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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
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Schätzung
Steuervermeidung
Theorie
USA
Theory
108
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43
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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
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
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>
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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
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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
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NBER Working Paper
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The review of economics and statistics
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CFS working paper series
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ERID working paper
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Research memorandum series / Tinbergen Instituut
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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
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
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
IHS economics series : working paper
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ECONIS (ZBW)
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1
Heterogeneity and dynamics in network models
D'Innocenzo, Enzo
;
Lucas, André
;
Opschoor, Anne
; …
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 150-173
Persistent link: https://www.econbiz.de/10014474448
Saved in:
2
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:
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
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:
5
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:
6
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:
7
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
8
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:
9
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
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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