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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~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:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Lütkepohl, Helmut"
~person:"Steel, Mark F. J."
~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
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Theorie
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Theory
46
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16
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Dijk, Herman K. van
Franses, Philip Hans
Lütkepohl, Helmut
Steel, Mark F. J.
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
21
Lee, Lung-fei
17
Linton, Oliver
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Ghysels, Eric
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McAleer, Michael
14
Yu, Jun
14
Diebold, Francis X.
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Lucas, André
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12
Chib, Siddhartha
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Granger, C. W. J.
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Koopman, Siem Jan
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Aït-Sahalia, Yacine
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Corradi, Valentina
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Ng, Serena
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Kapetanios, George
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Serletis, Apostolos
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Smith, Richard J.
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10
Whang, Yoon-jae
10
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9
Clark, Todd E.
9
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9
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Applied economics
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
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Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
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Annals of financial economics
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Applied financial economics
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Applied mathematical finance
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Central European journal of economic modelling and econometrics
1
Computational economics
1
Computer-aided econometrics
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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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
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
4
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Saved in:
5
Mixtures of g-priors for Bayesian model averaging with economic applications
Ley, Eduardo
;
Steel, Mark F. J.
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 251-266
Persistent link: https://www.econbiz.de/10009691149
Saved in:
6
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:
7
Stick-breaking autoregressive processes
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 383-396
Persistent link: https://www.econbiz.de/10009270620
Saved in:
8
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:
9
Non-Gaussian dynamic Bayesian modelling for panel data
Juárez, Miguel A.
;
Steel, Mark F. J.
- In:
Journal of applied econometrics
25
(
2010
)
7
,
pp. 1128-1154
Persistent link: https://www.econbiz.de/10008936607
Saved in:
10
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
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