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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:"Dijk, Herman K. van"
~person:"Dufour, Jean-Marie"
~person:"Franses, Philip Hans"
~person:"Ghysels, Eric"
~person:"Kirchler, Erich"
~person:"Pesaran, M. Hashem"
~person:"Robinson, Peter M."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Statistische Verteilung
Theorie
USA
Theory
82
Time series analysis
20
Zeitreihenanalyse
20
Estimation
13
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ARCH model
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Factor analysis
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Faktorenanalyse
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Großbritannien
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82
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Dijk, Herman K. van
Dufour, Jean-Marie
Franses, Philip Hans
Ghysels, Eric
Kirchler, Erich
Pesaran, M. Hashem
Robinson, Peter M.
Phillips, Peter C. B.
39
Koop, Gary
22
Lee, Lung-fei
17
Linton, Oliver
17
Swanson, Norman R.
16
Gouriéroux, Christian
14
Yu, Jun
14
Diebold, Francis X.
13
Lucas, André
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Granger, C. W. J.
12
McAleer, Michael
12
Aït-Sahalia, Yacine
11
Koopman, Siem Jan
11
Bai, Jushan
10
Bollerslev, Tim
10
Corradi, Valentina
10
Kapetanios, George
10
Lütkepohl, Helmut
10
Ng, Serena
10
Renault, Eric
10
Smith, Richard J.
10
Timmermann, Allan
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Clark, Todd E.
9
Khalaf, Lynda
9
Kohn, Robert
9
Lewbel, Arthur
9
Li, Qi
9
MacKinnon, James G.
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
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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
Econometric reviews
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Economics letters
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Econometric theory
16
International journal of forecasting
14
Oxford bulletin of economics and statistics
11
Journal of forecasting
10
The economic journal : the journal of the Royal Economic Society
9
Journal of economic dynamics & control
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of economic surveys
6
The review of economics and statistics
6
International economic review
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
L' Actualité économique : revue trimest.
5
Econometrics : open access journal
4
Macroeconomic dynamics
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The review of economic studies
4
Annales d'économie et de statistique
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Economic modelling
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Handbook of economic forecasting ; 1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
Applied economics
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Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometric analysis of financial and economic time series ; part a
2
Handbook of economic forecasting ; Vol. 1
2
Información comercial española / Cuadernos económicos
2
Jahrbuch der Absatz- und Verbrauchsforschung
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of international money and finance
2
Keynes' economics : methodological issues
2
L' économétrie appliquée
2
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ECONIS (ZBW)
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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
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
3
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:
4
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
5
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
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
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
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
Cross-sectional dependence in panel data models : a special issue
Bai, Jushan
;
Baltagi, Badi H.
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011642077
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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