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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"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Kirchler, Erich"
~person:"Phillips, Peter C. B."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Statistische Verteilung
Theorie
USA
Zeitreihenanalyse
Theory
76
Time series analysis
26
Einheitswurzeltest
9
Unit root test
9
Stochastic process
8
Stochastischer Prozess
8
United States
8
Estimation
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Schätzung
7
Steuermoral
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Tax compliance
7
Autocorrelation
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Panel study
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Regressionsanalyse
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Statistical test
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Nichtparametrisches Verfahren
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4
Nonlinear regression
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Saisonale Schwankungen
4
Seasonal variations
4
Steuervermeidung
4
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4
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3
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76
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76
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Dijk, Herman K. van
Franses, Philip Hans
Kirchler, Erich
Phillips, Peter C. B.
Pesaran, M. Hashem
25
Koop, Gary
22
Lee, Lung-fei
17
Linton, Oliver
17
Granger, C. W. J.
16
Swanson, Norman R.
16
Ghysels, Eric
15
Yu, Jun
15
Gouriéroux, Christian
14
Schmidt, Peter
14
Taylor, Robert
14
Diebold, Francis X.
13
Lucas, André
13
Lütkepohl, Helmut
13
McAleer, Michael
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Hendry, David F.
12
Aït-Sahalia, Yacine
11
Dufour, Jean-Marie
11
Koopman, Siem Jan
11
Leybourne, Stephen James
11
MacKinnon, James G.
11
Robinson, Peter M.
11
Tsionas, Efthymios G.
11
Bai, Jushan
10
Banerjee, Anindya
10
Bollerslev, Tim
10
Clark, Todd E.
10
Corradi, Valentina
10
Kapetanios, George
10
Khalaf, Lynda
10
Marcellino, Massimiliano
10
Ng, Serena
10
Pagan, Adrian R.
10
Renault, Eric
10
Smith, Richard J.
10
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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
Econometric theory
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Econometric reviews
20
Economics letters
13
International journal of forecasting
11
Journal of forecasting
8
The econometrics journal
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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5
Journal of economic surveys
4
The review of economic studies
3
Applied economics
2
Applied economics letters
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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International economic review
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Jahrbuch der Absatz- und Verbrauchsforschung
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Journal of empirical finance
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Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Macroeconomic dynamics
2
New Zealand economic papers
2
Practical issues in cointegration analysis
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Technological forecasting & social change : an international journal
2
Testing integration and cointegration
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
The review of financial studies
2
A companion to economic forecasting
1
Annals of financial economics
1
Applied financial economics
1
Applied mathematical finance
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
Computer-aided econometrics
1
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ECONIS (ZBW)
Showing
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1
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:
2
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:
3
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
4
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
5
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
6
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:
7
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
8
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:
9
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
10
Economic transition and growth : a replication
Schnurbus, Joachim
;
Haupt, Harry
;
Meier, Verena
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1039-1042
Persistent link: https://www.econbiz.de/10011862973
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