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subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Kohn, Robert"
~person:"Lewbel, Arthur"
~subject:"1960-1997"
~subject:"29.04.1993"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
29.04.1993
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
Theory
USA
Time series analysis
11
Zeitreihenanalyse
11
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
United States
5
Bayes-Statistik
4
Bayesian inference
4
ARCH model
3
Demand system
3
Estimation
3
Forecasting model
3
Nachfragesystem
3
Prognoseverfahren
3
Saisonale Schwankungen
3
Schätzung
3
Seasonal variations
3
Statistical distribution
3
Statistische Verteilung
3
Arbeitslosigkeit
2
Bargaining power
2
Consumer demand theory
2
Economic convergence
2
Großbritannien
2
Haushaltsökonomik
2
Household economics
2
Identification
2
Markov chain
2
Markov-Kette
2
Nachfragetheorie des Haushalts
2
Neural networks
2
Neuronale Netze
2
Probability theory
2
Productivity
2
Produktivität
2
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5
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43
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36
Aufsatz in Zeitschrift
36
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3
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3
Conference proceedings
2
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English
36
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Dijk, Herman K. van
Franses, Philip Hans
Kohn, Robert
Lewbel, Arthur
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
21
Lee, Lung-fei
17
Linton, Oliver
17
Swanson, Norman R.
16
Ghysels, Eric
15
Gouriéroux, Christian
14
Yu, Jun
14
Diebold, Francis X.
13
Lucas, André
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Granger, C. W. J.
12
McAleer, Michael
12
Aït-Sahalia, Yacine
11
Koopman, Siem Jan
11
Bai, Jushan
10
Bollerslev, Tim
10
Corradi, Valentina
10
Dufour, Jean-Marie
10
Kapetanios, George
10
Lütkepohl, Helmut
10
Ng, Serena
10
Renault, Eric
10
Robinson, Peter M.
10
Smith, Richard J.
10
Timmermann, Allan
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Clark, Todd E.
9
Khalaf, Lynda
9
Kirchler, Erich
9
Li, Qi
9
MacKinnon, James G.
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Econometric reviews
14
Economics letters
13
International journal of forecasting
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of forecasting
8
Oxford bulletin of economics and statistics
5
The review of economics and statistics
5
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International economic review
4
The American economic review
4
Econometric theory
3
Journal of economic surveys
3
Applied economics
2
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Economica
2
Insurance / Mathematics & economics
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
The Canadian journal of economics
2
The economic journal : the journal of the Royal Economic Society
2
The review of economic studies
2
A companion to economic forecasting
1
Annales d'économie et de statistique
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
Computer-aided econometrics
1
Econometric analysis of financial and economic time series ; part a
1
Economic modelling
1
Economics to econometrics : contributions in honor of Daniel L. McFadden
1
European economic review : EER
1
Handbook of economic forecasting ; 1
1
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ECONIS (ZBW)
36
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36
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1
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:
2
Identification of semiparametric model coefficients, with an application to collective households
Lewbel, Arthur
;
Lin, Xirong
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 205-223
Persistent link: https://www.econbiz.de/10013461480
Saved in:
3
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
4
Kotlarski with a factor loading
Lewbel, Arthur
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 176-179
Persistent link: https://www.econbiz.de/10013441849
Saved in:
5
Identifying the average treatment effect in ordered treatment models without unconfoundedness
Lewbel, Arthur
;
Yang, Thomas Tao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011705228
Saved in:
6
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
7
On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
Saved in:
8
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
9
Estimation of collective household models with Engel curves
Lewbel, Arthur
;
Pendakur, Krishna
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10003809376
Saved in:
10
Measuring changes in consumer confidence
Oest, Rutger van
;
Franses, Philip Hans
- In:
Journal of economic psychology : research in economic …
29
(
2008
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003755137
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