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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Technological forecasting & social change : an international journal"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
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Theorie
USA
Theory
43
Time series analysis
22
Zeitreihenanalyse
22
Saisonale Schwankungen
10
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10
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8
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Dijk, Herman K. van
Franses, Philip Hans
Phillips, Peter C. B.
49
Pesaran, M. Hashem
34
Schmidt, Peter
29
McAleer, Michael
26
Baltagi, Badi H.
25
Koop, Gary
25
Li, Qi
24
Lee, Lung-fei
22
Gouriéroux, Christian
19
Kapetanios, George
19
Kumbhakar, Subal
19
Linton, Oliver
19
Lütkepohl, Helmut
19
Maasoumi, Esfandiar
19
Stark, Oded
19
Swanson, Norman R.
19
Steel, Mark F. J.
18
Taylor, Robert
18
Diebold, Francis X.
17
Ghysels, Eric
17
Krämer, Walter
17
Tsionas, Efthymios G.
17
Ullah, Aman
17
Yu, Jun
17
Lucas, André
16
Chib, Siddhartha
15
Granger, C. W. J.
15
King, Maxwell L.
15
Shin, Yongcheol
15
Xiao, Zhijie
15
Geweke, John
14
Kuan, Chung-ming
14
Peel, David
14
Psaradakis, Zacharias G.
14
Timmermann, Allan
14
Dufour, Jean-Marie
13
Egger, Peter
13
Koopman, Siem Jan
13
Lee, Myoung-jae
13
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Econometric reviews
Economics letters
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Technological forecasting & social change : an international journal
International journal of forecasting
11
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
5
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4
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4
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3
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2
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
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Econometric analysis of financial and economic time series ; part a
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Handbook of economic forecasting ; 1
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Handbook of economic forecasting ; Vol. 1
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Interfaces : the INFORMS journal on the practice of operations research
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of the Operational Research Society : OR
1
Maandschrift economie : tijdschrift voor algemeen economische en social-economische vraagstukken
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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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
Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Baştürk, Nalan
; …
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 3-35
Persistent link: https://www.econbiz.de/10010357826
Saved in:
3
Data revisions and periodic properties of macroeconomic data
Franses, Philip Hans
- In:
Economics letters
120
(
2013
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10010127813
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
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:
6
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
7
Error-correction modelling in discrete and continuous time
Cate, Arie ten
;
Franses, Philip Hans
- In:
Economics letters
101
(
2008
)
2
,
pp. 140-141
Persistent link: https://www.econbiz.de/10003791186
Saved in:
8
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:
9
Editors' introduction to the special issue of Econometrics reviews on Bayesian dynamic econometrics
Koop, Gary
;
Dijk, Herman K. van
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 107-112
Persistent link: https://www.econbiz.de/10003509066
Saved in:
10
On the econometrics of the geometric lag model
Franses, Philip Hans
;
Oest, Rutger van
- In:
Economics letters
95
(
2007
)
2
,
pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
Saved in:
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