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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Bierens, Herman J."
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~subject:"1960-1997"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistische Methodenlehre"
~subject:"USA"
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Schätztheorie
1960-1997
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Statistische Methodenlehre
USA
Theorie
72
Theory
72
Time series analysis
36
Zeitreihenanalyse
36
Saisonale Schwankungen
21
Seasonal variations
21
Forecasting model
9
Prognoseverfahren
9
Statistical theory
6
United States
6
Business cycle
4
Econometrics
4
Einheitswurzeltest
4
Unit root test
4
Ökonometrie
4
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3
ARMA-Modell
3
Arbeitslosigkeit
3
Bayes-Statistik
3
Bayesian inference
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Estimation
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Inflation
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Saisonkomponente
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Schätzung
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Seasonal component
3
Statistical distribution
3
Statistische Verteilung
3
Unemployment
3
Algorithm
2
Algorithmus
2
Cointegration
2
Inflation expectations
2
Inflationserwartung
2
Kointegration
2
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2
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25
Article
18
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Arbeitspapier
23
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23
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22
Non-commercial literature
22
Article in journal
19
Aufsatz in Zeitschrift
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Collection of articles of several authors
2
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English
43
Author
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Bierens, Herman J.
Dijk, Herman K. van
Franses, Philip Hans
Lee, Lung-fei
15
Phillips, Peter C. B.
14
Chib, Siddhartha
11
Linton, Oliver
11
Baltagi, Badi H.
10
Koop, Gary
10
Gouriéroux, Christian
9
Li, Qi
9
Saikkonen, Pentti
9
Perron, Pierre
8
Andrews, Donald W. K.
7
Chen, Songnian
7
Diebold, Francis X.
7
Jong, Robert M. de
7
King, Maxwell L.
7
Kleibergen, Frank
7
Magnus, Jan R.
7
Newey, Whitney K.
7
Park, Joon Y.
7
Pesaran, M. Hashem
7
White, Halbert
7
Chambers, Marcus J.
6
Dijk, Dick van
6
Donald, Stephen G.
6
Granger, C. W. J.
6
Kohn, Robert
6
Lucas, André
6
Lütkepohl, Helmut
6
Paap, Richard
6
Steel, Mark F. J.
6
Wooldridge, Jeffrey M.
6
Yu, Jun
6
Zinde-Walsh, Victoria
6
Abadir, Karim Maher
5
Chen, Xiaohong
5
Choi, In
5
Davidson, James E. H.
5
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Published in...
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Econometric theory
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
29
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
14
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Econometric Institute research papers
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of applied econometrics
5
Econometric reviews
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Discussion paper / Center for Economic Research, Tilburg University
3
CORE discussion paper : DP
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Macroeconomic dynamics
2
Nonparametric dynamic modelling
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
An Elgar reference collection
1
CREATES research paper
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
Discussion papers in economics
1
ERIM report series research in management
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics : open access journal
1
Economic modelling
1
IHS economics series : working paper
1
Journal of forecasting
1
Journal of macroeconomics
1
L'hétérogénéité en économétrie : numéro spécial
1
Reihe Ökonomie
1
Research memorandum / Faculty of Economics, Limburg University
1
Research memorandum / Faculty of Economics, Limburg University / Faculteit der Economische Wetenschappen, Rijksuniversiteit Limburg
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
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ECONIS (ZBW)
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1
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
Saved in:
2
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
3
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:
4
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:
5
A note on the paper by H. J. Bierens: "Complex unit roots and business cycles : are they real?"
Díaz-Emparanza, Ignacio
- In:
Econometric theory
20
(
2004
)
3
,
pp. 636-637
Persistent link: https://www.econbiz.de/10002068320
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
Complex unit roots and business cycles : are they real?
Bierens, Herman J.
- In:
Econometric theory
17
(
2001
)
5
,
pp. 962-983
Persistent link: https://www.econbiz.de/10001609185
Saved in:
8
Integrated conditional moment testing of quantile regression models
Bierens, Herman J.
;
Ginther, Donna K.
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
1
,
pp. 307-324
Persistent link: https://www.econbiz.de/10001563721
Saved in:
9
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
3
,
pp. 427-449
Persistent link: https://www.econbiz.de/10001413385
Saved in:
10
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
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