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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:"Lucas, André"
~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
108
Time series analysis
43
Zeitreihenanalyse
43
Saisonale Schwankungen
22
Seasonal variations
22
Forecasting model
19
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Arbeitslosigkeit
4
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4
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4
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54
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43
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43
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6
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2
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English
108
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Bollerslev, Tim
Dijk, Herman K. van
Franses, Philip Hans
Kirchler, Erich
Lucas, André
Phillips, Peter C. B.
46
Pesaran, M. Hashem
27
Koop, Gary
22
Lee, Lung-fei
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
11
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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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
150
Econometric Institute research papers
56
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
Discussion paper / Tinbergen Institute / Tinbergen Institute
17
Econometric reviews
15
International journal of forecasting
15
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
12
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of forecasting
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
7
CREATES research paper
6
NBER Working Paper
6
The review of economics and statistics
6
CFS working paper series
5
ERID working paper
5
Research memorandum series / Tinbergen Instituut
5
Working paper series / European Central Bank
5
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
Rotterdam Institute for Business Economic Studies
4
The journal of finance : the journal of the American Finance Association
4
Working paper
4
Working paper / Norges Bank
4
Working papers / Financial Institutions Center
4
Advanced texts in econometrics
3
CAMP working paper series
3
Discussion paper / Economics series / Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometric theory
3
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ECONIS (ZBW)
Showing
71
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71
Modelling multiple regimes in the business cycle
Dijk, Dick van
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000988128
Saved in:
72
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:
73
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:
74
Social exchange in the labor market : reciprocity and trust versus egoistic money maximization
Kirchler, Erich
- In:
Journal of economic psychology : research in economic …
17
(
1996
)
3
,
pp. 313-341
Persistent link: https://www.econbiz.de/10001204991
Saved in:
75
Bayes, Bernoullis, and Basel
Bauwens, Luc
(
contributor
);
Polasek, Wolfgang
(
contributor
); …
- In:
Journal of econometrics
75
(
1996
)
1
Persistent link: https://www.econbiz.de/10001205699
Saved in:
76
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:
77
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans
;
Paap, Richard
-
1996
Persistent link: https://www.econbiz.de/10000940695
Saved in:
78
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:
79
Increasing seasonal variation : unit roots versus shifts in mean and trend
Franses, Philip Hans
;
Hobijn, Bart
-
1996
Persistent link: https://www.econbiz.de/10000948838
Saved in:
80
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:
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