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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~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
Monte-Carlo-Simulation
Theorie
USA
Theory
32
Time series analysis
13
Zeitreihenanalyse
13
Forecasting model
8
Prognoseverfahren
8
Bayes-Statistik
5
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Dijk, Herman K. van
Franses, Philip Hans
Phillips, Peter C. B.
47
Pesaran, M. Hashem
28
Koop, Gary
24
McAleer, Michael
24
Baltagi, Badi H.
20
Lee, Lung-fei
20
Linton, Oliver
19
Maasoumi, Esfandiar
19
Schmidt, Peter
18
Taylor, Robert
18
Ghysels, Eric
17
Gouriéroux, Christian
17
Swanson, Norman R.
17
Yu, Jun
17
Steel, Mark F. J.
16
Li, Qi
15
Lucas, André
15
Diebold, Francis X.
14
Granger, C. W. J.
14
Ullah, Aman
14
Chib, Siddhartha
13
Geweke, John
13
Lütkepohl, Helmut
13
Schorfheide, Frank
13
Kapetanios, George
12
Koopman, Siem Jan
12
Kumbhakar, Subal
12
Ng, Serena
12
Xiao, Zhijie
12
Aït-Sahalia, Yacine
11
Bai, Jushan
11
Bollerslev, Tim
11
King, Maxwell L.
11
MacKinnon, James G.
11
Park, Joon Y.
11
Renault, Eric
11
Shin, Yongcheol
11
Timmermann, Allan
11
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(EC)2 Conference <1, 1990; 2, 1991>
1
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Econometric reviews
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
Economics letters
11
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economic surveys
3
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2
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
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2
Macroeconomic dynamics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
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1
Annals of financial economics
1
Applied financial economics
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Applied mathematical finance
1
Central European journal of economic modelling and econometrics
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Econometric analysis of financial and economic time series ; part a
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Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard
;
Dijk, Herman K. van
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
Saved in:
10
Convergence of productivity : a comment
Wang, Zijun
- In:
Journal of applied econometrics
21
(
2006
)
7
,
pp. 1101-1102
Persistent link: https://www.econbiz.de/10003397486
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