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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:"Technological forecasting & social change : an international journal"
~person:"Bai, Jushan"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
USA
Theory
30
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
6
Prognoseverfahren
6
United States
5
Factor analysis
4
Faktorenanalyse
4
Saisonale Schwankungen
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Seasonal variations
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2
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2
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2
Unemployment
2
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2
14.12.1990
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Bai, Jushan
Dijk, Herman K. van
Franses, Philip Hans
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
21
Lee, Lung-fei
18
Linton, Oliver
17
Swanson, Norman R.
16
Ghysels, Eric
15
Gouriéroux, Christian
14
Yu, Jun
14
Diebold, Francis X.
13
Lucas, André
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Granger, C. W. J.
12
McAleer, Michael
12
Aït-Sahalia, Yacine
11
Koopman, Siem Jan
11
Bollerslev, Tim
10
Corradi, Valentina
10
Dufour, Jean-Marie
10
Kapetanios, George
10
Lütkepohl, Helmut
10
Ng, Serena
10
Renault, Eric
10
Robinson, Peter M.
10
Smith, Richard J.
10
Timmermann, Allan
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Clark, Todd E.
9
Khalaf, Lynda
9
Kirchler, Erich
9
Kohn, Robert
9
Lewbel, Arthur
9
Li, Qi
9
MacKinnon, James G.
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
Technological forecasting & social change : an international journal
Econometric reviews
13
Economics letters
11
International journal of forecasting
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric theory
5
Oxford bulletin of economics and statistics
5
The review of economics and statistics
5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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3
Annals of economics and finance
2
Applied economics
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Applied economics letters
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
2
A companion to economic forecasting
1
Annals of financial economics
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Annual review of economics
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Applied mathematical finance
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Central European journal of economic modelling and econometrics
1
Computational economics
1
Computer-aided econometrics
1
Econometric analysis of financial and economic time series ; part a
1
Economic modelling
1
Economica
1
Finance research letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
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ECONIS (ZBW)
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
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
Estimation and inference of change points in high-dimensional factor models
Bai, Jushan
;
Han, Xu
;
Shi, Yutang
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
Saved in:
4
Cross-sectional dependence in panel data models : a special issue
Bai, Jushan
;
Baltagi, Badi H.
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011642077
Saved in:
5
R&D, innovation and knowledge spillovers : a reapraisal of Botazzi and Peri (2007) in the presence of cross-sectional dependence
Bottasso, Anna
;
Castagnetti, Carolina
;
Conti, Maurizio
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 350-352
Persistent link: https://www.econbiz.de/10011332977
Saved in:
6
Identification theory for high dimensional static and dynamic factor models
Bai, Jushan
;
Wang, Peng
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 794-804
Persistent link: https://www.econbiz.de/10010257659
Saved in:
7
Principal components estimation and identification of static factors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 18-29
Persistent link: https://www.econbiz.de/10009764410
Saved in:
8
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:
9
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:
10
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:
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