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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Kirchler, Erich"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistische Verteilung"
~subject:"Steuervermeidung"
~subject:"Theorie"
~subject:"USA"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Statistische Verteilung
Steuervermeidung
Theorie
USA
Theory
69
Time series analysis
35
Zeitreihenanalyse
35
Saisonale Schwankungen
21
Seasonal variations
21
Forecasting model
14
Prognoseverfahren
14
Volatility
6
Volatilität
6
Estimation
5
Schätzung
5
Statistical theory
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Statistische Methodenlehre
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United States
5
ARCH model
4
Arbeitslosigkeit
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Bayes-Statistik
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Unemployment
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Econometrics
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3
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3
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3
Statistischer Test
3
Welt
3
World
3
Ökonometrie
3
Aktienindex
2
Börsenkurs
2
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2
Einheitswurzeltest
2
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Book / Working Paper
52
Article
17
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Arbeitspapier
47
Working Paper
47
Graue Literatur
42
Non-commercial literature
42
Article in journal
19
Aufsatz in Zeitschrift
19
Collection of articles of several authors
5
Sammelwerk
5
Conference proceedings
2
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2
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1
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English
69
Author
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Dijk, Herman K. van
Franses, Philip Hans
Kirchler, Erich
Phillips, Peter C. B.
41
Pesaran, M. Hashem
23
Koop, Gary
22
Lucas, André
18
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
Vorst, Ton
15
Diebold, Francis X.
14
Dijk, Dick van
14
Paap, Richard
14
Schmidt, Peter
14
Granger, C. W. J.
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Aït-Sahalia, Yacine
11
Bollerslev, Tim
11
Hsiao, Cheng
11
Kan, A. H. G. Rinnooy
11
Koopman, Siem Jan
11
Praag, Bernard M. S. van
11
Renault, Eric
11
Timmermann, Allan
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
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Journal of applied econometrics
Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
Report / Erasmus Center for Financial Research, Erasmus University
Discussion paper / Tinbergen Institute
85
Econometric Institute research papers
56
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
Discussion paper / Tinbergen Institute / Tinbergen Institute
15
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
12
Econometric reviews
12
Economics letters
11
International journal of forecasting
11
Journal of economic psychology : research in economic psychology and behavioral economics
10
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Rotterdam Institute for Business Economic Studies
4
Working paper / Norges Bank
4
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
IHS economics series : working paper
3
Journal of economic surveys
3
Macroeconomic dynamics
3
Papers on strategic interaction
3
Reihe Ökonomie
3
Advanced texts in econometrics
2
Applied economics
2
Applied economics letters
2
CAMP working paper series
2
CORE discussion paper : DP
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Discussion paper / Department of Economics, University of California San Diego
2
Econometric theory
2
FinanzArchiv : public finance analysis
2
GSBE research memoranda
2
Jahrbuch der Absatz- und Verbrauchsforschung
2
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ECONIS (ZBW)
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69
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1
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:
2
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
3
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:
4
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:
5
Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard
;
Dijk, Herman K. van
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
Saved in:
6
Convergence of productivity : a comment
Wang, Zijun
- In:
Journal of applied econometrics
21
(
2006
)
7
,
pp. 1101-1102
Persistent link: https://www.econbiz.de/10003397486
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
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