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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:"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"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
Time series analysis
USA
Theory
31
Zeitreihenanalyse
10
United States
6
Forecasting model
5
Prognoseverfahren
5
Saisonale Schwankungen
4
Seasonal variations
4
ARCH model
3
Bayes-Statistik
3
Bayesian inference
3
Statistical theory
3
Statistische Methodenlehre
3
Volatility
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Volatilität
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Arbeitslosigkeit
2
Econometrics
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Economic convergence
2
Estimation
2
Productivity
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Produktivität
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Schätzung
2
Statistical distribution
2
Statistical test
2
Statistische Verteilung
2
Statistischer Test
2
Unemployment
2
Wirtschaftliche Konvergenz
2
Ökonometrie
2
14.12.1990
1
1900-1989
1
1967-1993
1
29.04.1993
1
ARMA model
1
ARMA-Modell
1
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44
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30
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30
Collection of articles of several authors
3
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3
Conference proceedings
2
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English
31
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Dijk, Herman K. van
Franses, Philip Hans
Granger, C. W. 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
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
Smith, Richard J.
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
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
16
Econometric reviews
14
Economics letters
12
Journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
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
Econometric theory
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
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
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Convergence of productivity : a comment
Wang, Zijun
- In:
Journal of applied econometrics
21
(
2006
)
7
,
pp. 1101-1102
Persistent link: https://www.econbiz.de/10003397486
Saved in:
10
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
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