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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:"Franses, Philip Hans"
~person:"Ghysels, Eric"
~person:"Khalaf, Lynda"
~person:"Kirchler, Erich"
~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
61
Time series analysis
13
Zeitreihenanalyse
13
Statistical test
10
Statistischer Test
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7
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English
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Dijk, Herman K. van
Franses, Philip Hans
Ghysels, Eric
Khalaf, Lynda
Kirchler, Erich
Robinson, Peter M.
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
21
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
Dufour, Jean-Marie
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
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Econometric reviews
15
Econometric theory
12
International journal of forecasting
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
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8
Oxford bulletin of economics and statistics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economic studies
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Annales d'économie et de statistique
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Applied economics
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Applied economics letters
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Handbook of economic forecasting ; 1
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Handbook of economic forecasting ; Vol. 1
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International economic review
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Jahrbuch der Absatz- und Verbrauchsforschung
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Journal of international financial markets, institutions & money
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L' Actualité économique : revue trimest.
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Technological forecasting & social change : an international journal
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The econometrics journal
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
2
A companion to economic forecasting
1
American journal of agricultural economics
1
Annals of financial economics
1
Applied financial economics
1
Applied mathematical finance
1
Central European journal of economic modelling and econometrics
1
Computational economics
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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
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
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
Factor-based identification-robust interference in IV regressions
Kapetanios, George
;
Khalaf, Lynda
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 821-842
Persistent link: https://www.econbiz.de/10011645237
Saved in:
10
Work performance and tax compliance in flat and progressive tax systems
Pántya, József
;
Jakabosné Kovács, Judit
;
Kogler, …
- In:
Journal of economic psychology : research in economic …
56
(
2016
),
pp. 262-273
Persistent link: https://www.econbiz.de/10011704518
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