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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:"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
74
Theory
74
Time series analysis
34
Zeitreihenanalyse
34
Saisonale Schwankungen
21
Seasonal variations
21
Forecasting model
9
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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Book / Working Paper
22
Article
19
Type of publication (narrower categories)
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Arbeitspapier
21
Working Paper
21
Article in journal
20
Aufsatz in Zeitschrift
20
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
41
Author
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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
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...
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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
Econometric reviews
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
CORE discussion paper : DP
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
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
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
Journal of forecasting
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Nonparametric dynamic modelling
1
Nonstationary panels, panel cointegration, and dynamic panels
1
Reihe Ökonomie
1
Research memorandum / Faculty of Economics, Limburg University
1
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ECONIS (ZBW)
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11
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:
12
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
13
A multivariate STAR analysis of the relationship between money and output
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001526112
Saved in:
14
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495844
Saved in:
15
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
16
Seasonal adjustment and the business cycle in unemployment
Franses, Philip Hans
;
Bruin, P. T. de
-
1999
Persistent link: https://www.econbiz.de/10001495854
Saved in:
17
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
18
Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank
;
Dijk, Herman K. van
- In:
Econometric theory
14
(
1998
)
6
,
pp. 701-743
Persistent link: https://www.econbiz.de/10001352109
Saved in:
19
On Phillips-Perron-type tests for seasonal unit roots
Breitung, Jörg
- In:
Econometric theory
14
(
1998
)
2
,
pp. 200-221
Persistent link: https://www.econbiz.de/10001245309
Saved in:
20
Testing serial correlation in semiparametric panel data models
Li, Qi
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 207-237
Persistent link: https://www.econbiz.de/10001246647
Saved in:
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