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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Essays in econometrics"
~isPartOf:"Journal of econometrics"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~subject:"ARMA-Modell"
~subject:"Bootstrap approach"
~subject:"Diffusion index"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
~subject:"Ökonometrie"
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Schätztheorie
ARMA-Modell
Bootstrap approach
Diffusion index
Estimation theory
Statistische Verteilung
USA
Volatilität
Ökonometrie
Theorie
36
Theory
36
Time series analysis
10
Zeitreihenanalyse
10
Econometrics
6
Forecasting model
4
Prognoseverfahren
4
United States
4
Saisonale Schwankungen
3
Seasonal variations
3
Stochastic process
3
Stochastischer Prozess
3
ARMA model
2
Cointegration
2
Estimation
2
Kointegration
2
Nichtlineare Regression
2
Nonlinear regression
2
Panel
2
Panel study
2
Schätzung
2
Statistical distribution
2
Statistical test
2
Statistical theory
2
Statistische Methodenlehre
2
Statistischer Test
2
Structural break
2
Strukturbruch
2
Volatility
2
ARCH model
1
ARCH-Modell
1
Aggregation
1
Arbeitslosigkeit
1
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26
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4
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4
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27
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Swanson, Norman R.
12
Ghysels, Eric
11
McAleer, Michael
9
Diebold, Francis X.
8
Aït-Sahalia, Yacine
7
Chib, Siddhartha
7
Gouriéroux, Christian
7
Horowitz, Joel
7
Koop, Gary
7
Lee, Lung-fei
7
Li, Qi
7
Phillips, Peter C. B.
7
Dufour, Jean-Marie
6
Hong, Yongmiao
6
King, Maxwell L.
6
Magnus, Jan R.
6
Renault, Eric
6
Steel, Mark F. J.
6
Andersen, Torben
5
Bollerslev, Tim
5
Chen, Songnian
5
Corradi, Valentina
5
Dijk, Herman K. van
5
Golan, Amos
5
Gonçalves, Sílvia
5
Kohn, Robert
5
Linton, Oliver
5
Park, Joon Y.
5
Schmidt, Peter
5
Whang, Yoon-jae
5
White, Halbert
5
Aigner, Dennis J.
4
Andrews, Donald W. K.
4
Baltagi, Badi H.
4
Barnett, William A.
4
Cavaliere, Giuseppe
4
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Essays in econometrics
Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
15
Discussion paper / Department of Economics, University of California San Diego
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Discussion paper / Tinbergen Institute
6
Journal of applied econometrics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric Institute research papers
4
Econometric theory
4
Economics letters
4
Macroeconomic dynamics
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Econometric Society monographs
3
Handbooks in economics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Advanced texts in econometrics
2
Advances in econometrics : a research annual
2
CORE discussion paper : DP
2
DAE working paper
2
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International journal of forecasting
2
Jingji-lunwen
2
Nonparametric dynamic modelling
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
The review of economic studies
2
Advances in econometrics
1
Advances in econometrics, income distribution and scientific methodology : essays in honor of Camilo Dagum : with 31 tables
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
1
Applied mathematical finance
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Causality
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Institute for Empirical Macroeconomics
1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
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ECONIS (ZBW)
Showing
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27
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1
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
2
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
3
Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
Saved in:
4
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
5
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:
6
Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
-
2006
Persistent link: https://www.econbiz.de/10003376072
Saved in:
7
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
8
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
Saved in:
9
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
10
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:
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