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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:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Li, Qi"
~person:"Saikkonen, Pentti"
~subject:"1960-1997"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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Schätztheorie
1960-1997
Estimation theory
Konjunktur
Monte-Carlo-Simulation
USA
Theorie
96
Theory
96
Time series analysis
42
Zeitreihenanalyse
42
Saisonale Schwankungen
21
Seasonal variations
21
Cointegration
9
Forecasting model
9
Kointegration
9
Prognoseverfahren
9
Statistical theory
6
Statistische Methodenlehre
6
United States
6
VAR model
6
VAR-Modell
6
ARCH model
5
ARCH-Modell
5
Econometrics
5
Estimation
5
Schätzung
5
Ökonometrie
5
Arbeitslosigkeit
3
Bayes-Statistik
3
Bayesian inference
3
Einheitswurzeltest
3
Inflation
3
Monte Carlo simulation
3
Nichtlineare Regression
3
Nichtparametrisches Verfahren
3
Nonlinear regression
3
Nonparametric statistics
3
Saisonkomponente
3
Seasonal component
3
Statistical distribution
3
Statistische Verteilung
3
Unemployment
3
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Type of publication
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Article
28
Book / Working Paper
22
Type of publication (narrower categories)
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Article in journal
29
Aufsatz in Zeitschrift
29
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
50
Author
All
Dijk, Herman K. van
Franses, Philip Hans
Li, Qi
Saikkonen, Pentti
Phillips, Peter C. B.
14
Lee, Lung-fei
13
Chib, Siddhartha
11
Linton, Oliver
11
Baltagi, Badi H.
10
Koop, Gary
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
Chen, Xiaohong
5
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...
All
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
8
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
Econometric reviews
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
EUI working paper / ECO
3
Nonparametric dynamic modelling
3
CORE discussion paper : DP
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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
The econometrics journal
2
The review of economics and statistics
2
Annales d'économie et de statistique
1
Applied economics
1
Bank of Finland research discussion papers
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
Discussion papers / Helsinki Center of Economic Research : discussion paper
1
Discussion papers of interdisciplinary research project 373
1
ERIM report series research in management
1
Econometric analysis of financial and economic time series ; part a
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
IHS economics series : working paper
1
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ECONIS (ZBW)
Showing
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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
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:
5
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:
6
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:
7
Semiparametric estimation of partially linear models for dependent data with generated regressors
Li, Qi
;
Wooldridge, Jeffrey M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 625-645
Persistent link: https://www.econbiz.de/10001673440
Saved in:
8
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:
9
Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti
- In:
Econometric theory
17
(
2001
)
2
,
pp. 296-326
Persistent link: https://www.econbiz.de/10001568399
Saved in:
10
Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti
- In:
Econometric theory
17
(
2001
)
2
,
pp. 327-356
Persistent link: https://www.econbiz.de/10001568400
Saved in:
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