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source:"econis"
subject:"Schätztheorie"
~person:"Baltagi, Badi H."
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Koopman, Siem Jan"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Subject
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Schätztheorie
1960-1997
ARCH-Modell
Autokorrelation
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
USA
Theory
214
Time series analysis
87
Zeitreihenanalyse
87
Forecasting model
56
Prognoseverfahren
56
Saisonale Schwankungen
29
Seasonal variations
29
Estimation
26
Schätzung
26
Panel
24
Panel study
24
United States
24
Bayes-Statistik
22
Bayesian inference
22
Monte Carlo simulation
14
State space model
14
Zustandsraummodell
14
Volatility
12
Volatilität
12
Autocorrelation
11
Cointegration
11
Kointegration
11
Statistical test
11
Statistischer Test
11
Business cycle
9
Großbritannien
9
Statistical theory
9
Statistische Methodenlehre
9
United Kingdom
9
Correlation
8
Korrelation
8
Modellierung
8
Regression analysis
8
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Undetermined
33
Free
7
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Book / Working Paper
6
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Article in journal
Aufsatz in Zeitschrift
Aufsatz im Buch
18
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18
Rezension
5
Collection of articles of several authors
4
Sammelwerk
4
Systematic review
4
Übersichtsarbeit
4
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2
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2
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Language
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English
213
Dutch
1
Author
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Baltagi, Badi H.
Dijk, Herman K. van
Franses, Philip Hans
Koopman, Siem Jan
Beladi, Hamid
163
Pestieau, Pierre
158
Güth, Werner
152
Creedy, John
144
Phillips, Peter C. B.
141
Lai, Ching-chong
140
Thisse, Jacques-François
132
Nijkamp, Peter
126
Tirole, Jean
124
Turnovsky, Stephen J.
123
Marjit, Sugata
120
Cremer, Helmuth
119
Broll, Udo
118
Mukherjee, Arijit
118
Long, Ngo Van
116
Färe, Rolf
115
Lambertini, Luca
112
Acemoglu, Daron
111
Frey, Bruno S.
111
Laporte, Gilbert
110
Cheng, T. C. E.
105
Jarrow, Robert A.
105
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Miceli, Thomas J.
100
Stiglitz, Joseph E.
99
Devereux, Michael B.
98
Gersbach, Hans
98
Shogren, Jason F.
97
Kumbhakar, Subal
96
Quiggin, John C.
96
Gupta, Rangan
93
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Bossert, Walter
91
Andersen, Torben M.
90
Wang, Leonard F. S.
90
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Institution
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Journal of econometrics
22
Econometric reviews
20
International journal of forecasting
20
Journal of applied econometrics
18
Economics letters
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Econometric theory
6
Statistical papers
6
Annales d'économie et de statistique
5
Oxford bulletin of economics and statistics
5
The econometrics journal
5
The review of economics and statistics
5
Econometrics : open access journal
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Applied economics
3
Journal of economic surveys
3
Advances in econometrics
2
Applied economics letters
2
Macroeconomic dynamics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Technological forecasting & social change : an international journal
2
Annals of economics and finance
1
Annals of economics and statistics
1
Annals of financial economics
1
Applied financial economics
1
Applied mathematical finance
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Economic modelling
1
Energy economics
1
Interfaces : the INFORMS journal on the practice of operations research
1
International economic review
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
International regional science review
1
Journal of economic dynamics & control
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of empirical finance
1
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ECONIS (ZBW)
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214
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1
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
2
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
3
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
4
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
5
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:
6
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
7
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
8
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
9
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
10
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
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