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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:"Phillips, Peter C. B."
~subject:"1960-1997"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Prognoseverfahren"
~subject:"USA"
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| 14 applied filters
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Subject
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Schätztheorie
1960-1997
Estimation theory
Estimation
Monte-Carlo-Simulation
Prognoseverfahren
USA
Theorie
86
Theory
86
Time series analysis
42
Zeitreihenanalyse
42
Saisonale Schwankungen
19
Seasonal variations
19
Einheitswurzeltest
8
Forecasting model
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
Unit root test
8
United States
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Panel
6
Panel study
6
Regression analysis
6
Regressionsanalyse
6
Statistical test
6
Statistischer Test
6
Autocorrelation
5
Autokorrelation
5
Cointegration
5
Kointegration
5
Arbeitslosigkeit
4
Nichtlineare Regression
4
Nonlinear regression
4
Unemployment
4
Multivariate Analyse
3
Multivariate analysis
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
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Online availability
All
Undetermined
2
Type of publication
All
Article
22
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
21
Working Paper
21
Graue Literatur
20
Non-commercial literature
20
Collection of articles of several authors
1
Sammelwerk
1
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Language
All
English
44
Author
All
Franses, Philip Hans
Phillips, Peter C. B.
Koop, Gary
18
Pesaran, M. Hashem
15
Chib, Siddhartha
12
Diebold, Francis X.
11
Swanson, Norman R.
10
Clark, Todd E.
9
Dijk, Dick van
9
Dijk, Herman K. van
9
Lucas, André
9
Clements, Michael P.
8
Lee, Lung-fei
8
Marcellino, Massimiliano
8
Paap, Richard
8
Ghysels, Eric
7
Gouriéroux, Christian
7
Patton, Andrew J.
7
Timmermann, Allan
7
Baltagi, Badi H.
6
Bollerslev, Tim
6
Carriero, Andrea
6
Giacomini, Raffaella
6
Granger, C. W. J.
6
King, Maxwell L.
6
Kleibergen, Frank
6
Kohn, Robert
6
Koopman, Siem Jan
6
Li, Qi
6
Linton, Oliver
6
McAleer, Michael
6
Schorfheide, Frank
6
Steel, Mark F. J.
6
Deschamps, Jean-Philippe
5
Elliott, Graham
5
Geweke, John
5
Gonzalo, Jesús
5
Haldrup, Niels
5
Hendry, David F.
5
Hsiao, Cheng
5
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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
Econometric Institute research papers
25
Cowles Foundation discussion paper
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
11
Discussion paper / Tinbergen Institute
10
Econometric theory
8
International journal of forecasting
8
Journal of forecasting
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Oxford bulletin of economics and statistics
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Econometric reviews
4
Cowles Foundation Discussion Paper
3
ERIM report series research in management
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 economic studies
3
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Macroeconomic dynamics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Technological forecasting & social change : an international journal
2
Testing integration and cointegration
2
Working paper
2
A companion to economic forecasting
1
Advanced texts in econometrics
1
Annals of financial economics
1
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
CPB discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
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Source
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ECONIS (ZBW)
Showing
1
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44
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1
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
2
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
3
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
4
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:
5
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
6
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:
7
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
8
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:
9
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:
10
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:
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