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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Journal of economic surveys"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Kirchler, Erich"
~person:"Koopman, Siem Jan"
~person:"Timmermann, Allan"
~person:"Xiao, Zhijie"
~subject:"1960-1997"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Steuervermeidung"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
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Schätztheorie
1960-1997
ARCH model
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Steuervermeidung
Theorie
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USA
Theory
106
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44
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Dijk, Herman K. van
Franses, Philip Hans
Kirchler, Erich
Koopman, Siem Jan
Timmermann, Allan
Xiao, Zhijie
Phillips, Peter C. B.
42
McAleer, Michael
26
Pesaran, M. Hashem
25
Koop, Gary
23
Lee, Lung-fei
17
Linton, Oliver
17
Swanson, Norman R.
17
Ghysels, Eric
16
Yu, Jun
16
Gouriéroux, Christian
15
Haan, Laurens de
15
Lucas, André
15
Diebold, Francis X.
14
Schmidt, Peter
14
Granger, C. W. J.
13
Paap, Richard
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Praag, Bernard M. S. van
12
Aït-Sahalia, Yacine
11
Bollerslev, Tim
11
Dijk, Dick van
11
Hsiao, Cheng
11
Kan, A. H. G. Rinnooy
11
Kapetanios, George
11
Renault, Eric
11
Robinson, Peter M.
11
Bai, Jushan
10
Corradi, Valentina
10
Dekker, Rommert
10
Dufour, Jean-Marie
10
Haan, L. de
10
Li, Qi
10
Lütkepohl, Helmut
10
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(EC)2 Conference <1, 1990; 2, 1991>
1
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Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Journal of economic surveys
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
171
Econometric Institute research papers
56
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
International journal of forecasting
27
Discussion paper / Centre for Economic Policy Research
20
Economics letters
18
Econometric reviews
17
Discussion paper / Tinbergen Institute / Tinbergen Institute
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Econometric theory
14
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Discussion paper / Department of Economics, University of California San Diego
12
ERIM report series research in management
12
Journal of forecasting
12
Report / Erasmus Center for Financial Research, Erasmus University
9
Discussion paper series / LSE Financial Markets Group
8
CESifo working papers
6
Cambridge working papers in economics
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Discussion paper / Center for Economic Research, Tilburg University
6
Discussion paper in financial economics : FE
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Cowles Foundation discussion paper
5
Journal of economic dynamics & control
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
The econometrics journal
5
Tinbergen Institute Discussion Paper
5
CREATES research paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Handbooks in economics
4
Rotterdam Institute for Business Economic Studies
4
The economic journal : the journal of the Royal Economic Society
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
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
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3
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:
4
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
5
Quantile regression
Chernozhukov, Victor
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012304539
Saved in:
6
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:
7
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:
8
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
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9
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
10
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
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