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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:"Reihe Ökonomie"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Franses, Philip Hans"
~person:"King, Maxwell L."
~person:"Robinson, Peter M."
~subject:"1960-1997"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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Schätztheorie
1960-1997
Estimation theory
Estimation
Monte-Carlo-Simulation
USA
Theorie
64
Theory
64
Time series analysis
32
Zeitreihenanalyse
32
Saisonale Schwankungen
20
Seasonal variations
20
Forecasting model
8
Prognoseverfahren
8
Cointegration
5
Kointegration
5
Statistical theory
5
Statistische Methodenlehre
5
United States
5
Arbeitslosigkeit
4
Monte Carlo simulation
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Unemployment
4
Volatility
4
Volatilität
4
Saisonkomponente
3
Seasonal component
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Business cycle
2
Economic convergence
2
Konjunktur
2
Netherlands
2
Niederlande
2
Productivity
2
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Free
1
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1
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Article
21
Book / Working Paper
18
Type of publication (narrower categories)
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Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
39
Author
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Franses, Philip Hans
King, Maxwell L.
Robinson, Peter M.
Pesaran, M. Hashem
14
Koop, Gary
13
Chib, Siddhartha
12
Phillips, Peter C. B.
12
Lucas, André
9
Dijk, Dick van
8
Lee, Lung-fei
8
Diebold, Francis X.
7
Dijk, Herman K. van
7
Gouriéroux, Christian
7
Baltagi, Badi H.
6
Clark, Todd E.
6
Kleibergen, Frank
6
Kohn, Robert
6
Kunst, Robert M.
6
Li, Qi
6
McAleer, Michael
6
Paap, Richard
6
Steel, Mark F. J.
6
Deschamps, Jean-Philippe
5
Haldrup, Niels
5
Koopman, Siem Jan
5
MacKinnon, James G.
5
Marcellino, Massimiliano
5
Schmidt, Peter
5
Swanson, Norman R.
5
Andersen, Torben
4
Atkinson, Scott Estes
4
Aït-Sahalia, Yacine
4
Baillie, Richard
4
Blundell, Richard W.
4
Chen, Songnian
4
Ghysels, Eric
4
Goldsmith, Arthur H.
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Greenberg, Edward S.
4
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Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Reihe Ökonomie
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
12
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Discussion paper / Tinbergen Institute
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric Institute research papers
4
Econometrics papers
4
Economics letters
4
Report / Erasmus Center for Financial Research, Erasmus University
4
The review of economic studies
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Oxford bulletin of economics and statistics
3
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Econometric theory
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Macroeconomic dynamics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
Applied mathematical finance
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / School of Economics, The University of New South Wales
1
Discussion paper series / LSE Financial Markets Group
1
ERIM report series research in management
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
IHS economics series : working paper
1
International journal of forecasting
1
Journal of economic surveys
1
Journal of forecasting
1
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ECONIS (ZBW)
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1
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
2
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008661365
Saved in:
3
Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 6-17
Persistent link: https://www.econbiz.de/10008661876
Saved in:
4
Diagnostic testing for cointegration
Robinson, Peter M.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 206-225
Persistent link: https://www.econbiz.de/10003722599
Saved in:
5
Measuring changes in consumer confidence
Oest, Rutger van
;
Franses, Philip Hans
- In:
Journal of economic psychology : research in economic …
29
(
2008
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003755137
Saved in:
6
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
7
A new approximate point optimal test of a composite null hypothesis
Sriananthakumar, Sivagowry
;
King, Maxwell L.
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10003228627
Saved in:
8
Higher-order kernel semiparametric M-estimation of long memory
Robinson, Peter M.
;
Henry, Marc
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
Saved in:
9
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
10
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
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