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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:"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"
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Schätztheorie
1960-1997
ARCH model
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Steuervermeidung
Theorie
Time series analysis
USA
Theory
46
Zeitreihenanalyse
9
Forecasting model
8
Prognoseverfahren
8
Steuermoral
7
Tax compliance
7
Bayes-Statistik
6
Bayesian inference
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46
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Dijk, Herman K. van
Kirchler, Erich
Koopman, Siem Jan
Timmermann, Allan
Franses, Philip Hans
45
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
Lütkepohl, Helmut
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
149
Discussion paper / Centre for Economic Policy Research
20
International journal of forecasting
18
Econometric Institute research papers
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Discussion paper / Department of Economics, University of California San Diego
10
Discussion paper series / LSE Financial Markets Group
8
CESifo working papers
6
Cambridge working papers in economics
6
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6
Discussion paper in financial economics : FE
6
Econometric reviews
6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Discussion paper / Center for Economic Research, Tilburg University
5
Journal of economic dynamics & control
5
Journal of forecasting
5
CREATES research paper
4
Economics letters
4
Handbooks in economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Tinbergen Institute Discussion Paper
4
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4
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3
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3
Discussion paper / Economics series / Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometrics : open access journal
3
Papers on strategic interaction
3
The econometrics journal
3
The economic journal : the journal of the Royal Economic Society
3
The review of economic studies
3
Working papers / Brandeis University, Department of Economics and International Business School
3
Advances in econometrics : a research annual
2
CAMP working paper series
2
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ECONIS (ZBW)
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11
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:
12
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:
13
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:
14
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:
15
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
16
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:
17
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:
18
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:
19
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
20
Enforced versus voluntary tax compliance : the "slippery slope" framework
Kirchler, Erich
;
Hoelzl, Erik
;
Wahl, Ingrid
- In:
Journal of economic psychology : research in economic …
29
(
2008
)
2
,
pp. 210-225
Persistent link: https://www.econbiz.de/10003720890
Saved in:
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