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source:"econis"
subject:"Schätztheorie"
~isPartOf:"A companion to economic forecasting"
~isPartOf:"Econometric reviews"
~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:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Kapetanios, George"
~person:"Swanson, Norman R."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~subject:"Unit root test"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
USA
Unit root test
Theory
62
Time series analysis
28
Zeitreihenanalyse
28
Forecasting model
18
Prognoseverfahren
18
Bayes-Statistik
7
Bayesian inference
7
United States
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Estimation
6
Schätzung
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Nichtlineare Regression
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Factor analysis
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IV-Schätzung
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United Kingdom
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Autocorrelation
3
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3
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Dijk, Herman K. van
Franses, Philip Hans
Kapetanios, George
Swanson, Norman R.
Phillips, Peter C. B.
47
Pesaran, M. Hashem
28
Koop, Gary
24
McAleer, Michael
24
Baltagi, Badi H.
20
Lee, Lung-fei
20
Linton, Oliver
19
Maasoumi, Esfandiar
19
Schmidt, Peter
18
Taylor, Robert
18
Ghysels, Eric
17
Gouriéroux, Christian
17
Yu, Jun
17
Steel, Mark F. J.
16
Li, Qi
15
Lucas, André
15
Diebold, Francis X.
14
Granger, C. W. J.
14
Lütkepohl, Helmut
14
Ullah, Aman
14
Chib, Siddhartha
13
Geweke, John
13
Schorfheide, Frank
13
Koopman, Siem Jan
12
Kumbhakar, Subal
12
Ng, Serena
12
Xiao, Zhijie
12
Aït-Sahalia, Yacine
11
Bai, Jushan
11
Bollerslev, Tim
11
King, Maxwell L.
11
MacKinnon, James G.
11
Park, Joon Y.
11
Renault, Eric
11
Shin, Yongcheol
11
Teräsvirta, Timo
11
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(EC)2 Conference <1, 1990; 2, 1991>
1
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A companion to economic forecasting
Econometric reviews
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
Economics letters
20
International journal of forecasting
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of forecasting
10
Econometrics : open access journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Oxford bulletin of economics and statistics
5
Econometric theory
4
Journal of economic surveys
4
Journal of empirical finance
4
Macroeconomic dynamics
4
Journal of economic dynamics & control
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
The review of economics and statistics
3
Applied economics
2
Applied economics letters
2
Applied financial economics
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Handbook of economic forecasting ; Vol. 1
2
Journal of macroeconomics
2
Quantitative finance and economics
2
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1
Applied mathematical finance
1
Asset and liability management tools
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
Computer-aided econometrics
1
Econometric analysis of financial and economic time series ; part a
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economica
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of economic forecasting ; 1
1
Interfaces : the INFORMS journal on the practice of operations research
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ECONIS (ZBW)
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1
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
Saved in:
2
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
3
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
4
Factor-based identification-robust interference in IV regressions
Kapetanios, George
;
Khalaf, Lynda
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 821-842
Persistent link: https://www.econbiz.de/10011645237
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
7
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
8
Testing for structural stability of factor augmented forecasting models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 100-118
Persistent link: https://www.econbiz.de/10010497112
Saved in:
9
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
10
Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Baştürk, Nalan
; …
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 3-35
Persistent link: https://www.econbiz.de/10010357826
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