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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."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~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
Theorie
Time series analysis
USA
Wirtschaftliche Konvergenz
Theory
40
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18
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11
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7
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40
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Dijk, Herman K. van
Franses, Philip Hans
Granger, C. W. J.
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
Li, Qi
11
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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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
International journal of forecasting
16
Econometric reviews
14
Economics letters
12
Journal of forecasting
11
Oxford bulletin of economics and statistics
9
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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3
Journal of economic surveys
3
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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
Annales d'économie et de statistique
2
Applied economics
2
Applied economics letters
2
Applied financial economics
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Jingji-lunwen
2
Nonparametric dynamic modelling
2
Technological forecasting & social change : an international journal
2
The review of economics and statistics
2
A companion to economic forecasting
1
Advances in econometrics, income distribution and scientific methodology : essays in honor of Camilo Dagum : with 31 tables
1
Annals of economics and finance
1
Annals of financial economics
1
Applied mathematical finance
1
Business cycles, indicators, and forecasting
1
Causality
1
Central European journal of economic modelling and econometrics
1
Companion to contemporary economic thought
1
Computational economics
1
Computer-aided econometrics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Dynamique des marchés financiers et prévisions
1
Econometric analysis of financial and economic time series ; part a
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
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
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:
5
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:
6
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:
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
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
9
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:
10
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:
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