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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Reihe Ökonomie"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Franses, Philip Hans"
~person:"King, Maxwell L."
~person:"McAleer, Michael"
~person:"Robinson, Peter M."
~person:"Steel, Mark F. J."
~subject:"1960-1997"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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Schätztheorie
1960-1997
Estimation theory
Estimation
Monte-Carlo-Simulation
USA
Theorie
97
Theory
97
Time series analysis
40
Zeitreihenanalyse
40
Saisonale Schwankungen
20
Seasonal variations
20
Forecasting model
10
Prognoseverfahren
10
Schätzung
10
Volatility
10
Volatilität
10
United States
8
Statistical theory
7
Statistische Methodenlehre
7
Stochastic process
7
Stochastischer Prozess
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Monte Carlo simulation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Autocorrelation
5
Autokorrelation
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Capital income
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Cointegration
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Kapitaleinkommen
5
Kointegration
5
Statistical test
5
Statistischer Test
5
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4
ARCH-Modell
4
Arbeitslosigkeit
4
Bayes-Statistik
4
Bayesian inference
4
Econometrics
4
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4
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4
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4
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1
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35
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18
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35
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35
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18
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18
Non-commercial literature
18
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2
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1
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English
53
Author
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Franses, Philip Hans
King, Maxwell L.
McAleer, Michael
Robinson, Peter M.
Steel, Mark F. J.
Pesaran, M. Hashem
14
Koop, Gary
13
Chib, Siddhartha
12
Phillips, Peter C. B.
12
Lucas, André
9
Dijk, Dick van
8
Lee, Lung-fei
8
Diebold, Francis X.
7
Dijk, Herman K. van
7
Gouriéroux, Christian
7
Kunst, Robert M.
7
Li, Qi
7
Baltagi, Badi H.
6
Clark, Todd E.
6
Kleibergen, Frank
6
Kohn, Robert
6
Paap, Richard
6
Deschamps, Jean-Philippe
5
Haldrup, Niels
5
Jumah, Adusei
5
Koopman, Siem Jan
5
Kumbhakar, Subal
5
MacKinnon, James G.
5
Marcellino, Massimiliano
5
Schmidt, Peter
5
Swanson, Norman R.
5
Ali, Mukhtar M.
4
Andersen, Torben
4
Atkinson, Scott Estes
4
Aït-Sahalia, Yacine
4
Bahmani-Oskooee, Mohsen
4
Baillie, Richard
4
Blundell, Richard W.
4
Chen, Songnian
4
Ghysels, Eric
4
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Applied economics
Applied mathematical finance
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Reihe Ökonomie
Report / Econometric Institute, Erasmus University Rotterdam
Econometric reviews
14
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion paper / Tinbergen Institute
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Econometric Institute research papers
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Economics letters
7
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
The review of economics and statistics
5
Working papers in quantitative economics and econometrics
5
Econometrics papers
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
The review of economic studies
4
Discussion paper / Institute of Social and Economic Research
3
Econometric theory
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Working paper
3
Discussion papers / Institute of Social and Economic Research
2
Journal of macroeconomics
2
Macroeconomic dynamics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working papers in economics and econometrics
2
Annales d'économie et de statistique
1
Applied financial economics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
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ECONIS (ZBW)
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
3
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008661365
Saved in:
4
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 6-17
Persistent link: https://www.econbiz.de/10008661876
Saved in:
7
Diagnostic testing for cointegration
Robinson, Peter M.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 206-225
Persistent link: https://www.econbiz.de/10003722599
Saved in:
8
Measuring changes in consumer confidence
Oest, Rutger van
;
Franses, Philip Hans
- In:
Journal of economic psychology : research in economic …
29
(
2008
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003755137
Saved in:
9
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:
10
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
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