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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Technological forecasting & social change : an international journal"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Theorie
USA
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Theory
28
Time series analysis
14
Zeitreihenanalyse
14
Forecasting model
6
Prognoseverfahren
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14.12.1990
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Dijk, Herman K. van
Franses, Philip Hans
Phillips, Peter C. B.
44
Pesaran, M. Hashem
27
Koop, Gary
22
Afonso, Oscar
17
Lee, Lung-fei
17
Linton, Oliver
17
Granger, C. W. J.
16
Hall, Stephen G.
16
Swanson, Norman R.
16
Yu, Jun
16
Ghysels, Eric
15
Gil-Alaña, Luis A.
15
Leybourne, Stephen James
15
McAleer, Michael
15
Gouriéroux, Christian
14
Schmidt, Peter
14
Taylor, Robert
14
Diebold, Francis X.
13
Hendry, David F.
13
Lucas, André
13
Lütkepohl, Helmut
13
Serletis, Apostolos
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Banerjee, Anindya
12
Chib, Siddhartha
12
Koopman, Siem Jan
12
Kumbhakar, Subal
12
Tsionas, Efthymios G.
12
Aït-Sahalia, Yacine
11
Corradi, Valentina
11
Dufour, Jean-Marie
11
Li, Qi
11
MacKinnon, James G.
11
Newbold, Paul
11
Ng, Serena
11
Robinson, Peter M.
11
Sengupta, Jati K.
11
Bai, Jushan
10
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(EC)2 Conference <1, 1990; 2, 1991>
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Applied economics
Economic modelling
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Oxford bulletin of economics and statistics
Report / Econometric Institute, Erasmus University Rotterdam
Technological forecasting & social change : an international journal
Econometric reviews
12
Economics letters
11
International journal of forecasting
11
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economic surveys
3
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Econometric theory
2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
A companion to economic forecasting
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Annals of financial economics
1
Applied financial economics
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Applied mathematical finance
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Central European journal of economic modelling and econometrics
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Computational economics
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Computer-aided econometrics
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Econometric analysis of financial and economic time series ; part a
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
Journal of the Operational Research Society : OR
1
Maandschrift economie : tijdschrift voor algemeen economische en social-economische vraagstukken
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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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
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
4
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
5
Model selection for forecast combination
Franses, Philip Hans
- In:
Applied economics
43
(
2011
)
13/15
,
pp. 1721-1727
Persistent link: https://www.econbiz.de/10009239322
Saved in:
6
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:
7
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:
8
Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard
;
Dijk, Herman K. van
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
Saved in:
9
Convergence of productivity : a comment
Wang, Zijun
- In:
Journal of applied econometrics
21
(
2006
)
7
,
pp. 1101-1102
Persistent link: https://www.econbiz.de/10003397486
Saved in:
10
Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
Saved in:
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