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subject:"Schätztheorie"
subject:"Zeitreihenanalyse"
~person:"Dijk, Herman K. van"
~person:"Gouriéroux, Christian"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Economic growth"
~subject:"Forecasting model"
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Schätztheorie
Zeitreihenanalyse
ARCH model
Economic growth
Forecasting model
Theorie
474
Theory
474
Prognoseverfahren
91
Time series analysis
91
Bayesian inference
82
Bayes-Statistik
81
Estimation theory
59
Estimation
52
Schätzung
52
Volatility
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English
210
French
14
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Dijk, Herman K. van
Gouriéroux, Christian
Gupta, Rangan
Franses, Philip Hans
205
Phillips, Peter C. B.
171
Diebold, Francis X.
163
Härdle, Wolfgang
158
Koopman, Siem Jan
139
Pesaran, M. Hashem
138
McAleer, Michael
120
Gil-Alaña, Luis A.
106
Timmermann, Allan
106
Swanson, Norman R.
100
Caporale, Guglielmo Maria
99
Granger, C. W. J.
98
Marcellino, Massimiliano
98
Lütkepohl, Helmut
94
Clark, Todd E.
87
Koop, Gary
87
Teräsvirta, Timo
82
Clements, Michael P.
80
Hendry, David F.
76
Herwartz, Helmut
75
Engle, Robert F.
73
Bauwens, Luc
72
Ghysels, Eric
72
Kilian, Lutz
72
Lucas, André
67
Hyndman, Rob J.
65
Bollerslev, Tim
64
Schorfheide, Frank
64
Stock, James H.
62
Ravazzolo, Francesco
61
Linton, Oliver
60
Robinson, Peter M.
60
Sibbertsen, Philipp
60
Harvey, Andrew C.
59
Dijk, Dick van
58
Hafner, Christian M.
58
Kunst, Robert M.
57
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Econometrisch Instituut <Rotterdam>
3
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Discussion paper / Tinbergen Institute
40
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
Journal of econometrics
12
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12
Department of Economics working paper series
9
Annales d'économie et de statistique
7
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
7
Applied economics
6
Econometric Institute research papers
6
Finance research letters
6
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5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
CORE discussion paper : DP
3
Econometric theory
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
3
Working paper / Norges Bank
3
Annals of financial economics
2
Applied financial economics
2
Computational economics
2
Econometric reviews
2
Economic systems
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of applied econometrics
2
Journal of macroeconomics
2
L' Actualité économique : revue trimest.
2
Princeton series in finance
2
South African journal of economic and management sciences
2
Themes in modern econometrics
2
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2
Working papers / University of Connecticut, Department of Economics
2
Annals of economics and finance
1
Annals of economics and statistics
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1
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ECONIS (ZBW)
224
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221
Estimation des paramètres de court et long terme dans un processus markovien homogène
Fourgeaud, Claude
- In:
Mélanges économiques : essais en l'honneur de Edmond …
,
(pp. 953-982)
.
1988
Persistent link: https://www.econbiz.de/10001271473
Saved in:
222
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
Zellner, Arnold
;
Bauwens, Luc
;
Dijk, Herman K. van
-
1987
Persistent link: https://www.econbiz.de/10000747362
Saved in:
223
Une approche géométrique des processus ARMA
Gouriéroux, Christian
- In:
Annales d'économie et de statistique
(
1987
),
pp. 135-159
Persistent link: https://www.econbiz.de/10001054475
Saved in:
224
Simulation based inference in models with heterogeneity
Gouriéroux, Christian
Persistent link: https://www.econbiz.de/10001277892
Saved in:
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