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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~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"
~person:"Chib, Siddhartha"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Koopman, Siem Jan"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
1960-1997
ARCH-Modell
Autokorrelation
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
USA
Theory
57
Time series analysis
20
Zeitreihenanalyse
20
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13
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9
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9
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Chib, Siddhartha
Dijk, Herman K. van
Franses, Philip Hans
Koopman, Siem Jan
Phillips, Peter C. B.
47
Pesaran, M. Hashem
28
McAleer, Michael
26
Koop, Gary
24
Baltagi, Badi H.
20
Lee, Lung-fei
20
Linton, Oliver
18
Maasoumi, Esfandiar
18
Taylor, Robert
18
Ghysels, Eric
17
Gouriéroux, Christian
17
Schmidt, Peter
17
Swanson, Norman R.
17
Yu, Jun
17
Li, Qi
16
Steel, Mark F. J.
16
Kumbhakar, Subal
15
Lucas, André
15
Diebold, Francis X.
14
Granger, C. W. J.
14
Ullah, Aman
14
Geweke, John
13
Ng, Serena
13
Schorfheide, Frank
13
Kapetanios, George
12
Leybourne, Stephen James
12
Lütkepohl, Helmut
12
Serletis, Apostolos
12
Tsionas, Efthymios G.
12
Xiao, Zhijie
12
Aït-Sahalia, Yacine
11
Bai, Jushan
11
Bollerslev, Tim
11
Corradi, Valentina
11
King, Maxwell L.
11
MacKinnon, James G.
11
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(EC)2 Conference <1, 1990; 2, 1991>
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Applied economics
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
International journal of forecasting
19
Economics letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of forecasting
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Oxford bulletin of economics and statistics
5
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4
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4
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4
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4
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3
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3
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2
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2
Journal of the American Statistical Association : JASA
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
2
Advances in econometrics
1
Annals of financial economics
1
Applied financial economics
1
Applied mathematical finance
1
Central European journal of economic modelling and econometrics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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
Energy economics
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 economic dynamics & control
1
Journal of financial econometrics
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of the Operational Research Society : OR
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ECONIS (ZBW)
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
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
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
4
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
5
Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
Chib, Siddhartha
;
Jacobi, Liana
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1026-1047
Persistent link: https://www.econbiz.de/10011686235
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
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
Saved in:
8
DSGE models with student-t errors
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 152-171
Persistent link: https://www.econbiz.de/10010358321
Saved in:
9
Forecasting interest rates with shifting endpoints
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
Saved in:
10
Modelling trigonometric seasonal components for monthly economic time series
Hindrayanto, Irma
;
Aston, John A. D.
;
Koopman, Siem Jan
; …
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 3024-3034
Persistent link: https://www.econbiz.de/10010192327
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