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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"
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| 12 applied filters
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Subject
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Schätztheorie
1960-1997
Estimation theory
Monte-Carlo-Simulation
Saisonkomponente
Theorie
55
Theory
55
Time series analysis
29
Zeitreihenanalyse
29
Saisonale Schwankungen
19
Seasonal variations
19
Forecasting model
9
Prognoseverfahren
9
USA
5
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
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Book / Working Paper
18
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
18
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
26
Author
All
Franses, Philip Hans
Ng, Serena
Chib, Siddhartha
12
Koop, Gary
8
Gouriéroux, Christian
6
King, Maxwell L.
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Qi
6
Lucas, André
6
Pesaran, M. Hashem
6
Phillips, Peter C. B.
6
Baltagi, Badi H.
5
Dijk, Dick van
5
Dijk, Herman K. van
5
Kleibergen, Frank
5
MacKinnon, James G.
5
Paap, Richard
5
Baillie, Richard
4
Blundell, Richard W.
4
Chen, Songnian
4
Granger, C. W. J.
4
Greenberg, Edward S.
4
Haldrup, Niels
4
Hsiao, Cheng
4
Lee, Myoung-jae
4
McAleer, Michael
4
Newey, Whitney K.
4
Ooms, Marius
4
Schmidt, Peter
4
Swanson, Norman R.
4
Trivedi, Pravin K.
4
Ullah, Aman
4
Windmeijer, Frank
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Buchinsky, Moshe
3
Deschamps, Jean-Philippe
3
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Published in...
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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
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Discussion paper / Tinbergen Institute
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
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
Econometric theory
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
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Foundations and trends in econometrics
1
IHS economics series : working paper
1
Journal of economic dynamics & control
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
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:
2
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:
3
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:
4
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
5
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:
6
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495844
Saved in:
7
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
8
Seasonal adjustment and the business cycle in unemployment
Franses, Philip Hans
;
Bruin, P. T. de
-
1999
Persistent link: https://www.econbiz.de/10001495854
Saved in:
9
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
10
Does seasonality in unemployment change with its (nonlinear) business cycle?
Franses, Philip Hans
-
1998
Persistent link: https://www.econbiz.de/10000990786
Saved in:
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