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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"
~person:"Baltagi, Badi H."
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~subject:"1960-1997"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~subject:"Seasonal variations"
~subject:"USA"
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| 15 applied filters
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Schätztheorie
1960-1997
ARCH model
Estimation theory
Monte-Carlo-Simulation
Seasonal variations
USA
Theorie
73
Theory
73
Time series analysis
32
Zeitreihenanalyse
32
Saisonale Schwankungen
20
Forecasting model
10
Prognoseverfahren
10
United States
7
Panel
6
Panel study
6
Bayes-Statistik
5
Bayesian inference
5
Statistical theory
5
Statistische Methodenlehre
5
Arbeitslosigkeit
4
Estimation
4
Schätzung
4
Unemployment
4
ARCH-Modell
3
Business cycle
3
Econometrics
3
Einheitswurzeltest
3
Konjunktur
3
Statistical distribution
3
Statistical test
3
Statistische Verteilung
3
Statistischer Test
3
Unit root test
3
Volatility
3
Volatilität
3
Welt
3
World
3
Ökonometrie
3
Auslandsinvestition
2
Cointegration
2
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Type of publication
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Book / Working Paper
34
Article
17
Type of publication (narrower categories)
All
Arbeitspapier
32
Working Paper
32
Graue Literatur
28
Non-commercial literature
28
Article in journal
19
Aufsatz in Zeitschrift
19
Collection of articles of several authors
3
Sammelwerk
3
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Language
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English
51
Author
All
Baltagi, Badi H.
Dijk, Herman K. van
Franses, Philip Hans
Chib, Siddhartha
12
Koop, Gary
12
Pesaran, M. Hashem
10
Paap, Richard
9
Lee, Lung-fei
8
Phillips, Peter C. B.
8
Dijk, Dick van
7
Kohn, Robert
7
Lucas, André
7
Diebold, Francis X.
6
Ghysels, Eric
6
Gouriéroux, Christian
6
King, Maxwell L.
6
Li, Qi
6
McAleer, Michael
6
Ng, Serena
6
Baillie, Richard
5
Granger, C. W. J.
5
Khalaf, Lynda
5
Kleibergen, Frank
5
Laurent, Sébastien
5
MacKinnon, James G.
5
Ooms, Marius
5
Schmidt, Peter
5
Steel, Mark F. J.
5
Swanson, Norman R.
5
Atkinson, Scott Estes
4
Blundell, Richard W.
4
Chen, Songnian
4
Deschamps, Jean-Philippe
4
Dufour, Jean-Marie
4
Engle, Robert F.
4
Geweke, John
4
Goldsmith, Arthur H.
4
Greenberg, Edward S.
4
Haan, Laurens de
4
Harvey, Andrew C.
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
Discussion paper / Tinbergen Institute
37
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
24
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
Economics letters
9
Econometric Institute research papers
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Econometric reviews
6
Annales d'économie et de statistique
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Statistical papers
5
Econometric theory
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
International journal of forecasting
3
Journal of forecasting
3
Oxford bulletin of economics and statistics
3
CORE discussion paper : DP
2
ERIM report series research in management
2
IHS economics series : working paper
2
Journal of economic surveys
2
Macroeconomic dynamics
2
Reihe Ökonomie
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
The econometrics journal
2
Advanced texts in econometrics
1
Advances in econometrics
1
An Elgar reference collection
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
CESifo working papers
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 in economics
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
Economica
1
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ECONIS (ZBW)
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1
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
2
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
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
Estimating models of complex FDI : are there third-country effects?
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 260-281
Persistent link: https://www.econbiz.de/10003579964
Saved in:
7
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
8
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:
9
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:
10
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:
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