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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:"Kirchler, Erich"
~person:"Koop, Gary"
~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
116
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Bollerslev, Tim
Dijk, Herman K. van
Franses, Philip Hans
Kirchler, Erich
Koop, Gary
Phillips, Peter C. B.
46
Pesaran, M. Hashem
27
Lee, Lung-fei
18
Lucas, André
18
Granger, C. W. J.
17
Linton, Oliver
17
McAleer, Michael
17
Swanson, Norman R.
17
Yu, Jun
17
Dijk, Dick van
16
Ghysels, Eric
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
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(EC)2 Conference <1, 1990; 2, 1991>
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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
86
Econometric Institute research papers
56
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
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International journal of forecasting
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
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ERIM report series research in management
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Economics letters
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CAMA working paper series
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CORE discussion paper : DP
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Discussion papers / Adam Smith Business School, University of Glasgow
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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
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International economic review
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ECONIS (ZBW)
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116
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1
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
2
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
3
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
4
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:
5
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:
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
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
8
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:
9
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:
10
Work performance and tax compliance in flat and progressive tax systems
Pántya, József
;
Jakabosné Kovács, Judit
;
Kogler, …
- In:
Journal of economic psychology : research in economic …
56
(
2016
),
pp. 262-273
Persistent link: https://www.econbiz.de/10011704518
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