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source:"econis"
subject:"Schätztheorie"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Testing integration and cointegration"
~isPartOf:"Working paper / Quantitative economics & computing / Reading University Business School"
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"USA"
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Schätztheorie
Estimation theory
Statistische Verteilung
Stochastic process
USA
Theorie
39
Theory
39
Time series analysis
26
Zeitreihenanalyse
26
Saisonale Schwankungen
18
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18
Forecasting model
5
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5
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3
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3
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English
22
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Franses, Philip Hans
Gonzalo, Jesús
Phillips, Peter C. B.
14
Maravall Herrero, Agustín
12
Lütkepohl, Helmut
8
Chib, Siddhartha
7
Diebold, Francis X.
7
Gouriéroux, Christian
7
Koop, Gary
7
Steel, Mark F. J.
7
Dijk, Herman K. van
6
Gómez, Víctor
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Qi
6
McAleer, Michael
6
Swanson, Norman R.
6
Yu, Jun
6
Fernandes, Marcelo
5
Granger, C. W. J.
5
Johansen, Søren
5
Lanne, Markku
5
Linton, Oliver
5
Paap, Richard
5
Park, Joon Y.
5
Saikkonen, Pentti
5
Schmidt, Peter
5
Baltagi, Badi H.
4
Banerjee, Anindya
4
Boswijk, Herman Peter
4
Chen, Songnian
4
Galbraith, John W.
4
Goldsmith, Arthur H.
4
Guay, Alain
4
Haldrup, Niels
4
King, Maxwell L.
4
Kleibergen, Frank
4
Magnus, Jan R.
4
Maheu, John M.
4
Ooms, Marius
4
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European University Institute / Department of Economics
1
University of Reading / Department of Economics
1
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EUI working paper / ECO
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Testing integration and cointegration
Working paper / Quantitative economics & computing / Reading University Business School
Report / Econometric Institute, Erasmus University Rotterdam
15
Discussion paper / Tinbergen Institute
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric Institute research papers
4
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of applied econometrics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
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2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
2
Discussion paper / Center for Economic Research, Tilburg University
1
ERIM report series research in management
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
Journal of macroeconomics
1
Memo / Økonomisk Institut, Aarhus Universitet
1
Nonparametric dynamic modelling
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
TRACE discussion papers / Tinbergen Institute
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
The review of economics and statistics
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
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ECONIS (ZBW)
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1
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
2
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
Saved in:
3
Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001562965
Saved in:
4
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:
5
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:
6
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
7
Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 319-352
Persistent link: https://www.econbiz.de/10001703519
Saved in:
8
Pitfalls in testing for long run relationships
Gonzalo, Jesús
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
Saved in:
9
Generalizations of the KPSS-test for stationarity
Hobijn, Bart
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000990790
Saved in:
10
Do we often find ARCH because of neglected outliers?
Franses, Philip Hans
;
Dijk, Dick van
-
1997
Persistent link: https://www.econbiz.de/10000988125
Saved in:
1
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