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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:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Baltagi, Badi H."
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Smith, Richard J."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
USA
United States
Zeitreihenanalyse
Theory
41
Time series analysis
12
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7
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Baltagi, Badi H.
Dijk, Herman K. van
Franses, Philip Hans
Smith, Richard J.
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
22
Lee, Lung-fei
17
Linton, Oliver
17
Ghysels, Eric
16
Swanson, Norman R.
16
Gouriéroux, Christian
14
Yu, Jun
14
Diebold, Francis X.
13
Lucas, André
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Chib, Siddhartha
12
Granger, C. W. J.
12
McAleer, Michael
12
Aït-Sahalia, Yacine
11
Koopman, Siem Jan
11
Lütkepohl, Helmut
11
Timmermann, Allan
11
Bai, Jushan
10
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10
Corradi, Valentina
10
Dufour, Jean-Marie
10
Kapetanios, George
10
Ng, Serena
10
Renault, Eric
10
Robinson, Peter M.
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Clark, Todd E.
9
Clements, Michael P.
9
Khalaf, Lynda
9
Kirchler, Erich
9
Kohn, Robert
9
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9
Li, Qi
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
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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
Report / Econometric Institute, Erasmus University Rotterdam
Econometric reviews
20
Economics letters
16
International journal of forecasting
12
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11
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10
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9
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8
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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The Oxford handbook of panel data
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The econometrics journal
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The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
2
A companion to economic forecasting
1
Advances in econometrics
1
Advances in spatial econometrics : methodology, tools and applications
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
1
Annals of economics and statistics
1
Annals of financial economics
1
Annual review of economics
1
Applications of differential geometry to econometrics
1
Applied economics and public policy
1
Applied financial economics
1
Applied mathematical finance
1
Applying Kernel and nonparametric estimation to economic topics
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ECONIS (ZBW)
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1
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
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
Cross-sectional dependence in panel data models : a special issue
Bai, Jushan
;
Baltagi, Badi H.
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011642077
Saved in:
4
Efficient aggregation of panel qualitative survey data
Mitchell, James
;
Smith, Richard J.
;
Weale, Martin
- In:
Journal of applied econometrics
28
(
2013
)
4
,
pp. 580-603
Persistent link: https://www.econbiz.de/10009757124
Saved in:
5
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
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
Estimating regional trade agreement effects on FDI in an interdependent world
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
Saved in:
8
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:
9
Panel unit root tests and spatial dependence
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 339-360
Persistent link: https://www.econbiz.de/10003455449
Saved in:
10
Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J.
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 430-460
Persistent link: https://www.econbiz.de/10003464273
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