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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:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Koopman, Siem Jan"
~person:"Tsionas, Efthymios G."
~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
56
Time series analysis
19
Zeitreihenanalyse
19
Bayes-Statistik
7
Bayesian inference
7
Forecasting model
7
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7
Prognoseverfahren
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7
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Simulation
4
United Kingdom
4
Volatility
4
Volatilität
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ARCH model
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Econometrics
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English
56
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Dijk, Herman K. van
Franses, Philip Hans
Koopman, Siem Jan
Tsionas, Efthymios G.
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
Chib, Siddhartha
13
Geweke, John
13
Ng, Serena
13
Schorfheide, Frank
13
Kapetanios, George
12
Leybourne, Stephen James
12
Lütkepohl, Helmut
12
Serletis, Apostolos
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>
1
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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
18
European journal of operational research : EJOR
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of forecasting
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Econometrics : open access journal
6
Oxford bulletin of economics and statistics
6
The econometrics journal
5
International journal of production economics
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The review of economics and statistics
4
Applied economics letters
3
Computational economics
3
International journal of hospitality management
3
Journal of economic surveys
3
Tourism management : research, policies, practice
3
Applied financial economics
2
Econometric theory
2
Energy economics
2
Global business & economics review
2
Journal of financial stability
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Journal of international financial markets, institutions & money
2
Journal of productivity analysis
2
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
Omega : the international journal of management science
2
Statistical papers
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Technological forecasting & social change : an international journal
2
Advances in econometrics
1
American journal of agricultural economics
1
Annals of financial economics
1
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ECONIS (ZBW)
Showing
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56
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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
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
4
A time-varying true individual effects model with endogenous regressors
Kutlu, Levent
;
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 539-559
Persistent link: https://www.econbiz.de/10012303837
Saved in:
5
Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions
Atkinson, Scott Estes
;
Primont, Daniel A.
;
Tsionas, …
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10011974725
Saved in:
6
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:
7
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:
8
Directional distance functions : optimal endogenous directions
Atkinson, Scott Estes
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 301-314
Persistent link: https://www.econbiz.de/10011592269
Saved in:
9
The good, the bad and the technology : endogeneity in environmental production models
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011592270
Saved in:
10
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
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