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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Handbook of economic forecasting ; 1"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Clements, Michael P."
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Koopman, Siem Jan"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
Time series analysis
USA
Theory
40
Zeitreihenanalyse
16
Forecasting model
14
Prognoseverfahren
14
United States
6
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Clements, Michael P.
Dijk, Herman K. van
Franses, Philip Hans
Koopman, Siem Jan
Phillips, Peter C. B.
41
Koop, Gary
25
Pesaran, M. Hashem
22
Gouriéroux, Christian
19
Swanson, Norman R.
18
Lee, Lung-fei
17
Linton, Oliver
17
Ghysels, Eric
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Lucas, André
14
Yu, Jun
14
Chib, Siddhartha
13
Diebold, Francis X.
13
Granger, C. W. J.
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Bollerslev, Tim
12
Dufour, Jean-Marie
12
Kapetanios, George
12
McAleer, Michael
12
Timmermann, Allan
12
Aït-Sahalia, Yacine
11
Lütkepohl, Helmut
11
Renault, Eric
11
Taylor, Robert
11
Bai, Jushan
10
Corradi, Valentina
10
Khalaf, Lynda
10
Ng, Serena
10
Robinson, Peter M.
10
Shin, Yongcheol
10
Smith, Richard J.
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Clark, Todd E.
9
Kirchler, Erich
9
Kohn, Robert
9
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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 econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Journal of empirical finance
Report / Econometric Institute, Erasmus University Rotterdam
International journal of forecasting
27
Journal of forecasting
14
Econometric reviews
13
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
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8
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6
Oxford bulletin of economics and statistics
6
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5
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Econometric theory
2
Economic modelling
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Handbook of economic forecasting ; Vol. 1
2
Journal of economic dynamics & control
2
Journal of macroeconomics
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Technological forecasting & social change : an international journal
2
A companion to economic forecasting
1
Advances in econometrics
1
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1
Central European journal of economic modelling and econometrics
1
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Econometric analysis of financial and economic time series ; part a
1
Economica
1
Energy economics
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
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
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Saved in:
4
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:
5
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:
6
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:
7
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
8
Forecasting interest rates with shifting endpoints
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
Saved in:
9
Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 458-477
Persistent link: https://www.econbiz.de/10009756496
Saved in:
10
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
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