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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:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"King, Maxwell L."
~person:"Magnus, Jan R."
~subject:"1960-1997"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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| 16 applied filters
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Schätztheorie
1960-1997
Bayes-Statistik
Estimation theory
Monte-Carlo-Simulation
USA
Theorie
77
Theory
77
Time series analysis
33
Zeitreihenanalyse
33
Saisonale Schwankungen
20
Seasonal variations
20
Forecasting model
11
Prognoseverfahren
11
Statistical theory
11
Statistische Methodenlehre
11
United States
7
Econometrics
6
Ökonometrie
6
Arbeitslosigkeit
4
Bayesian inference
4
Estimation
4
Schätzung
4
Statistical distribution
4
Statistical test
4
Statistische Verteilung
4
Statistischer Test
4
Unemployment
4
ARCH model
3
ARCH-Modell
3
Business cycle
3
Konjunktur
3
Monte Carlo simulation
3
Netherlands
3
Niederlande
3
Volatility
3
Volatilität
3
Economic convergence
2
Economic model
2
Einheitswurzeltest
2
Probability theory
2
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2
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Article
23
Book / Working Paper
22
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Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
21
Working Paper
21
Graue Literatur
19
Non-commercial literature
19
Collection of articles of several authors
4
Sammelwerk
4
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Language
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English
45
Author
All
Dijk, Herman K. van
Franses, Philip Hans
King, Maxwell L.
Magnus, Jan R.
Koop, Gary
18
Chib, Siddhartha
12
Pesaran, M. Hashem
10
Paap, Richard
8
Phillips, Peter C. B.
8
Steel, Mark F. J.
8
Diebold, Francis X.
7
Dijk, Dick van
7
Kohn, Robert
7
Lee, Lung-fei
7
Lucas, André
7
Baltagi, Badi H.
6
Gouriéroux, Christian
6
Kleibergen, Frank
6
Li, Qi
6
MacKinnon, James G.
5
Schmidt, Peter
5
Swanson, Norman R.
5
Atkinson, Scott Estes
4
Baillie, Richard
4
Blundell, Richard W.
4
Casarin, Roberto
4
Chen, Songnian
4
Deschamps, Jean-Philippe
4
Donald, Stephen G.
4
Gallant, A. Ronald
4
Geweke, John
4
Goldsmith, Arthur H.
4
Granger, C. W. J.
4
Greenberg, Edward S.
4
Haan, Laurens de
4
Hsiao, Cheng
4
Jensen, Mark J.
4
Koopman, Siem Jan
4
Lahiri, Kajal
4
Lee, Myoung-jae
4
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Published in...
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Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
49
Econometric Institute research papers
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion paper / Center for Economic Research, Tilburg University
7
Econometric reviews
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Economics letters
4
Econometric theory
3
Econometrics : open access journal
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
Working paper / Norges Bank
3
CAMP working paper series
2
CORE discussion paper : DP
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Macroeconomic dynamics
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
The econometrics journal
2
The review of economics and statistics
2
Working papers
2
Annales d'économie et de statistique
1
Annals of financial economics
1
CORE discussion papers : DP
1
CREATES research paper
1
Central European journal of economic modelling and econometrics
1
Discussion paper / School of Economics, The University of New South Wales
1
Discussion papers / University of Leicester, Department of Economics
1
ERIM report series research in management
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
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ECONIS (ZBW)
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45
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1
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:
2
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:
3
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
4
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
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
Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard
;
Dijk, Herman K. van
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
Saved in:
8
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:
9
On the harm that ignoring pretesting can cause
Danilov, Dmitry L.
;
Magnus, Jan R.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
Saved in:
10
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:
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