketing Academy"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Technological forecasting & social change : an international journal"
~person:"Casarin, Roberto"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
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Theorie
USA
Theory
4
Bayes-Statistik
3
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Casarin, Roberto
Dijk, Herman K. van
Franses, Philip Hans
Marcellino, Massimiliano
8
Linton, Oliver
7
Moosa, Imad A.
6
Phillips, Peter C. B.
6
Yu, Jun
6
Blazsek, Szabolcs
5
Carriero, Andrea
5
Gil-Alaña, Luis A.
5
Kapetanios, George
5
Lucas, André
5
Patton, Andrew J.
5
Tsionas, Efthymios G.
5
Afonso, Oscar
4
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Chen, Rong
4
Clark, Todd E.
4
Diebold, Francis X.
4
Galvão Júnior, Antônio Fialho
4
Hallin, Marc
4
Hong, Yongmiao
4
Kirchler, Erich
4
Kogler, Christoph
4
Koop, Gary
4
Liao, Yuan
4
Ramiah, Vikash
4
Schorfheide, Frank
4
Seo, Myung Hwan
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Antonelli, Cristiano
3
Arvanitis, Stelios
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Asai, Manabu
3
Bai, Jushan
3
Billio, Monica
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Xiaohong
3
Fabozzi, Frank J.
3
Fan, Jianqing
3
Firpo, Sérgio Pinheiro
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Applied economics
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Technological forecasting & social change : an international journal
International journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Handbook of economic forecasting ; 1
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ECONIS (ZBW)
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A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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2
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
3
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
4
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
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