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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:"United States"
~subject:"Zeitreihenanalyse"
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| 16 applied filters
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Schätztheorie
1960-1997
Estimation theory
Konjunktur
Monte-Carlo-Simulation
United States
Zeitreihenanalyse
Theorie
74
Theory
74
Time series analysis
34
Saisonale Schwankungen
21
Seasonal variations
21
Forecasting model
9
Prognoseverfahren
9
Statistical theory
6
Statistische Methodenlehre
6
USA
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
3
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All
Book / Working Paper
35
Article
23
Type of publication (narrower categories)
All
Arbeitspapier
34
Working Paper
34
Graue Literatur
30
Non-commercial literature
30
Article in journal
24
Aufsatz in Zeitschrift
24
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
58
Author
All
Dijk, Herman K. van
Franses, Philip Hans
Li, Qi
Phillips, Peter C. B.
38
Linton, Oliver
17
Lee, Lung-fei
14
Saikkonen, Pentti
14
Koop, Gary
13
Jong, Robert M. de
12
Park, Joon Y.
12
Perron, Pierre
12
Yu, Jun
12
Bierens, Herman J.
11
Chib, Siddhartha
11
Gouriéroux, Christian
11
Lütkepohl, Helmut
11
Xiao, Zhijie
11
Baltagi, Badi H.
10
Hong, Yongmiao
10
Robinson, Peter M.
9
Chen, Xiaohong
8
Diebold, Francis X.
8
Fan, Yanqin
8
Paap, Richard
8
Swanson, Norman R.
8
Taylor, Robert
8
White, Halbert
8
Abadir, Karim Maher
7
Andrews, Donald W. K.
7
Chambers, Marcus J.
7
Chen, Songnian
7
Choi, In
7
Davidson, James E. H.
7
Dijk, Dick van
7
Hallin, Marc
7
Hendry, David F.
7
Horváth, Lajos
7
Kleibergen, Frank
7
Kohn, Robert
7
Lieberman, Offer
7
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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
47
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
24
Econometric Institute research papers
21
Economics letters
16
Discussion paper / Tinbergen Institute / Tinbergen Institute
11
Econometric reviews
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
International journal of forecasting
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Journal of applied econometrics
5
Journal of forecasting
5
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
5
Oxford bulletin of economics and statistics
4
Research memorandum series / Tinbergen Instituut
4
Applied economics
3
ERIM report series research in management
3
Journal of economic surveys
3
Advanced texts in econometrics
2
CORE discussion paper : DP
2
Discussion paper / Department of Economics, University of California San Diego
2
IHS economics series : working paper
2
International economic review
2
Macroeconomic dynamics
2
Reihe Ökonomie
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
SSE EFI working paper series in economics and finance
2
Statistical papers
2
The econometrics journal
2
The review of economics and statistics
2
Working paper / Norges Bank
2
A companion to economic forecasting
1
Annales d'économie et de statistique
1
Applied economics letters
1
CAMP working paper series
1
CREATES research paper
1
Central European journal of economic modelling and econometrics
1
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Source
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ECONIS (ZBW)
Showing
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58
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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
A comment on "on inflation expectations in the NKPC model"
Lanne, Markku
;
Luoto, Jani
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1865-1867
Persistent link: https://www.econbiz.de/10012215900
Saved in:
3
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
4
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:
5
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
6
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:
7
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:
8
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:
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
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:
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