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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:"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"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
1960-1997
ARCH model
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Steuervermeidung
Theorie
Time series analysis
USA
Theory
50
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10
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Dijk, Herman K. van
Franses, Philip Hans
Kirchler, Erich
Koopman, Siem Jan
Timmermann, Allan
Phillips, Peter C. B.
41
Koop, Gary
22
Pesaran, M. Hashem
21
Lee, Lung-fei
18
Linton, Oliver
16
Swanson, Norman R.
16
Yu, Jun
16
Ghysels, Eric
15
Gouriéroux, Christian
15
Diebold, Francis X.
14
McAleer, Michael
14
Lucas, André
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Granger, C. W. J.
12
Aït-Sahalia, Yacine
11
Bollerslev, Tim
11
Hsiao, Cheng
11
Renault, Eric
11
Xiao, Zhijie
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Bai, Jushan
10
Corradi, Valentina
10
Dufour, Jean-Marie
10
Kapetanios, George
10
Li, Qi
10
Ng, Serena
10
Robinson, Peter M.
10
Smith, Richard J.
10
Tsionas, Efthymios G.
10
Barnett, William A.
9
Clark, Todd E.
9
Hong, Yongmiao
9
Khalaf, Lynda
9
Kohn, Robert
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
International journal of forecasting
28
Economics letters
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
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5
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FinanzArchiv : European journal of public finance
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Jahrbuch der Absatz- und Verbrauchsforschung
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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Annual review of financial economics
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Central European journal of economic modelling and econometrics
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1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Die Betriebswirtschaft : DBW
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic analysis and policy
1
Economic and political studies : EPS
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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
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:
3
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:
4
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
5
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:
6
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
7
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
8
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
Saved in:
9
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
10
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
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