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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Special issue on topics in applied econometrics"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Gouriéroux, Christian"
~person:"Horowitz, Joel"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
USA
Zeitreihenanalyse
Theory
50
Time series analysis
12
United States
5
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Dijk, Herman K. van
Franses, Philip Hans
Gouriéroux, Christian
Horowitz, Joel
Phillips, Peter C. B.
68
Linton, Oliver
30
Lee, Lung-fei
27
Pesaran, M. Hashem
24
Koop, Gary
22
Saikkonen, Pentti
22
Taylor, Robert
20
Xiao, Zhijie
20
Lütkepohl, Helmut
19
Robinson, Peter M.
18
Ghysels, Eric
17
Swanson, Norman R.
17
Yu, Jun
17
Andrews, Donald W. K.
16
Baltagi, Badi H.
16
Hong, Yongmiao
16
McAleer, Michael
16
Whang, Yoon-jae
16
Jong, Robert M. de
15
Park, Joon Y.
15
White, Halbert
15
Diebold, Francis X.
14
Granger, C. W. J.
14
Li, Qi
14
Lucas, André
14
Perron, Pierre
14
Steel, Mark F. J.
14
Bai, Jushan
13
Chib, Siddhartha
13
Corradi, Valentina
13
Hidalgo, Javier
13
Lieberman, Offer
13
Ng, Serena
13
Renault, Eric
13
Schmidt, Peter
13
Smith, Richard J.
13
Chen, Xiaohong
12
Florens, Jean-Pierre
12
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Econometric theory
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Special issue on topics in applied econometrics
Econometric reviews
17
Annales d'économie et de statistique
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Economics letters
13
International journal of forecasting
11
Journal of forecasting
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of empirical finance
5
L' Actualité économique : revue trimest.
5
Oxford bulletin of economics and statistics
5
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of banking & finance
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Annals of economics and statistics
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Journal of economic surveys
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied economics
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Applied economics letters
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Journal de la Société de Statistique de Paris
2
Journal of financial econometrics
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Macroeconomic dynamics
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Nonparametric dynamic modelling
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Technological forecasting & social change : an international journal
2
The review of economics and statistics
2
A companion to economic forecasting
1
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annals of financial economics
1
Annual review of economics
1
Applied financial economics
1
Applied mathematical finance
1
Central European journal of economic modelling and econometrics
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ECONIS (ZBW)
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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
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
3
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
4
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
5
Estimation-adjusted VAR
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
29
(
2013
)
4
,
pp. 735-770
Persistent link: https://www.econbiz.de/10010210164
Saved in:
6
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:
7
Specification testing in nonparametric instrumental variable estimation
Horowitz, Joel
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 383-396
Persistent link: https://www.econbiz.de/10009612864
Saved in:
8
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10008661852
Saved in:
9
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
10
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
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