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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Economics letters"
~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:"Technological forecasting & social change : an international journal"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Saisonale Schwankungen"
~subject:"Theorie"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Saisonale Schwankungen
Theorie
USA
Theory
31
Time series analysis
17
Zeitreihenanalyse
17
Seasonal variations
9
Forecasting model
5
Prognoseverfahren
5
United States
5
Bayes-Statistik
3
Bayesian inference
3
ARCH model
2
Arbeitslosigkeit
2
Economic convergence
2
Economic indicator
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2
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Statistical distribution
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Statistical test
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2
Statistische Methodenlehre
2
Statistische Verteilung
2
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2
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2
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2
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2
14.12.1990
1
1900-1989
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1967-1993
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29.04.1993
1
ARMA model
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31
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Dijk, Herman K. van
Franses, Philip Hans
Phillips, Peter C. B.
41
Pesaran, M. Hashem
27
Schmidt, Peter
24
Koop, Gary
23
Lee, Lung-fei
19
Stark, Oded
19
Li, Qi
18
Swanson, Norman R.
18
Baltagi, Badi H.
17
Kapetanios, George
17
Linton, Oliver
17
Diebold, Francis X.
16
Gouriéroux, Christian
16
Krämer, Walter
16
Lütkepohl, Helmut
16
Tsionas, Efthymios G.
16
Ghysels, Eric
15
Steel, Mark F. J.
15
Chib, Siddhartha
14
Kumbhakar, Subal
14
Lucas, André
14
McAleer, Michael
14
Peel, David
14
Yu, Jun
14
Dufour, Jean-Marie
13
Granger, C. W. J.
13
Shin, Yongcheol
13
Timmermann, Allan
13
Färe, Rolf
12
Koopman, Siem Jan
12
Kuan, Chung-ming
12
Matsumura, Toshihiro
12
Mukherjee, Arijit
12
Whang, Yoon-jae
12
Xiao, Zhijie
12
Aït-Sahalia, Yacine
11
Corradi, Valentina
11
Egger, Peter
11
Güth, Werner
11
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(EC)2 Conference <1, 1990; 2, 1991>
1
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Economics letters
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Technological forecasting & social change : an international journal
Econometric reviews
12
International journal of forecasting
11
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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 economic surveys
3
Applied economics
2
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometric theory
2
Macroeconomic dynamics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
A companion to economic forecasting
1
Annals of financial economics
1
Applied financial economics
1
Applied mathematical finance
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
Computer-aided econometrics
1
Econometric analysis of financial and economic time series ; part a
1
Economic modelling
1
Economica
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of the Operational Research Society : OR
1
Maandschrift economie : tijdschrift voor algemeen economische en social-economische vraagstukken
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
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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
Data revisions and periodic properties of macroeconomic data
Franses, Philip Hans
- In:
Economics letters
120
(
2013
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10010127813
Saved in:
3
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:
4
Error-correction modelling in discrete and continuous time
Cate, Arie ten
;
Franses, Philip Hans
- In:
Economics letters
101
(
2008
)
2
,
pp. 140-141
Persistent link: https://www.econbiz.de/10003791186
Saved in:
5
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:
6
On the econometrics of the geometric lag model
Franses, Philip Hans
;
Oest, Rutger van
- In:
Economics letters
95
(
2007
)
2
,
pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
Saved in:
7
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:
8
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:
9
Convergence of productivity : a comment
Wang, Zijun
- In:
Journal of applied econometrics
21
(
2006
)
7
,
pp. 1101-1102
Persistent link: https://www.econbiz.de/10003397486
Saved in:
10
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:
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