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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Handbook of economic forecasting ; 1"
~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"
~person:"Granger, C. W. J."
~person:"Li, Qi"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Wirtschaftliche Konvergenz"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Statistical distribution
Theorie
Time series analysis
USA
Wirtschaftliche Konvergenz
Theory
51
Zeitreihenanalyse
19
United States
12
Estimation
7
Forecasting model
7
Prognoseverfahren
7
Schätzung
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Bayes-Statistik
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6
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Seasonal variations
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Statistical theory
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3
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3
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2
Economic convergence
2
Finland
2
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51
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Dijk, Herman K. van
Franses, Philip Hans
Granger, C. W. J.
Li, Qi
Phillips, Peter C. B.
40
Koop, Gary
29
Pesaran, M. Hashem
25
Ghysels, Eric
24
Diebold, Francis X.
20
Linton, Oliver
19
Steel, Mark F. J.
19
Swanson, Norman R.
19
Lucas, André
18
Lee, Lung-fei
17
Timmermann, Allan
16
Chib, Siddhartha
15
Koopman, Siem Jan
15
Lütkepohl, Helmut
15
Yu, Jun
15
Gouriéroux, Christian
14
Schmidt, Peter
14
Taylor, Robert
14
Clark, Todd E.
13
Marcellino, Massimiliano
13
McAleer, Michael
13
Baltagi, Badi H.
12
Bollerslev, Tim
12
Corradi, Valentina
12
Dufour, Jean-Marie
12
Kapetanios, George
12
Kohn, Robert
12
Patton, Andrew J.
12
Renault, Eric
12
Smith, Richard J.
12
Andrews, Donald W. K.
11
Aït-Sahalia, Yacine
11
Bai, Jushan
11
Bauwens, Luc
11
Engle, Robert F.
11
Harvey, Andrew C.
11
Leybourne, Stephen James
11
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
All
Handbook of economic forecasting ; 1
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
Economics letters
21
Econometric reviews
20
International journal of forecasting
16
Journal of forecasting
11
Oxford bulletin of economics and statistics
9
Econometric theory
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Econometrics : open access journal
4
Annales d'économie et de statistique
3
Annals of economics and finance
3
Applied economics
3
International economic review
3
Journal of economic surveys
3
Macroeconomic dynamics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The economic journal : the journal of the Royal Economic Society
3
The review of economics and statistics
3
Applied economics letters
2
Applied financial economics
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
Games and economic behavior
2
Jingji-lunwen
2
Journal of economic theory
2
Nonparametric dynamic modelling
2
Statistical papers
2
Technological forecasting & social change : an international journal
2
The econometrics journal
2
A companion to economic forecasting
1
Advances in econometrics
1
Advances in econometrics, income distribution and scientific methodology : essays in honor of Camilo Dagum : with 31 tables
1
Ageing in advanced industrial states
1
Annals of financial economics
1
Applied mathematical finance
1
Applying Kernel and nonparametric estimation to economic topics
1
Business cycles, indicators, and forecasting
1
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ECONIS (ZBW)
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1
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
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
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:
4
Efficiency of thin and thick markets
Gan, Li
;
Li, Qi
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10011610655
Saved in:
5
Categorial semiparametric varying-coefficient models
Li, Qi
;
Ouyang, Desheng
;
Racine, Jeffrey
- In:
Journal of applied econometrics
28
(
2013
)
4
,
pp. 551-579
Persistent link: https://www.econbiz.de/10009757126
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
Some thoughts on the development of cointegration
Granger, C. W. J.
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 3-6
Persistent link: https://www.econbiz.de/10008826881
Saved in:
8
Nonparametric estimation of conditional CDF and quantile functions with mixed categorical and continuous data
Li, Qi
;
Racine, Jeffrey
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 423-434
Persistent link: https://www.econbiz.de/10003772273
Saved in:
9
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:
10
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
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