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subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES"
~person:"Dufour, Jean-Marie"
~person:"Franses, Philip Hans"
~subject:"ARCH-Modell"
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Schätztheorie
ARCH-Modell
Theorie
21
Theory
21
Estimation theory
4
Marketing
4
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3
Market share
3
Marktanteil
3
Statistical test
3
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Dufour, Jean-Marie
Franses, Philip Hans
Laurent, Sébastien
3
McAleer, Michael
3
Pesaran, M. Hashem
3
Post, Thierry
3
Trivedi, Pravin K.
3
Baillie, Richard
2
Blundell, Richard W.
2
Deb, Partha
2
Engle, Robert F.
2
Fair, Ray C.
2
Kodde, David A.
2
Koop, Gary
2
Kuan, Chung-ming
2
Lee, Myoung-jae
2
MacKinnon, James G.
2
Monfort, Alain
2
Paap, Richard
2
Pagan, Adrian R.
2
Palm, Franz C.
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Praag, Bernard M. S. van
2
Rabemananjara, R.
2
Rombouts, Jeroen V. K.
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Vredin, Anders
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Vries, Casper G. de
2
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1
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1
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1
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1
Bailey, Natalia
1
Baltagi, Badi H.
1
Barndorff-Nielsen, Ole E.
1
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1
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Journal of applied econometrics
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
Report / Econometric Institute, Erasmus University Rotterdam
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of econometrics
4
Econometric Institute research papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Discussion paper / Deutsche Bundesbank
2
Econometric analysis of financial and economic time series ; part a
2
Econometric theory
2
Economics letters
2
International economic review
2
Oxford bulletin of economics and statistics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
The review of economics and statistics
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
EUI working paper / ECO
1
Econometric reviews
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
International journal of forecasting
1
Nonparametric dynamic modelling
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
TRACE discussion papers / Tinbergen Institute
1
Testing integration and cointegration
1
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ECONIS (ZBW)
7
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1
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1
Multivariate residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10008667604
Saved in:
2
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
3
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
4
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
5
Testing for residual autocorrelation in trend curve models
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433062
Saved in:
6
Estimating dynamic effects of promotions on brand choice
Paap, Richard
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433319
Saved in:
7
Modeling item nonresponse in questionnaires
Franses, Philip Hans
;
Geluk, Irma
;
Homelen, Paul van
-
1998
-
Rev. vers
Persistent link: https://www.econbiz.de/10000985357
Saved in:
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