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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Advances in econometrics : a research annual"
~isPartOf:"Essays in econometrics"
~isPartOf:"Journal of econometrics"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Swanson, Norman R."
~subject:"ARMA model"
~subject:"ARMA-Modell"
~subject:"Causality analysis"
~subject:"Diffusion index"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
~subject:"Ökonometrie"
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Schätztheorie
ARMA model
ARMA-Modell
Causality analysis
Diffusion index
Estimation theory
Statistische Verteilung
USA
Volatilität
Ökonometrie
Theorie
43
Theory
43
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30
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Swanson, Norman R.
Ghysels, Eric
11
Hsiao, Cheng
9
McAleer, Michael
9
Chib, Siddhartha
8
Diebold, Francis X.
8
Aït-Sahalia, Yacine
7
Gouriéroux, Christian
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Koop, Gary
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Li, Qi
7
Phillips, Peter C. B.
7
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6
Lee, Lung-fei
6
Magnus, Jan R.
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Park, Joon Y.
6
Renault, Eric
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Steel, Mark F. J.
6
Andersen, Torben
5
Bollerslev, Tim
5
Chen, Songnian
5
Corradi, Valentina
5
Dijk, Herman K. van
5
Dufour, Jean-Marie
5
Golan, Amos
5
King, Maxwell L.
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Kohn, Robert
5
Schmidt, Peter
5
Aigner, Dennis J.
4
Andrews, Donald W. K.
4
Baltagi, Badi H.
4
Barnett, William A.
4
Geweke, John
4
Hallin, Marc
4
Horowitz, Joel
4
Linton, Oliver
4
Maasoumi, Esfandiar
4
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4
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Advances in econometrics : a research annual
Essays in econometrics
Journal of econometrics
Working papers / Rutgers University, Department of Economics
29
Report / Econometric Institute, Erasmus University Rotterdam
15
Discussion paper / Department of Economics, University of California San Diego
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
6
Journal of applied econometrics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Macroeconomic dynamics
5
Econometric Institute research papers
4
Econometric theory
4
Economics letters
4
International journal of forecasting
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Handbooks in economics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Advanced texts in econometrics
2
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
Econometric Society Monographs
2
Econometric Society monographs
2
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Jingji-lunwen
2
Journal of empirical finance
2
Journal of macroeconomics
2
Nonparametric dynamic modelling
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
The review of economics and statistics
2
Advances in econometrics
1
Advances in econometrics, income distribution and scientific methodology : essays in honor of Camilo Dagum : with 31 tables
1
Annals of economics and finance
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
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ECONIS (ZBW)
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1
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
2
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:
3
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:
4
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
5
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
6
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
7
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
8
Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
-
2006
Persistent link: https://www.econbiz.de/10003376072
Saved in:
9
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
10
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
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