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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"
~subject:"1960-1997"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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| 14 applied filters
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Schätztheorie
1960-1997
Bayes-Statistik
Estimation theory
Monte-Carlo-Simulation
USA
Theorie
61
Theory
61
Time series analysis
31
Zeitreihenanalyse
31
Saisonale Schwankungen
20
Seasonal variations
20
Forecasting model
10
Prognoseverfahren
10
United States
6
Statistical theory
5
Statistische Methodenlehre
5
Arbeitslosigkeit
4
Bayesian inference
4
Unemployment
4
ARCH model
3
ARCH-Modell
3
Business cycle
3
Econometrics
3
Estimation
3
Konjunktur
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Volatility
3
Volatilität
3
Ökonometrie
3
Economic convergence
2
Einheitswurzeltest
2
Netherlands
2
Niederlande
2
Productivity
2
Produktivität
2
Saisonkomponente
2
Seasonal component
2
Simulation
2
Statistical test
2
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1
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Book / Working Paper
22
Article
13
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Arbeitspapier
21
Working Paper
21
Graue Literatur
19
Non-commercial literature
19
Article in journal
14
Aufsatz in Zeitschrift
14
Collection of articles of several authors
2
Sammelwerk
2
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Language
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English
35
Author
All
Dijk, Herman K. van
Franses, Philip Hans
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
King, Maxwell L.
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
Magnus, Jan R.
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
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric reviews
3
Econometrics : open access journal
3
Oxford bulletin of economics and statistics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Working paper / Norges Bank
3
CAMP working paper series
2
CORE discussion paper : DP
2
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Macroeconomic dynamics
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Working papers
2
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 / Center for Economic Research, Tilburg University
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
Economics letters
1
GSBE research memoranda
1
IHS economics series : working paper
1
International journal of forecasting
1
Journal of macroeconomics
1
Nonparametric dynamic modelling
1
Reihe Ökonomie
1
Research memorandum / Faculty of Economics, Limburg University
1
Research memorandum / Faculty of Economics, Limburg University / Faculteit der Economische Wetenschappen, Rijksuniversiteit Limburg
1
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ECONIS (ZBW)
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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
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
10
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
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