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source:"econis"
subject:"Schätztheorie"
~language:"eng"
~person:"Franses, Philip Hans"
~subject:"Regression analysis"
~subject:"Volatility"
~type_genre:"Working Paper"
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Schätztheorie
Regression analysis
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Theorie
145
Theory
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63
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63
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42
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Franses, Philip Hans
Härdle, Wolfgang
96
Dette, Holger
48
Diebold, Francis X.
42
McAleer, Michael
42
Pesaran, M. Hashem
42
Phillips, Peter C. B.
42
Chernozhukov, Victor
34
Koopman, Siem Jan
31
Bollerslev, Tim
30
Marcellino, Massimiliano
30
Swanson, Norman R.
29
Andersen, Torben
25
Imbens, Guido
24
Linton, Oliver
24
Gouriéroux, Christian
23
Lucas, André
23
Maravall Herrero, Agustín
22
Lux, Thomas
21
Scaillet, Olivier
21
Chiarella, Carl
20
Heckman, James J.
20
Kohn, Robert
20
Angrist, Joshua D.
18
Feng, Yuanhua
18
Johansen, Søren
18
Kleibergen, Frank
18
Lütkepohl, Helmut
18
Robert, Christian P.
18
Spokojnyj, Vladimir G.
18
Teräsvirta, Timo
18
Bauwens, Luc
17
Clark, Todd E.
17
Fernández-Val, Iván
17
Stahlecker, Peter
17
Dijk, Dick van
16
Fernández-Villaverde, Jesús
16
Koop, Gary
16
Čížek, Pavel
16
Engle, Robert F.
15
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Report / Econometric Institute, Erasmus University Rotterdam
15
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8
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7
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5
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4
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4
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3
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2
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1
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ECONIS (ZBW)
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1
Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
2
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012113890
Saved in:
3
Testing changing harmonic regressors
Franses, Philip Hans
-
2009
Persistent link: https://www.econbiz.de/10003877112
Saved in:
4
Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
5
Testing for harmonic regressors
Franses, Philip Hans
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003414366
Saved in:
6
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
7
A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
Saved in:
8
Estimated parameters do not get the "wrong sign" due to collinearity across included variables
Franses, Philip Hans
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658835
Saved in:
9
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
10
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
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