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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:"Franses, Philip Hans"
~person:"Steel, Mark F. J."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Technical efficiency"
~subject:"Theorie"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Technical efficiency
Theorie
USA
Theory
29
Time series analysis
9
Zeitreihenanalyse
9
United States
8
Estimation
4
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4
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4
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2
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Franses, Philip Hans
Steel, Mark F. J.
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
21
Lee, Lung-fei
17
Linton, Oliver
17
Swanson, Norman R.
16
Ghysels, Eric
15
Gouriéroux, Christian
14
McAleer, Michael
14
Yu, Jun
14
Diebold, Francis X.
13
Lucas, André
13
Schmidt, Peter
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Granger, C. W. J.
12
Koopman, Siem Jan
12
Aït-Sahalia, Yacine
11
Corradi, Valentina
11
Ng, Serena
11
Tsionas, Efthymios G.
11
Bai, Jushan
10
Bollerslev, Tim
10
Dufour, Jean-Marie
10
Kapetanios, George
10
Kumbhakar, Subal
10
Li, Qi
10
Lütkepohl, Helmut
10
Renault, Eric
10
Robinson, Peter M.
10
Serletis, Apostolos
10
Smith, Richard J.
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Chen, Xiaohong
9
Clark, Todd E.
9
Khalaf, Lynda
9
Kirchler, Erich
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
Economics letters
13
Econometric reviews
11
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of forecasting
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Oxford bulletin of economics and statistics
4
Journal of economic surveys
3
The review of economics and statistics
3
Annales d'économie et de statistique
2
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
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2
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2
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2
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2
A companion to economic forecasting
1
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1
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1
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1
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1
Econometric analysis of financial and economic time series ; part a
1
Econometrics : open access journal
1
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1
Economica
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Información comercial española / Cuadernos económicos
1
Interfaces : the INFORMS journal on the practice of operations research
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of productivity analysis
1
Journal of the American Statistical Association : JASA
1
Journal of the Operational Research Society : OR
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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
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:
3
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:
4
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:
5
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:
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
Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
Ferreira, José T. A. S.
;
Steel, Mark F. J.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 641-673
Persistent link: https://www.econbiz.de/10003442034
Saved in:
9
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
10
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:
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