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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"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Kirchler, Erich"
~person:"Koopman, Siem Jan"
~person:"Lee, Lung-fei"
~person:"Timmermann, Allan"
~subject:"1960-1997"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Steuervermeidung"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
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Schätztheorie
1960-1997
ARCH model
ARCH-Modell
Estimation theory
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Monte-Carlo-Simulation
Steuervermeidung
Theorie
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USA
Theory
121
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37
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Dijk, Herman K. van
Franses, Philip Hans
Kirchler, Erich
Koopman, Siem Jan
Lee, Lung-fei
Timmermann, Allan
Phillips, Peter C. B.
71
Linton, Oliver
30
Pesaran, M. Hashem
26
Koop, Gary
22
Saikkonen, Pentti
22
Xiao, Zhijie
22
Taylor, Robert
21
Gouriéroux, Christian
20
McAleer, Michael
20
Lütkepohl, Helmut
19
Yu, Jun
19
Ghysels, Eric
18
Hong, Yongmiao
18
Robinson, Peter M.
18
Swanson, Norman R.
18
Andrews, Donald W. K.
16
Baltagi, Badi H.
16
Lucas, André
16
Whang, Yoon-jae
16
Diebold, Francis X.
15
Haan, Laurens de
15
Hsiao, Cheng
15
Jong, Robert M. de
15
Li, Qi
15
Park, Joon Y.
15
White, Halbert
15
Granger, C. W. J.
14
Perron, Pierre
14
Renault, Eric
14
Schmidt, Peter
14
Steel, Mark F. J.
14
Bai, Jushan
13
Chib, Siddhartha
13
Corradi, Valentina
13
Hidalgo, Javier
13
Lieberman, Offer
13
Ng, Serena
13
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(EC)2 Conference <1, 1990; 2, 1991>
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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
Discussion paper / Tinbergen Institute
171
Econometric Institute research papers
56
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
International journal of forecasting
27
Discussion paper / Centre for Economic Policy Research
20
Econometric reviews
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Economics letters
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15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Discussion paper / Department of Economics, University of California San Diego
12
ERIM report series research in management
12
Journal of forecasting
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Report / Erasmus Center for Financial Research, Erasmus University
9
Discussion paper series / LSE Financial Markets Group
8
The econometrics journal
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CESifo working papers
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Cambridge working papers in economics
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper in financial economics : FE
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Journal of economic dynamics & control
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Oxford bulletin of economics and statistics
5
Regional science & urban economics
5
Research memorandum series / Tinbergen Instituut
5
The review of economics and statistics
5
Tinbergen Institute Discussion Paper
5
CREATES research paper
4
Econometrics : open access journal
4
Handbooks in economics
4
Rotterdam Institute for Business Economic Studies
4
The economic journal : the journal of the Royal Economic Society
4
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ECONIS (ZBW)
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1
How explicit expected value information affects tax compliance decisions and information acquisition
Mueller, Martin
;
Olsen, Jerome
;
Kirchler, Erich
; …
- In:
Journal of economic psychology : research in economic …
99
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014471441
Saved in:
2
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:
3
Mental accounting of income tax and value added tax among self-employed business owners
Olsen, Jerome
;
Kasper, Matthias
;
Kogler, Christoph
; …
- In:
Journal of economic psychology : research in economic …
70
(
2019
),
pp. 125-139
Persistent link: https://www.econbiz.de/10012305565
Saved in:
4
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
5
Are consumption taxes really disliked more than equivalent costs? : inconclusive results in the USA and no effect in the UK
Olsen, Jerome
;
Kogler, Christoph
;
Brandt, Mark J.
; …
- In:
Journal of economic psychology : research in economic …
75
(
2019
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012244124
Saved in:
6
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
7
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
8
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
9
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
10
Work performance and tax compliance in flat and progressive tax systems
Pántya, József
;
Jakabosné Kovács, Judit
;
Kogler, …
- In:
Journal of economic psychology : research in economic …
56
(
2016
),
pp. 262-273
Persistent link: https://www.econbiz.de/10011704518
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