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subject:"Asymmetrische Information"
~isPartOf:"Journal of econometrics"
~person:"Franses, Philip Hans"
~person:"Ng, Serena"
~subject:"Spieltheorie"
~subject:"Theory"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Biografie"
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Asymmetrische Information
Spieltheorie
Theory
Theorie
13
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Schätztheorie
5
Factor analysis
3
Faktorenanalyse
3
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Prognoseverfahren
2
Saisonale Schwankungen
2
Seasonal variations
2
USA
2
United States
2
ARMA model
1
ARMA-Modell
1
Arbeitslosigkeit
1
Bibliometrics
1
Bibliometrie
1
Commodity price
1
Factor augmented regressions
1
Hauptkomponentenanalyse
1
Innovation diffusion
1
Innovationsdiffusion
1
Inventory model
1
Lagerhaltungsmodell
1
Low rank decomposition
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Neural networks
1
Neuronale Netze
1
Panel
1
Panel study
1
Principal component analysis
1
Principal components
1
Rational expectations
1
Rationale Erwartung
1
Regression analysis
1
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Aufsatz in Zeitschrift
Biografie
Article in journal
13
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English
13
Author
All
Franses, Philip Hans
Ng, Serena
Phillips, Peter C. B.
34
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
15
Gouriéroux, Christian
14
Linton, Oliver
14
Pesaran, M. Hashem
14
Yu, Jun
14
Ghysels, Eric
13
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Diebold, Francis X.
11
Granger, C. W. J.
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Renault, Eric
10
Schmidt, Peter
10
Dufour, Jean-Marie
9
McAleer, Michael
9
Robinson, Peter M.
9
Taylor, Robert
9
Timmermann, Allan
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Xiao, Zhijie
9
Baltagi, Badi H.
8
Hidalgo, Javier
8
Kohn, Robert
8
Lewbel, Arthur
8
Li, Qi
8
Lütkepohl, Helmut
8
Magnus, Jan R.
8
Park, Joon Y.
8
White, Halbert
8
Bai, Jushan
7
Barnett, William A.
7
Bollerslev, Tim
7
Chen, Xiaohong
7
Gallant, A. Ronald
7
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Journal of econometrics
Economics letters
12
Econometric reviews
9
International journal of forecasting
9
Journal of applied econometrics
7
Journal of forecasting
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The review of economics and statistics
5
Econometric theory
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Oxford bulletin of economics and statistics
4
Applied economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic surveys
3
The econometrics journal
3
Applied economics letters
2
Journal of economic dynamics & control
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 financial economics
1
Annual review of economics
1
Applied financial economics
1
Applied mathematical finance
1
Computational economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrics : open access journal
1
Economic modelling
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
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Journal of the Operational Research Society : OR
1
Maandschrift economie : tijdschrift voor algemeen economische en social-economische vraagstukken
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Metrika : international journal for theoretical and applied statistics
1
Nonparametric dynamic modelling
1
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ECONIS (ZBW)
13
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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
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:
3
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:
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
Are more data always better for factor analysis?
Boivin, Jean
;
Ng, Serena
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 169-194
Persistent link: https://www.econbiz.de/10003320258
Saved in:
6
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:
7
A consistent test for conditional symmetry in time series models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 225-258
Persistent link: https://www.econbiz.de/10001585362
Saved in:
8
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
Saved in:
9
Testing for ARCH in the presence of a possibly misspecified conditional mean
Lumsdaine, Robin L.
;
Ng, Serena
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 257-279
Persistent link: https://www.econbiz.de/10001406657
Saved in:
10
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
Saved in:
1
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