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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~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"
~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
53
Time series analysis
25
Zeitreihenanalyse
25
Forecasting model
13
Prognoseverfahren
13
Bayes-Statistik
10
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10
United States
10
Estimation
7
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IV-Schätzung
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Dijk, Herman K. van
Franses, Philip Hans
Kapetanios, George
Phillips, Peter C. B.
48
Koop, Gary
31
Pesaran, M. Hashem
31
Ghysels, Eric
25
McAleer, Michael
25
Taylor, Robert
23
Maasoumi, Esfandiar
22
Steel, Mark F. J.
22
Diebold, Francis X.
21
Linton, Oliver
21
Baltagi, Badi H.
20
Lee, Lung-fei
20
Lucas, André
20
Swanson, Norman R.
20
Schmidt, Peter
19
Yu, Jun
18
Gouriéroux, Christian
17
Granger, C. W. J.
17
Li, Qi
17
Lütkepohl, Helmut
17
Chib, Siddhartha
16
Koopman, Siem Jan
16
Timmermann, Allan
16
Ullah, Aman
16
Schorfheide, Frank
15
Clark, Todd E.
14
Geweke, John
14
Kumbhakar, Subal
14
Leybourne, Stephen James
14
Bollerslev, Tim
13
Kilian, Lutz
13
King, Maxwell L.
13
Kohn, Robert
13
Marcellino, Massimiliano
13
Renault, Eric
13
White, Halbert
13
Andrews, Donald W. K.
12
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Annals of financial economics
Econometric reviews
Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
18
International journal of forecasting
14
Journal of forecasting
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Oxford bulletin of economics and statistics
5
Econometrics : open access journal
4
Journal of economic surveys
4
Econometric theory
3
Journal of economic dynamics & control
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Applied economics
2
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Journal of empirical finance
2
Macroeconomic dynamics
2
The review of economics and statistics
2
A companion to economic forecasting
1
Applied financial economics
1
Applied mathematical finance
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
Economic modelling
1
Economica
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
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ECONIS (ZBW)
Showing
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53
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date (oldest first)
1
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
2
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:
3
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:
4
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:
5
Simple Bayesian forecast combination
Franses, Philip Hans
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012643023
Saved in:
6
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
7
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:
8
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:
9
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:
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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