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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"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Monte-Carlo-Simulation
Theorie
USA
Theory
66
Time series analysis
33
Zeitreihenanalyse
33
Saisonale Schwankungen
21
Seasonal variations
21
Forecasting model
13
Prognoseverfahren
13
United States
6
Statistical theory
5
Statistische Methodenlehre
5
Arbeitslosigkeit
4
Bayes-Statistik
4
Bayesian inference
4
Unemployment
4
ARCH model
3
Business cycle
3
Econometrics
3
Estimation
3
Konjunktur
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Volatility
3
Volatilität
3
Ökonometrie
3
Economic convergence
2
Einheitswurzeltest
2
Market research
2
Marktforschung
2
Netherlands
2
Niederlande
2
Productivity
2
Produktivität
2
Saisonkomponente
2
Seasonal component
2
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Free
1
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1
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Book / Working Paper
43
Article
23
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Arbeitspapier
40
Working Paper
40
Graue Literatur
35
Non-commercial literature
35
Article in journal
25
Aufsatz in Zeitschrift
25
Collection of articles of several authors
5
Sammelwerk
5
Conference proceedings
2
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2
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English
66
Author
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Dijk, Herman K. van
Franses, Philip Hans
Phillips, Peter C. B.
41
Pesaran, M. Hashem
23
Koop, Gary
22
McAleer, Michael
18
Lee, Lung-fei
17
Linton, Oliver
17
Swanson, Norman R.
17
Ghysels, Eric
16
Yu, Jun
16
Gouriéroux, Christian
15
Haan, Laurens de
15
Lucas, André
15
Diebold, Francis X.
14
Schmidt, Peter
14
Granger, C. W. J.
13
Paap, Richard
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Koopman, Siem Jan
12
Praag, Bernard M. S. van
12
Aït-Sahalia, Yacine
11
Bollerslev, Tim
11
Corradi, Valentina
11
Dijk, Dick van
11
Hsiao, Cheng
11
Kan, A. H. G. Rinnooy
11
Kumbhakar, Subal
11
Li, Qi
11
Ng, Serena
11
Renault, Eric
11
Timmermann, Allan
11
Tsionas, Efthymios G.
11
Xiao, Zhijie
11
Bai, Jushan
10
Dekker, Rommert
10
Dufour, Jean-Marie
10
Haan, L. de
10
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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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
Discussion paper / Tinbergen Institute
85
Econometric Institute research papers
56
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
Discussion paper / Tinbergen Institute / Tinbergen Institute
15
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
12
Econometric reviews
12
Economics letters
11
International journal of forecasting
11
Report / Erasmus Center for Financial Research, Erasmus University
9
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Rotterdam Institute for Business Economic Studies
4
Working paper / Norges Bank
4
Journal of economic surveys
3
Macroeconomic dynamics
3
Advanced texts in econometrics
2
Applied economics letters
2
CAMP working paper series
2
CORE discussion paper : DP
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Discussion paper / Department of Economics, University of California San Diego
2
Econometric theory
2
GSBE research memoranda
2
IHS economics series : working paper
2
Reihe Ökonomie
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Rotterdams Instituut voor Bedrijfseconomische Studies
2
SSE EFI working paper series in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
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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
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
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
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
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