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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Bollerslev, Tim"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Ghysels, Eric"
~person:"Kirchler, Erich"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätzung"
~subject:"Steuervermeidung"
~subject:"Theorie"
~subject:"USA"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Schätzung
Steuervermeidung
Theorie
USA
Theory
122
Time series analysis
47
Zeitreihenanalyse
47
Forecasting model
31
Prognoseverfahren
31
Saisonale Schwankungen
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Estimation
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Bollerslev, Tim
Dijk, Herman K. van
Franses, Philip Hans
Ghysels, Eric
Kirchler, Erich
Phillips, Peter C. B.
46
Pesaran, M. Hashem
30
Koop, Gary
23
Granger, C. W. J.
22
Hendry, David F.
22
Lucas, André
22
Makridakis, Spyros G.
22
Dijk, Dick van
21
Swanson, Norman R.
20
Clements, Michael P.
19
Koopman, Siem Jan
19
Linton, Oliver
19
Marcellino, Massimiliano
19
McAleer, Michael
19
Timmermann, Allan
19
Diebold, Francis X.
17
Lee, Lung-fei
17
Yu, Jun
17
Paap, Richard
16
Gouriéroux, Christian
15
Haan, Laurens de
15
Lütkepohl, Helmut
15
Schmidt, Peter
15
Taylor, Robert
15
Vorst, Ton
15
Banerjee, Anindya
14
Hyndman, Rob J.
14
Baltagi, Badi H.
13
Kapetanios, George
13
Pagan, Adrian R.
13
Steel, Mark F. J.
13
Teräsvirta, Timo
13
Chib, Siddhartha
12
Herwartz, Helmut
12
Leybourne, Stephen James
12
Magnus, Jan R.
12
Praag, Bernard M. S. van
12
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(EC)2 Conference <1, 1990; 2, 1991>
1
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International journal of forecasting
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Oxford bulletin of economics and statistics
Report / Econometric Institute, Erasmus University Rotterdam
Report / Erasmus Center for Financial Research, Erasmus University
Discussion paper / Tinbergen Institute
85
Econometric Institute research papers
56
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Discussion paper / Tinbergen Institute / Tinbergen Institute
15
Econometric reviews
15
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
12
Economics letters
11
Cahier / Département de Sciences Économiques, Université de Montréal
9
Journal of forecasting
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
7
CREATES research paper
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NBER Working Paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
The journal of finance : the journal of the American Finance Association
6
Discussion paper / Centre for Economic Policy Research
5
ERID working paper
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Macroeconomic dynamics
5
Research memorandum series / Tinbergen Instituut
5
The review of economics and statistics
5
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International economic review
4
Journal of international money and finance
4
Rotterdam Institute for Business Economic Studies
4
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ECONIS (ZBW)
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1
How explicit expected value information affects tax compliance decisions and information acquisition
Mueller, Martin
;
Olsen, Jerome
;
Kirchler, Erich
; …
- In:
Journal of economic psychology : research in economic …
99
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014471441
Saved in:
2
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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3
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:
4
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
5
Mental accounting of income tax and value added tax among self-employed business owners
Olsen, Jerome
;
Kasper, Matthias
;
Kogler, Christoph
; …
- In:
Journal of economic psychology : research in economic …
70
(
2019
),
pp. 125-139
Persistent link: https://www.econbiz.de/10012305565
Saved in:
6
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
7
Are consumption taxes really disliked more than equivalent costs? : inconclusive results in the USA and no effect in the UK
Olsen, Jerome
;
Kogler, Christoph
;
Brandt, Mark J.
; …
- In:
Journal of economic psychology : research in economic …
75
(
2019
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012244124
Saved in:
8
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
9
Modeling intra-seasonal heterogeneity in hourly advertising-response models : Do forecasts improve?
Kiygi-Calli, Meltem
;
Weverbergh, Marcel
;
Franses, …
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 90-101
Persistent link: https://www.econbiz.de/10011754688
Saved in:
10
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
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