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source:"econis"
subject:"Schätztheorie"
~isPartOf:"De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association"
~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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Granger, C. W. J."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
Time series analysis
USA
Theory
34
Zeitreihenanalyse
11
Forecasting model
7
Prognoseverfahren
7
United States
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14.12.1990
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1900-1989
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1967-1993
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29.04.1993
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Dijk, Herman K. van
Franses, Philip Hans
Granger, C. W. J.
Phillips, Peter C. B.
40
Koop, Gary
22
Pesaran, M. Hashem
22
Gouriéroux, Christian
20
Ghysels, Eric
19
Linton, Oliver
19
Lee, Lung-fei
17
Swanson, Norman R.
16
Gallant, A. Ronald
15
Koopman, Siem Jan
14
Lucas, André
14
Yu, Jun
14
Chib, Siddhartha
13
Diebold, Francis X.
13
McAleer, Michael
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Aït-Sahalia, Yacine
12
Baltagi, Badi H.
12
Monfort, Alain
12
Timmermann, Allan
12
Bai, Jushan
11
Dufour, Jean-Marie
11
Garcia, René
11
Lütkepohl, Helmut
11
Bollerslev, Tim
10
Corradi, Valentina
10
Geweke, John
10
Kapetanios, George
10
Magnus, Jan R.
10
Ng, Serena
10
Renault, Eric
10
Robinson, Peter M.
10
Smith, Richard J.
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
White, Halbert
10
Clark, Todd E.
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
Handbook of economic forecasting ; 1
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Report / Econometric Institute, Erasmus University Rotterdam
International journal of forecasting
16
Econometric reviews
14
Economics letters
12
Journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Oxford bulletin of economics and statistics
9
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Econometric theory
3
Journal of economic surveys
3
Macroeconomic dynamics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The economic journal : the journal of the Royal Economic Society
3
Annales d'économie et de statistique
2
Applied economics
2
Applied economics letters
2
Applied financial economics
2
Jingji-lunwen
2
Nonparametric dynamic modelling
2
Technological forecasting & social change : an international journal
2
The review of economics and statistics
2
A companion to economic forecasting
1
Advances in econometrics, income distribution and scientific methodology : essays in honor of Camilo Dagum : with 31 tables
1
Annals of economics and finance
1
Annals of financial economics
1
Applied mathematical finance
1
Business cycles, indicators, and forecasting
1
Causality
1
Central European journal of economic modelling and econometrics
1
Companion to contemporary economic thought
1
Computational economics
1
Computer-aided econometrics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Dynamique des marchés financiers et prévisions
1
Econometric analysis of financial and economic time series ; part a
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
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ECONIS (ZBW)
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1
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:
2
Specification testing in Hawkes models
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10011658747
Saved in:
3
Evaluating CPB's forecasts
Franses, Philip Hans
- In:
De economist : Netherlands economic review ; quarterly …
162
(
2014
)
3
,
pp. 215-221
Persistent link: https://www.econbiz.de/10010529612
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
Some thoughts on the development of cointegration
Granger, C. W. J.
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 3-6
Persistent link: https://www.econbiz.de/10008826881
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
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
9
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
10
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
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