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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"
~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
95
Time series analysis
39
Zeitreihenanalyse
39
Saisonale Schwankungen
22
Seasonal variations
22
Forecasting model
18
Prognoseverfahren
18
Volatility
13
Volatilität
13
Estimation
7
Steuermoral
7
Tax compliance
7
United States
7
ARCH model
6
Bayes-Statistik
5
Bayesian inference
5
Statistical theory
5
Statistische Methodenlehre
5
Welt
5
World
5
Arbeitslosigkeit
4
Capital income
4
Exchange rate
4
Kapitaleinkommen
4
Statistical distribution
4
Statistische Verteilung
4
Tax avoidance
4
Unemployment
4
Wechselkurs
4
Aktienindex
3
Business cycle
3
Börsenkurs
3
Econometrics
3
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Undetermined
7
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Book / Working Paper
53
Article
42
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Arbeitspapier
47
Working Paper
47
Article in journal
45
Aufsatz in Zeitschrift
45
Graue Literatur
42
Non-commercial literature
42
Collection of articles of several authors
6
Sammelwerk
6
Conference proceedings
2
Konferenzschrift
2
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2
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2
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English
95
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Bollerslev, Tim
Dijk, Herman K. van
Franses, Philip Hans
Kirchler, Erich
Phillips, Peter C. B.
46
Pesaran, M. Hashem
27
Koop, Gary
22
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
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
85
Econometric Institute research papers
56
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
Discussion paper / Tinbergen Institute / Tinbergen Institute
15
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Econometric reviews
13
ERIM report series research in management
12
Economics letters
11
International journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
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
ERID working paper
5
Research memorandum series / Tinbergen Instituut
5
The review of economics and statistics
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
CFS 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
IHS economics series : working paper
3
Journal of economic surveys
3
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ECONIS (ZBW)
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31
Tax compliance within the context of gain and loss situations, expected and current asset position, and profession
Kirchler, Erich
;
Maciejovsky, Boris
- In:
Journal of economic psychology : research in economic …
22
(
2001
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10001581699
Saved in:
32
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
33
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
34
Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary
;
Dijk, Herman K. van
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001496590
Saved in:
35
Asympototically perfect and relative convergence of productivity
Hobijn, Bart
;
Franses, Philip Hans
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001465104
Saved in:
36
Forecasting with periodic autoregressive time series models
Franses, Philip Hans
;
Paap, Richard
-
1999
Persistent link: https://www.econbiz.de/10001495838
Saved in:
37
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495844
Saved in:
38
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
39
Seasonal adjustment and the business cycle in unemployment
Franses, Philip Hans
;
Bruin, P. T. de
-
1999
Persistent link: https://www.econbiz.de/10001495854
Saved in:
40
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
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