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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of econometrics"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Quantile"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~subject:"USA"
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Schätztheorie
Estimation theory
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Theorie
93
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93
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28
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28
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Linton, Oliver
Phillips, Peter C. B.
20
McAleer, Michael
15
Koop, Gary
11
Swanson, Norman R.
10
Dijk, Herman K. van
9
Gouriéroux, Christian
9
Diebold, Francis X.
8
Dijk, Dick van
8
Chib, Siddhartha
7
Kohn, Robert
7
Lee, Lung-fei
7
Paap, Richard
7
Steel, Mark F. J.
7
Yu, Jun
7
Li, Qi
6
Mariano, Roberto S.
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Chang, Chia-Lin
5
Chen, Xiaohong
5
Corradi, Valentina
5
Hallin, Marc
5
Park, Joon Y.
5
Schmidt, Peter
5
Whang, Yoon-jae
5
Asai, Manabu
4
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Chen, Rong
4
Chen, Songnian
4
Fan, Yanqin
4
Frenk, Johannes G.
4
Ghysels, Eric
4
Haldrup, Niels
4
Harvey, Andrew C.
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Econometric Institute research papers
Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
28
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20
Discussion paper / Department of Economics, University of California San Diego
17
Econometric theory
14
Economics letters
14
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12
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9
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7
International journal of forecasting
7
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7
Oxford bulletin of economics and statistics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Report / Erasmus Center for Financial Research, Erasmus University
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
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5
Journal of forecasting
5
Econometric Society monographs
4
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3
ERIM report series research in management
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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3
Journal of economic surveys
3
SSE EFI working paper series in economics and finance
3
The economic journal : the journal of the Royal Economic Society
3
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3
Annales d'économie et de statistique
2
Applied economics
2
CORE discussion paper : DP
2
DAE working paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
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2
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2
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ECONIS (ZBW)
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Model-based forecast adjustment : with an illustration to inflation
Franses, Philip Hans
-
2018
-
This version: March 2018
Persistent link: https://www.econbiz.de/10011823289
Saved in:
3
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:
4
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
5
Some tools for robustifying econometric analyses
Hoornweg, Victor
;
Franses, Philip Hans
-
2013
Persistent link: https://www.econbiz.de/10010354387
Saved in:
6
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
7
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
8
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008664072
Saved in:
9
Evaluating macroeconomic forecasts : a review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2010
Persistent link: https://www.econbiz.de/10003987351
Saved in:
10
Outliers and judgemental adjustment of time series forecasts
Franses, Philip Hans
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003754236
Saved in:
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