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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:"Chen, Xiaohong"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Li, Qi"
~subject:"1960-1997"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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Subject
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Schätztheorie
1960-1997
Estimation theory
Konjunktur
Monte-Carlo-Simulation
USA
Theorie
85
Theory
85
Time series analysis
40
Zeitreihenanalyse
40
Saisonale Schwankungen
21
Seasonal variations
21
Forecasting model
10
Prognoseverfahren
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
United States
8
Statistical theory
6
Statistische Methodenlehre
6
Econometrics
5
Ökonometrie
5
Arbeitslosigkeit
3
Bayes-Statistik
3
Bayesian inference
3
Estimation
3
Inflation
3
Method of moments
3
Momentenmethode
3
Monte Carlo simulation
3
Saisonkomponente
3
Schätzung
3
Seasonal component
3
Statistical distribution
3
Statistical test
3
Statistische Verteilung
3
Statistischer Test
3
Unemployment
3
ARCH model
2
ARCH-Modell
2
Algorithm
2
Algorithmus
2
Business cycle
2
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Type of publication
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Article
24
Book / Working Paper
22
Type of publication (narrower categories)
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Article in journal
25
Aufsatz in Zeitschrift
25
Arbeitspapier
21
Working Paper
21
Graue Literatur
20
Non-commercial literature
20
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
46
Author
All
Chen, Xiaohong
Dijk, Herman K. van
Franses, Philip Hans
Li, Qi
Phillips, Peter C. B.
14
Lee, Lung-fei
13
Chib, Siddhartha
11
Linton, Oliver
11
Baltagi, Badi H.
10
Koop, Gary
9
Saikkonen, Pentti
9
Gouriéroux, Christian
8
Andrews, Donald W. K.
7
Chen, Songnian
7
Diebold, Francis X.
7
Kleibergen, Frank
7
Newey, Whitney K.
7
Perron, Pierre
7
Bierens, Herman J.
6
Chambers, Marcus J.
6
Dijk, Dick van
6
Donald, Stephen G.
6
Jong, Robert M. de
6
King, Maxwell L.
6
Kohn, Robert
6
Lucas, André
6
Lütkepohl, Helmut
6
Park, Joon Y.
6
Pesaran, M. Hashem
6
White, Halbert
6
Wooldridge, Jeffrey M.
6
Zinde-Walsh, Victoria
6
Davidson, James E. H.
5
Fan, Yanqin
5
Ghysels, Eric
5
Hendry, David F.
5
Horowitz, Joel
5
Krämer, Walter
5
Ooms, Marius
5
Rilstone, Paul
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
24
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
12
Economics letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Econometric Institute research papers
6
Journal of applied econometrics
5
Cowles Foundation discussion paper
4
Econometric reviews
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CORE discussion paper : DP
2
Cowles Foundation Discussion Paper
2
International economic review
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
Yale Economics Department working papers
2
Annales d'économie et de statistique
1
Applied economics
1
CREATES research paper
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / University of Guelph, Department of 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
Economic modelling
1
Handbook of econometrics ; Vol. 6B
1
IHS economics series : working paper
1
Journal of forecasting
1
Journal of macroeconomics
1
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ECONIS (ZBW)
Showing
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46
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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
Nonlinearity and temporal dependence
Chen, Xiaohong
;
Hansen, Lars Peter
;
Carrasco, Marine
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003966974
Saved in:
4
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:
5
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
6
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:
7
A model selection test for bivariate failure-time data
Chen, Xiaohong
;
Fan, Yanqin
- In:
Econometric theory
23
(
2007
)
3
,
pp. 414-439
Persistent link: https://www.econbiz.de/10003541246
Saved in:
8
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
Saved in:
9
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi
;
Hsiao, Cheng
;
Zinn, Joel
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Saved in:
10
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:
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