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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~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"
~isPartOf:"Technological forecasting & social change : an international journal"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Khalaf, Lynda"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
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Theorie
USA
United States
Theory
36
Time series analysis
13
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Dijk, Herman K. van
Franses, Philip Hans
Khalaf, Lynda
Phillips, Peter C. B.
41
Koop, Gary
22
Pesaran, M. Hashem
22
Baltagi, Badi H.
19
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18
Lee, Lung-fei
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Linton, Oliver
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Swanson, Norman R.
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Ghysels, Eric
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Gouriéroux, Christian
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McAleer, Michael
14
Tsionas, Efthymios G.
14
Yu, Jun
14
Diebold, Francis X.
13
Lucas, André
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
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Granger, C. W. J.
12
Koopman, Siem Jan
12
Aït-Sahalia, Yacine
11
Corradi, Valentina
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Gil-Alaña, Luis A.
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Gupta, Rangan
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Li, Qi
11
Ng, Serena
11
Bai, Jushan
10
Bollerslev, Tim
10
Clements, Michael P.
10
Lütkepohl, Helmut
10
Marcellino, Massimiliano
10
Renault, Eric
10
Robinson, Peter M.
10
Serletis, Apostolos
10
Smith, Richard J.
10
Timmermann, Allan
10
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(EC)2 Conference <1, 1990; 2, 1991>
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Applied economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of applied econometrics
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
Econometric reviews
13
International journal of forecasting
12
Economics letters
11
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8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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American journal of agricultural economics
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Econometric analysis of financial and economic time series ; part a
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Economica
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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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 empirical finance
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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
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
4
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
5
On inflation expectations in the NKPC model
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1853-1864
Persistent link: https://www.econbiz.de/10012215892
Saved in:
6
A comment on "on inflation expectations in the NKPC model"
Lanne, Markku
;
Luoto, Jani
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1865-1867
Persistent link: https://www.econbiz.de/10012215900
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
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
Saved in:
9
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
10
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
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