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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"
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~subject:"ARMA model"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
ARMA model
Estimation theory
Statistische Verteilung
USA
Theorie
38
Theory
38
Time series analysis
26
Zeitreihenanalyse
26
Saisonale Schwankungen
18
Seasonal variations
18
Forecasting model
5
Prognoseverfahren
5
United States
3
Nichtlineare Regression
2
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2
Statistical theory
2
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2
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2
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ARMA-Modell
1
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1
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Consumer confidence index
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Distributional characteristic
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Econometrics
1
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20
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Franses, Philip Hans
Gonzalo, Jesús
Maravall Herrero, Agustín
12
Phillips, Peter C. B.
7
Chib, Siddhartha
6
Diebold, Francis X.
6
Dijk, Herman K. van
6
Gouriéroux, Christian
6
Gómez, Víctor
6
Lee, Lung-fei
6
Li, Qi
6
Steel, Mark F. J.
6
Fernandes, Marcelo
5
Johansen, Søren
5
Kohn, Robert
5
Koop, Gary
5
Schmidt, Peter
5
Swanson, Norman R.
5
Baltagi, Badi H.
4
Chen, Songnian
4
Goldsmith, Arthur H.
4
Granger, C. W. J.
4
Haldrup, Niels
4
Hsiao, Cheng
4
King, Maxwell L.
4
Linton, Oliver
4
Magnus, Jan R.
4
Ooms, Marius
4
Paap, Richard
4
Park, Joon Y.
4
Abadir, Karim Maher
3
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Banerjee, Anindya
3
Corradi, Valentina
3
Darity, William A. <Jr.>
3
Deo, Rohit S.
3
Donald, Stephen G.
3
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European University Institute / Department of Economics
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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
Report / Econometric Institute, Erasmus University Rotterdam
15
Discussion paper / Tinbergen Institute
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
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
CORE discussion paper : DP
2
Econometric Institute research papers
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
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 paper / Department of Economics, Universidad Carlos III de Madrid
1
Working paper / Quantitative economics & computing / Reading University Business School
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Generalizations of the KPSS-test for stationarity
Hobijn, Bart
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000990790
Saved in:
8
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
Saved in:
9
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
10
Are many current seasonally adjusted data downward biased?
Franses, Philip Hans
;
Ariño, Miguel A.
;
Hobijn, Bart
-
1997
Persistent link: https://www.econbiz.de/10000973979
Saved in:
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