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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"
~subject:"1960-1997"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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Schätztheorie
1960-1997
Estimation theory
Forecasting model
Konjunktur
Monte-Carlo-Simulation
USA
Theorie
74
Theory
74
Time series analysis
34
Zeitreihenanalyse
34
Saisonale Schwankungen
21
Seasonal variations
21
Prognoseverfahren
9
Statistical theory
6
Statistische Methodenlehre
6
United States
6
Econometrics
5
Ökonometrie
5
Arbeitslosigkeit
3
Bayes-Statistik
3
Bayesian inference
3
Estimation
3
Inflation
3
Monte Carlo simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Saisonkomponente
3
Schätzung
3
Seasonal component
3
Statistical distribution
3
Statistische Verteilung
3
Unemployment
3
Algorithm
2
Algorithmus
2
Business cycle
2
Einheitswurzeltest
2
Inflation expectations
2
Inflationserwartung
2
Microeconometrics
2
Mikroökonometrie
2
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Undetermined
1
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Book / Working Paper
26
Article
21
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Arbeitspapier
25
Working Paper
25
Graue Literatur
23
Non-commercial literature
23
Article in journal
22
Aufsatz in Zeitschrift
22
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1
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Language
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English
47
Author
All
Dijk, Herman K. van
Franses, Philip Hans
Li, Qi
Phillips, Peter C. B.
15
Koop, Gary
13
Lee, Lung-fei
13
Linton, Oliver
13
Baltagi, Badi H.
11
Chib, Siddhartha
11
Diebold, Francis X.
10
Saikkonen, Pentti
9
Swanson, Norman R.
9
Ghysels, Eric
8
Gouriéroux, Christian
8
Pesaran, M. Hashem
8
Andrews, Donald W. K.
7
Chen, Songnian
7
Kleibergen, Frank
7
Lütkepohl, Helmut
7
Newey, Whitney K.
7
Perron, Pierre
7
Bierens, Herman J.
6
Chambers, Marcus J.
6
Chen, Xiaohong
6
Dijk, Dick van
6
Donald, Stephen G.
6
Granger, C. W. J.
6
Hendry, David F.
6
Jong, Robert M. de
6
King, Maxwell L.
6
Kohn, Robert
6
Lucas, André
6
Paap, Richard
6
Park, Joon Y.
6
Patton, Andrew J.
6
Schorfheide, Frank
6
Timmermann, Allan
6
Whang, Yoon-jae
6
White, Halbert
6
Wooldridge, Jeffrey M.
6
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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
44
Econometric Institute research papers
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
15
International journal of forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of forecasting
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Economics letters
7
Econometric reviews
6
Journal of applied econometrics
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
ERIM report series research in management
3
Working paper / Norges Bank
3
Applied economics
2
CORE discussion paper : DP
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Technological forecasting & social change : an international journal
2
Working paper
2
Working papers
2
A companion to economic forecasting
1
Advanced texts in econometrics
1
Annales d'économie et de statistique
1
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
CAMP working paper series
1
CPB discussion paper
1
CREATES research paper
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
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ECONIS (ZBW)
Showing
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47
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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
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:
3
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
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
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:
6
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:
7
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:
8
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:
9
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:
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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