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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Franses, Philip Hans"
~person:"Ghysels, Eric"
~person:"Gonzalo, Jesús"
~person:"Hsiao, Cheng"
~subject:"ARMA-Modell"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
ARMA-Modell
Estimation theory
Statistische Verteilung
USA
Theorie
35
Theory
35
Ökonometrie
10
Econometrics
9
Time series analysis
9
Zeitreihenanalyse
9
Forecasting model
5
Prognoseverfahren
5
Saisonale Schwankungen
5
Seasonal variations
5
Statistical test
4
Statistischer Test
4
Estimation
3
Panel
3
Panel study
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Structural break
3
Strukturbruch
3
ARMA model
2
Macroeconometrics
2
Makroökonometrie
2
Method of moments
2
Momentenmethode
2
Nichtlineare Regression
2
Nonlinear regression
2
Statistical distribution
2
United States
2
Volatility
2
Volatilität
2
00.10.1992
1
11.05.1990
1
Arbeitslosigkeit
1
Bibliometrics
1
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Article
15
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1
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Article in journal
16
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16
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1
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1
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1
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1
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English
16
Author
All
Franses, Philip Hans
Ghysels, Eric
Gonzalo, Jesús
Hsiao, Cheng
Chib, Siddhartha
6
Diebold, Francis X.
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Steel, Mark F. J.
6
Kohn, Robert
5
Koop, Gary
5
Swanson, Norman R.
5
Baltagi, Badi H.
4
Chen, Songnian
4
Granger, C. W. J.
4
King, Maxwell L.
4
Linton, Oliver
4
Magnus, Jan R.
4
Park, Joon Y.
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Corradi, Valentina
3
Deo, Rohit S.
3
Dijk, Herman K. van
3
Donald, Stephen G.
3
Dufour, Jean-Marie
3
Galbraith, John W.
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
Guay, Alain
3
Haldrup, Niels
3
Harvey, Andrew C.
3
Hausman, Jerry A.
3
Horowitz, Joel
3
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Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric theory
4
Economics letters
4
Journal of applied econometrics
4
Macroeconomic dynamics
4
CORE discussion paper : DP
3
Discussion paper / Centre for Economic Policy Research
3
Econometric Society monographs
3
International economic review
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Econometric Institute research papers
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
The review of economic studies
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annales d'économie et de statistique
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Institute for Empirical Macroeconomics
1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
ERIM report series research in management
1
EUI working paper / ECO
1
Econometric Society monographs series
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economic dynamics & control
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of financial economics
1
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ECONIS (ZBW)
Showing
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16
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1
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
2
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
3
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
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
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
6
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi
;
Hsiao, Cheng
;
Zinn, Joel
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Saved in:
7
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:
8
Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 319-352
Persistent link: https://www.econbiz.de/10001703519
Saved in:
9
Studies in estimation and testing
Hsiao, Cheng
(
contributor
);
Perrigne, Isabelle
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001585151
Saved in:
10
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
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