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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:"Smith, Richard J."
~person:"Tsionas, Efthymios G."
~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
ARCH-Modell
Estimation theory
Forecast
Konjunktur
Monte-Carlo-Simulation
Theorie
USA
United States
Zeitreihenanalyse
Theory
50
Time series analysis
16
Forecasting model
15
Prognoseverfahren
15
Technical efficiency
7
Technische Effizienz
7
Bayes-Statistik
5
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English
50
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Clements, Michael P.
Dijk, Herman K. van
Franses, Philip Hans
Smith, Richard J.
Tsionas, Efthymios G.
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
22
Lee, Lung-fei
17
Linton, Oliver
17
Swanson, Norman R.
17
Ghysels, Eric
16
Gouriéroux, Christian
14
McAleer, Michael
14
Yu, Jun
14
Diebold, Francis X.
13
Granger, C. W. J.
13
Lucas, André
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Aït-Sahalia, Yacine
11
Koopman, Siem Jan
11
Lütkepohl, Helmut
11
Timmermann, Allan
11
Bai, Jushan
10
Bollerslev, Tim
10
Corradi, Valentina
10
Dufour, Jean-Marie
10
Kapetanios, George
10
Ng, Serena
10
Renault, Eric
10
Robinson, Peter M.
10
Whang, Yoon-jae
10
Clark, Todd E.
9
Khalaf, Lynda
9
Kirchler, Erich
9
Kohn, Robert
9
Lewbel, Arthur
9
Li, Qi
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Applied financial economics
Handbook of economic forecasting ; 1
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
International journal of forecasting
19
European journal of operational research : EJOR
18
Economics letters
17
Econometric reviews
13
Journal of forecasting
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The economic journal : the journal of the Royal Economic Society
8
Econometrics : open access journal
7
Oxford bulletin of economics and statistics
7
The econometrics journal
6
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International journal of production economics
4
Journal of economic dynamics & control
4
Applied economics
3
Applied economics letters
3
Computational economics
3
International journal of hospitality management
3
Journal of economic surveys
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The review of economic studies
3
Tourism management : research, policies, practice
3
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Economic modelling
2
Global business & economics review
2
Handbook of economic forecasting ; Vol. 1
2
International journal of finance & economics : IJFE
2
Journal of financial stability
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Journal of macroeconomics
2
Journal of productivity analysis
2
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
2
Journal of risk and financial management : JRFM
2
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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
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
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
A time-varying true individual effects model with endogenous regressors
Kutlu, Levent
;
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 539-559
Persistent link: https://www.econbiz.de/10012303837
Saved in:
6
Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions
Atkinson, Scott Estes
;
Primont, Daniel A.
;
Tsionas, …
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10011974725
Saved in:
7
Directional distance functions : optimal endogenous directions
Atkinson, Scott Estes
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 301-314
Persistent link: https://www.econbiz.de/10011592269
Saved in:
8
The good, the bad and the technology : endogeneity in environmental production models
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011592270
Saved in:
9
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:
10
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:
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