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source:"econis"
subject:"Schätztheorie"
~isPartOf:"ERIM report series research in management"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~person:"Asai, Manabu"
~person:"Franses, Philip Hans"
~person:"McAleer, Michael"
~subject:"Theorie"
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Schätztheorie
Theorie
Theory
37
Time series analysis
9
Zeitreihenanalyse
9
Volatility
8
Volatilität
8
ARCH model
5
ARCH-Modell
5
Estimation theory
5
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Asai, Manabu
Franses, Philip Hans
McAleer, Michael
Phillips, Peter C. B.
38
Taylor, Robert
20
Saikkonen, Pentti
18
Linton, Oliver
16
Xiao, Zhijie
14
Lee, Lung-fei
13
Maasoumi, Esfandiar
13
Baltagi, Badi H.
12
Lütkepohl, Helmut
12
Andrews, Donald W. K.
11
Li, Qi
11
Florens, Jean-Pierre
10
Lieberman, Offer
10
Park, Joon Y.
10
Pesaran, M. Hashem
10
Post, Thierry
10
Wang, Qiying
10
White, Halbert
10
Abadir, Karim Maher
9
Cavaliere, Giuseppe
9
Frenk, Johannes G.
9
Hong, Yongmiao
9
Jong, Robert M. de
9
Leybourne, Stephen James
9
Perron, Pierre
9
Pötscher, Benedikt M.
9
Ullah, Aman
9
Anatolyev, Stanislav
8
Bierens, Herman J.
8
Gouriéroux, Christian
8
Horváth, Lajos
8
Johansen, Søren
8
Robinson, Peter M.
8
Simar, Léopold
8
Spanos, Aris
8
Whang, Yoon-jae
8
Wooldridge, Jeffrey M.
8
Caner, Mehmet
7
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ERIM report series research in management
Econometric reviews
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65
Discussion paper / Tinbergen Institute
40
Report / Econometric Institute, Erasmus University Rotterdam
33
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Working paper
23
Journal of econometrics
17
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Economics letters
13
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13
International journal of forecasting
11
Journal of economic surveys
11
Journal of forecasting
11
Discussion paper / Institute of Social and Economic Research
10
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9
Journal of applied econometrics
9
Report / Erasmus Center for Financial Research, Erasmus University
9
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8
Oxford bulletin of economics and statistics
5
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5
Applied economics
4
Applied economics letters
4
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4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of risk and financial management : JRFM
4
Rotterdam Institute for Business Economic Studies
4
The review of economics and statistics
4
Applied financial economics
3
Macroeconomic dynamics
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The North American journal of economics and finance : a journal of financial economics studies
3
The economic journal : the journal of the Royal Economic Society
3
Advanced texts in econometrics
2
Computational economics
2
Contributions to financial econometrics : theoretical and practical issues
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ECONIS (ZBW)
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1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
3
Modeling seasonality in new product diffusion
Peers, Yuri
(
contributor
);
Fok, Dennis
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10008665029
Saved in:
4
The launch timing of new and dominant multigeneration technologies
Mireles, Carlos Hernández
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10008665058
Saved in:
5
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
6
Estimated parameters do not get the "wrong sign" due to collinearity across included variables
Franses, Philip Hans
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658835
Saved in:
7
The impact of brand and category characteristics on consumer stock-out reactions
Sloot, Laurens M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001721972
Saved in:
8
Estimating the market share attraction model using support vector regressions
Nalbantov, Georgi I.
;
Franses, Philip Hans
;
Groenen, …
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 688-716
Persistent link: https://www.econbiz.de/10008668103
Saved in:
9
Econometric analysis of the market share attraction model
Fok, Dennis
;
Franses, Philip Hans
;
Paap, Richard
-
2001
Persistent link: https://www.econbiz.de/10001600632
Saved in:
10
An equilibrium-correction model for dynamic network data
Dekker, David
;
Franses, Philip Hans
;
Krackhardt, David
-
2001
Persistent link: https://www.econbiz.de/10001600647
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