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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Baltagi, Badi H."
~person:"Franses, Philip Hans"
~person:"Maravall Herrero, Agustín"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Forecasting model
Statistische Verteilung
Time series analysis
Estimation theory
166
Schätztheorie
166
Theorie
93
Theory
93
Panel
60
Panel study
60
Zeitreihenanalyse
56
Saisonale Schwankungen
16
Seasonal variations
16
panel data
15
Estimation
14
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14
Robust statistics
13
Robustes Verfahren
13
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12
Prognoseverfahren
12
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12
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12
Statistical test
12
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12
Autokorrelation
11
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10
Method of moments
10
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10
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10
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9
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9
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United States
6
robust Bayesian estimator
6
ε-contamination
6
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5
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5
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5
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5
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45
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30
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Non-commercial literature
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47
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47
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34
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74
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Baltagi, Badi H.
Franses, Philip Hans
Maravall Herrero, Agustín
Phillips, Peter C. B.
106
Gao, Jiti
76
Härdle, Wolfgang
57
Linton, Oliver
56
Dette, Holger
43
Johansen, Søren
43
Koopman, Siem Jan
43
Cai, Zongwu
39
Kapetanios, George
37
Lütkepohl, Helmut
36
Teräsvirta, Timo
36
Chernozhukov, Victor
35
Swanson, Norman R.
35
Nielsen, Morten Ørregaard
32
Koop, Gary
30
Lucas, André
28
Taylor, Robert
28
Croux, Christophe
27
Li, Qi
27
Pesaran, M. Hashem
27
Su, Liangjun
27
Chen, Xiaohong
26
Nielsen, Bent
26
Xiao, Zhijie
26
Li, Degui
25
Otsu, Taisuke
25
Peng, Bin
25
Robinson, Peter M.
25
Harvey, Andrew C.
24
Hendry, David F.
24
Ullah, Aman
24
Perron, Pierre
23
Sibbertsen, Philipp
23
Chambers, Marcus J.
22
Leybourne, Stephen James
22
Marcellino, Massimiliano
22
Racine, Jeffrey
22
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European University Institute / Department of Economics
8
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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EUI working paper / ECO
11
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10
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9
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6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Discussion paper / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied economics letters
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Econometric theory
2
Oxford bulletin of economics and statistics
2
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2
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1
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
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1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of forecasting
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
SERC discussion paper
1
Spatial economic analysis : the journal of the Regional Studies Association
1
TRACE discussion papers / Tinbergen Institute
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
75
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1
Testing for bias in forecasts for independent binary outcomes
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1336-1338
Persistent link: https://www.econbiz.de/10012609665
Saved in:
2
The Mundlak spatial estimator
Baltagi, Badi H.
-
2023
Persistent link: https://www.econbiz.de/10014382630
Saved in:
3
The two-way Mundlak estimator
Baltagi, Badi H.
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 240-246
Persistent link: https://www.econbiz.de/10014305504
Saved in:
4
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
Saved in:
5
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
6
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 745-762
Persistent link: https://www.econbiz.de/10012295578
Saved in:
7
Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
-
2016
Persistent link: https://www.econbiz.de/10011687505
Saved in:
8
Spurious principal components
Franses, Philip Hans
;
Janssens, Eva
- In:
Applied economics letters
26
(
2019
)
1
,
pp. 37-39
Persistent link: https://www.econbiz.de/10012204125
Saved in:
9
Special issue in honor of Kajal Lahiri: Forecasting, use of survey data on expectations, and panel data applications
Baltagi, Badi H.
(
ed.
);
Lahiri, Kajal
(
honouree
)
-
2017
Persistent link: https://www.econbiz.de/10011697144
Saved in:
10
Benchmarking judgmentally adjusted forecasts
Franses, Philip Hans
;
Bruijn, Bert de
- In:
International journal of finance & economics : IJFE
22
(
2017
)
1
,
pp. 3-11
Persistent link: https://www.econbiz.de/10011960259
Saved in:
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