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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied financial economics"
~isPartOf:"Handbook of economic forecasting ; 1"
~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"
~person:"Clements, Michael P."
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Kohn, Robert"
~person:"Smith, Richard J."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Forecast"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type:"article"
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Schätztheorie
1960-1997
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Clements, Michael P.
Dijk, Herman K. van
Franses, Philip Hans
Kohn, Robert
Smith, Richard J.
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
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9
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(EC)2 Conference <1, 1990; 2, 1991>
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Applied financial economics
Handbook of economic forecasting ; 1
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Report / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
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
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
4
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Saved in:
5
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
6
Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 458-477
Persistent link: https://www.econbiz.de/10009756496
Saved in:
7
Efficient aggregation of panel qualitative survey data
Mitchell, James
;
Smith, Richard J.
;
Weale, Martin
- In:
Journal of applied econometrics
28
(
2013
)
4
,
pp. 580-603
Persistent link: https://www.econbiz.de/10009757124
Saved in:
8
Forecasting by factors, by variables, by both or neither?
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
Saved in:
9
On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
Saved in:
10
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
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