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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"International journal of research in marketing : IJRM ; official journal of the European Marketing Academy"
~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:"Chen, Xiaohong"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
USA
Theory
43
Time series analysis
21
Zeitreihenanalyse
21
Forecasting model
17
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17
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7
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Chen, Xiaohong
Dijk, Herman K. van
Franses, Philip Hans
Phillips, Peter C. B.
39
Pesaran, M. Hashem
24
Koop, Gary
23
Makridakis, Spyros G.
21
Koopman, Siem Jan
20
Linton, Oliver
19
Swanson, Norman R.
19
Marcellino, Massimiliano
18
Timmermann, Allan
18
Clements, Michael P.
17
Granger, C. W. J.
17
Lee, Lung-fei
17
Lucas, André
17
Diebold, Francis X.
16
McAleer, Michael
16
Ghysels, Eric
15
Gouriéroux, Christian
14
Hendry, David F.
14
Hyndman, Rob J.
14
Yu, Jun
14
Baltagi, Badi H.
13
Kapetanios, George
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Chib, Siddhartha
12
Corradi, Valentina
12
Lütkepohl, Helmut
12
Magnus, Jan R.
12
Armstrong, Jon Scott
11
Aït-Sahalia, Yacine
11
Kohn, Robert
11
Ng, Serena
11
Tsionas, Efthymios G.
11
Bai, Jushan
10
Bollerslev, Tim
10
Dufour, Jean-Marie
10
Khalaf, Lynda
10
Kumbhakar, Subal
10
Leybourne, Stephen James
10
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(EC)2 Conference <1, 1990; 2, 1991>
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Applied economics
International journal of forecasting
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
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
12
Economics letters
11
Journal of forecasting
8
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economic surveys
3
The review of economics and statistics
3
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
European journal of operational research : EJOR
2
Macroeconomic dynamics
2
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
A companion to economic forecasting
1
Annals of financial economics
1
Applied financial economics
1
Applied mathematical finance
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
Computer-aided econometrics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics
1
Economic modelling
1
Economica
1
Finance research letters
1
Handbook of econometrics ; Vol. 6B
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 production research
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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
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
4
Financing difficulties for SMEs and credit rationing : an expanded model of mortgage loans with asymmetric information
Ma, Benjiang
;
Zhou, Zhongmin
;
Chen, Xiaohong
- In:
Applied economics
51
(
2019
)
48
,
pp. 5243-5257
Persistent link: https://www.econbiz.de/10012197214
Saved in:
5
Modeling intra-seasonal heterogeneity in hourly advertising-response models : Do forecasts improve?
Kiygi-Calli, Meltem
;
Weverbergh, Marcel
;
Franses, …
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 90-101
Persistent link: https://www.econbiz.de/10011754688
Saved in:
6
Semiparametric identification of the bid-ask spread in extended Roll models
Chen, Xiaohong
;
Linton, Oliver
;
Yi, Yanping
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10011917258
Saved in:
7
A note on the Mean Absolute Scaled Error
Franses, Philip Hans
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 20-22
Persistent link: https://www.econbiz.de/10011596434
Saved in:
8
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
Saved in:
9
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
10
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong
;
Chen, Xiaohong
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 442-457
Persistent link: https://www.econbiz.de/10009686778
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