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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:"Kirchler, Erich"
~person:"Koopman, Siem Jan"
~person:"Lütkepohl, Helmut"
~person:"Timmermann, Allan"
~subject:"1960-1997"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Steuervermeidung"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
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Schätztheorie
1960-1997
ARCH model
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Steuervermeidung
Theorie
Time series analysis
USA
Theory
101
Zeitreihenanalyse
39
Saisonale Schwankungen
20
Seasonal variations
20
Forecasting model
16
Prognoseverfahren
16
Estimation
8
Schätzung
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United States
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Bayes-Statistik
7
Bayesian inference
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Markov-Kette
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Statistical theory
5
Statistische Methodenlehre
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VAR-Modell
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English
101
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Dijk, Herman K. van
Franses, Philip Hans
Kirchler, Erich
Koopman, Siem Jan
Lütkepohl, Helmut
Timmermann, Allan
Phillips, Peter C. B.
41
Pesaran, M. Hashem
23
Koop, Gary
22
Lee, Lung-fei
17
Linton, Oliver
17
Swanson, Norman R.
17
Ghysels, Eric
16
McAleer, Michael
16
Yu, Jun
16
Gouriéroux, Christian
15
Haan, Laurens de
15
Lucas, André
15
Diebold, Francis X.
14
Schmidt, Peter
14
Granger, C. W. J.
13
Paap, Richard
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Praag, Bernard M. S. van
12
Aït-Sahalia, Yacine
11
Bollerslev, Tim
11
Dijk, Dick van
11
Hsiao, Cheng
11
Kan, A. H. G. Rinnooy
11
Renault, Eric
11
Xiao, Zhijie
11
Bai, Jushan
10
Corradi, Valentina
10
Dekker, Rommert
10
Dufour, Jean-Marie
10
Haan, L. de
10
Kapetanios, George
10
Li, Qi
10
Ng, Serena
10
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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
Discussion paper / Tinbergen Institute
171
Econometric Institute research papers
56
International journal of forecasting
29
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
Discussion paper / Centre for Economic Policy Research
21
Economics letters
21
Discussion papers of interdisciplinary research project 373
20
EUI working paper / ECO
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Econometric reviews
17
Discussion paper / Tinbergen Institute / Tinbergen Institute
15
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Discussion paper / Department of Economics, University of California San Diego
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
ERIM report series research in management
12
Econometric theory
12
Journal of forecasting
12
CESifo working papers
11
Report / Erasmus Center for Financial Research, Erasmus University
9
Discussion paper series / LSE Financial Markets Group
8
Journal of economic dynamics & control
8
Oxford bulletin of economics and statistics
8
The econometrics journal
7
Cambridge working papers in economics
6
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion paper in financial economics : FE
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Econometrics : open access journal
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Research memorandum series / Tinbergen Instituut
5
The review of economics and statistics
5
Tinbergen Institute Discussion Paper
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
4
CREATES research paper
4
DIW Berlin Discussion Paper
4
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ECONIS (ZBW)
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11
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101
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11
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
12
The slippery slope framework on tax compliance : an attempt to formalization
Prinz, Aloys
;
Muehlbacher, Stephan
;
Kirchler, Erich
- In:
Journal of economic psychology : research in economic …
40
(
2014
),
pp. 20-34
Persistent link: https://www.econbiz.de/10010428235
Saved in:
13
Forecasting interest rates with shifting endpoints
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
Saved in:
14
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Saved in:
15
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
16
Complete subset regressions
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
Saved in:
17
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
18
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:
19
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Saved in:
20
Tax compliance inventory TAX-I : designing an inventory for surveys of tax compliance
Kirchler, Erich
;
Wahl, Ingrid
- In:
Journal of economic psychology : research in economic …
31
(
2010
)
3
,
pp. 331-346
Persistent link: https://www.econbiz.de/10008666189
Saved in:
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