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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~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:"Timmermann, Allan"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
1960-1997
ARCH-Modell
Autokorrelation
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
USA
Theory
32
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
10
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10
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5
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5
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2
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Aufsatz in Zeitschrift
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32
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Dijk, Herman K. van
Franses, Philip Hans
Timmermann, Allan
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
21
Lee, Lung-fei
17
Linton, Oliver
16
Swanson, Norman R.
16
Ghysels, Eric
15
Gouriéroux, Christian
14
McAleer, Michael
14
Yu, Jun
14
Diebold, Francis X.
13
Lucas, André
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Granger, C. W. J.
12
Koopman, Siem Jan
12
Schmidt, Peter
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
Renault, Eric
10
Robinson, Peter M.
10
Serletis, Apostolos
10
Smith, Richard J.
10
Chen, Xiaohong
9
Clark, Todd E.
9
Khalaf, Lynda
9
Kirchler, Erich
9
Kohn, Robert
9
Lewbel, Arthur
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Applied economics
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
International journal of forecasting
19
Economics letters
14
Econometric reviews
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of forecasting
10
Oxford bulletin of economics and statistics
5
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economic dynamics & control
4
Econometric theory
3
Journal of economic surveys
3
The economic journal : the journal of the Royal Economic Society
3
The review of economic studies
3
Applied economics letters
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Macroeconomic dynamics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
The review of financial studies
2
Annals of financial economics
1
Annual review of financial economics
1
Applied financial economics
1
Applied mathematical finance
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economic policy : a European forum
1
Información comercial española / Cuadernos económicos
1
Interfaces : the INFORMS journal on the practice of operations research
1
International economic review
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
Journal of empirical finance
1
Journal of financial economics
1
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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
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
4
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
5
Complete subset regressions
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
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
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:
8
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:
9
Selection of estimation window in the presence of breaks
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
Saved in:
10
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:
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