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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:"Clements, Michael P."
~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
38
Time series analysis
15
Forecasting model
14
Prognoseverfahren
14
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4
Bayesian inference
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Clements, Michael P.
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
Baltagi, Badi H.
12
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
Bollerslev, Tim
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
Khalaf, Lynda
9
Kirchler, Erich
9
Kohn, Robert
9
Lewbel, Arthur
9
Li, Qi
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
Report / Econometric Institute, Erasmus University Rotterdam
International journal of forecasting
19
Journal of forecasting
13
Econometric reviews
12
Economics letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The economic journal : the journal of the Royal Economic Society
8
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6
Oxford bulletin of economics and statistics
6
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5
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5
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Journal of economic surveys
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The review of economic studies
3
Applied economics
2
Applied economics letters
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Economic modelling
2
Handbook of economic forecasting ; Vol. 1
2
Journal of macroeconomics
2
Macroeconomic dynamics
2
Technological forecasting & social change : an international journal
2
The review of economics and statistics
2
A companion to economic forecasting
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
Central European journal of economic modelling and econometrics
1
Computational economics
1
Computer-aided econometrics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Econometric analysis of financial and economic time series ; part a
1
Economica
1
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Source
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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
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:
5
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:
6
Forecasting by factors, by variables, by both or neither?
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
Saved in:
7
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:
8
Forecast encompassing tests and probability forecasts
Clements, Michael P.
;
Harvey, David I.
- In:
Journal of applied econometrics
25
(
2010
)
6
,
pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
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
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
Saved in:
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