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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:"Franses, Philip Hans"
~person:"Ng, Serena"
~subject:"1960-1997"
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~subject:"Saisonkomponente"
~subject:"USA"
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| 13 applied filters
Year of publication
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Subject
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Schätztheorie
1960-1997
Estimation theory
Monte-Carlo-Simulation
Saisonkomponente
USA
Theorie
55
Theory
55
Time series analysis
29
Zeitreihenanalyse
29
Saisonale Schwankungen
19
Seasonal variations
19
Forecasting model
9
Prognoseverfahren
9
United States
5
ARCH model
4
ARCH-Modell
4
Arbeitslosigkeit
4
Unemployment
4
Factor analysis
3
Faktorenanalyse
3
Statistical test
3
Statistischer Test
3
Volatility
3
Volatilität
3
Business cycle
2
Economic convergence
2
Estimation
2
Konjunktur
2
Netherlands
2
Niederlande
2
Productivity
2
Produktivität
2
Rational expectations
2
Rationale Erwartung
2
Schätzung
2
Seasonal component
2
Statistical theory
2
Statistische Methodenlehre
2
Wirtschaftliche Konvergenz
2
1900-1989
1
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Type of publication
All
Book / Working Paper
18
Article
13
Type of publication (narrower categories)
All
Arbeitspapier
18
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
31
Author
All
Franses, Philip Hans
Ng, Serena
Chib, Siddhartha
12
Koop, Gary
11
Pesaran, M. Hashem
10
Phillips, Peter C. B.
8
Dijk, Dick van
7
Lee, Lung-fei
7
Lucas, André
7
Paap, Richard
7
Diebold, Francis X.
6
Dijk, Herman K. van
6
Gouriéroux, Christian
6
King, Maxwell L.
6
Kohn, Robert
6
Li, Qi
6
Baltagi, Badi H.
5
Kleibergen, Frank
5
MacKinnon, James G.
5
Schmidt, Peter
5
Steel, Mark F. J.
5
Atkinson, Scott Estes
4
Baillie, Richard
4
Blundell, Richard W.
4
Chen, Songnian
4
Deschamps, Jean-Philippe
4
Goldsmith, Arthur H.
4
Granger, C. W. J.
4
Greenberg, Edward S.
4
Haan, Laurens de
4
Haldrup, Niels
4
Hsiao, Cheng
4
Koopman, Siem Jan
4
Lee, Myoung-jae
4
Magnus, Jan R.
4
McAleer, Michael
4
Newey, Whitney K.
4
Ooms, Marius
4
Praag, Bernard M. S. van
4
Swanson, Norman R.
4
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Published in...
All
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Discussion paper / Tinbergen Institute
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Cahier / Département de Sciences Économiques, Université de Montréal
4
Econometric Institute research papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
The review of economics and statistics
3
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Discussion paper / Center for Economic Research, Tilburg University
1
ERIM report series research in management
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Foundations and trends in econometrics
1
IHS economics series : working paper
1
Journal of economic dynamics & control
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Nonparametric dynamic modelling
1
Reihe Ökonomie
1
Revista de economía del Rosario
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
TRACE discussion papers / Tinbergen Institute
1
Testing integration and cointegration
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
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1
Measuring changes in consumer confidence
Oest, Rutger van
;
Franses, Philip Hans
- In:
Journal of economic psychology : research in economic …
29
(
2008
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003755137
Saved in:
2
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
3
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
4
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
5
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
6
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
7
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
Saved in:
8
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
9
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
10
A multivariate STAR analysis of the relationship between money and output
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001526112
Saved in:
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