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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:"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
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Schätzung
Steuervermeidung
Theorie
USA
Theory
111
Time series analysis
41
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26
Seasonal variations
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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
27
Koop, Gary
22
Lucas, André
18
Granger, C. W. J.
17
Lee, Lung-fei
17
Linton, Oliver
17
McAleer, Michael
17
Swanson, Norman R.
17
Yu, Jun
17
Dijk, Dick van
16
Gouriéroux, Christian
15
Haan, Laurens de
15
Paap, Richard
15
Schmidt, Peter
15
Taylor, Robert
15
Vorst, Ton
15
Diebold, Francis X.
14
Hendry, David F.
14
Lütkepohl, Helmut
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Banerjee, Anindya
12
Chib, Siddhartha
12
Praag, Bernard M. S. van
12
Aït-Sahalia, Yacine
11
Dufour, Jean-Marie
11
Hsiao, Cheng
11
Kan, A. H. G. Rinnooy
11
Koopman, Siem Jan
11
Leybourne, Stephen James
11
MacKinnon, James G.
11
Pagan, Adrian R.
11
Renault, Eric
11
Robinson, Peter M.
11
Teräsvirta, Timo
11
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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
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
International journal of forecasting
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
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6
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6
Série des documents de travail / Centre de Recherche en Économie et Statistique
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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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71
Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
Saved in:
72
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
73
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
Saved in:
74
Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard
;
Franses, Philip Hans
;
Hoek, Henk
-
1996
Persistent link: https://www.econbiz.de/10000939347
Saved in:
75
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans
;
Paap, Richard
-
1996
Persistent link: https://www.econbiz.de/10000940695
Saved in:
76
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
Saved in:
77
The log transformation and models for seasonality : a case study of their impact on forecasting
Ariño, Miguel A.
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000959595
Saved in:
78
The impact of seasonal constants on forecasting seasonally cointegrated time series
Kunst, Robert M.
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000964173
Saved in:
79
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
Saved in:
80
On forecasting exchange rates using neural networks
Franses, Philip Hans
;
Homelen, Paul van
-
1996
Persistent link: https://www.econbiz.de/10000966937
Saved in:
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