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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~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"
~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
69
Theory
69
Time series analysis
38
Zeitreihenanalyse
38
Saisonale Schwankungen
22
Seasonal variations
22
Forecasting model
12
Prognoseverfahren
12
United States
10
Bayes-Statistik
7
Bayesian inference
7
Estimation
6
Schätzung
6
Arbeitslosigkeit
5
Statistical theory
5
Statistische Methodenlehre
5
Unemployment
5
Statistical distribution
4
Statistische Verteilung
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Business cycle
3
Econometrics
3
Ökonometrie
3
Cointegration
2
Economic convergence
2
Einheitswurzeltest
2
Finland
2
Finnland
2
Forecast
2
Kointegration
2
Monte Carlo simulation
2
Netherlands
2
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Undetermined
1
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Book / Working Paper
22
Article
18
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All
Arbeitspapier
21
Working Paper
21
Graue Literatur
20
Non-commercial literature
20
Article in journal
19
Aufsatz in Zeitschrift
19
Collection of articles of several authors
2
Sammelwerk
2
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Language
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English
40
Author
All
Dijk, Herman K. van
Franses, Philip Hans
Lee, Lung-fei
14
Phillips, Peter C. B.
14
Chib, Siddhartha
13
Koop, Gary
12
Lucas, André
12
Diebold, Francis X.
11
Li, Qi
11
Linton, Oliver
11
Newey, Whitney K.
11
Pesaran, M. Hashem
11
Andrews, Donald W. K.
10
Dijk, Dick van
9
Ghysels, Eric
9
Saikkonen, Pentti
9
Gouriéroux, Christian
8
King, Maxwell L.
8
Paap, Richard
8
Perron, Pierre
8
Steel, Mark F. J.
8
Baltagi, Badi H.
7
Chambers, Marcus J.
7
Chen, Songnian
7
Donald, Stephen G.
7
Granger, C. W. J.
7
Kleibergen, Frank
7
Kohn, Robert
7
Koopman, Siem Jan
7
Lütkepohl, Helmut
7
White, Halbert
7
Wooldridge, Jeffrey M.
7
Bierens, Herman J.
6
Cheung, Yin-Wong
6
Engle, Robert F.
6
Fan, Yanqin
6
Jong, Robert M. de
6
Kuan, Chung-ming
6
Lee, Myoung-jae
6
Park, Joon Y.
6
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Published in...
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Econometric theory
Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Econometric Institute research papers
6
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
CORE discussion paper : DP
2
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
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
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
Economics letters
1
IHS economics series : working paper
1
Journal of forecasting
1
Journal of macroeconomics
1
Nonparametric dynamic modelling
1
Reihe Ökonomie
1
Research memorandum / Faculty of Economics, Limburg University
1
Research memorandum / Faculty of Economics, Limburg University / Faculteit der Economische Wetenschappen, Rijksuniversiteit Limburg
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
TRACE discussion papers / Tinbergen Institute
1
Testing integration and cointegration
1
The review of economics and statistics
1
Working paper / Norges Bank
1
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ECONIS (ZBW)
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1
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
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
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:
5
Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard
;
Dijk, Herman K. van
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
Saved in:
6
Bayes estimates of Markov trends in possibly cointegrated series : an application to U.S. consumption and income
Paap, Richard
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10001807014
Saved in:
7
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
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
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
10
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
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