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subject:"Theorie"
type_genre:"Non-commercial literature"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit"
~isPartOf:"Economics working paper"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Games and economic behavior"
~isPartOf:"International journal of industrial organization"
~isPartOf:"International journal of production research"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Ghysels, Eric"
~subject:"Arbeitsmarkt"
~subject:"Finanzpolitik"
~subject:"Wirkungsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
~type_genre:"Handbuch"
~type_genre:"Working Paper"
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Theorie
Arbeitsmarkt
Finanzpolitik
Wirkungsanalyse
Theory
13
Econometrics
4
Ökonometrie
4
Saisonale Schwankungen
3
Seasonal variations
3
Estimation
2
Estimation theory
2
Forecasting model
2
Macroeconometrics
2
Makroökonometrie
2
Prognoseverfahren
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00.10.1992
1
11.05.1990
1
Big Data
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Big data
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1
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13
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2
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Ghysels, Eric
Phillips, Peter C. B.
36
Chambers, Robert G.
28
Hennessy, David A.
27
Dolgui, Alexandre
23
Liu, Ming
23
Lux, Thomas
22
Wohltmann, Hans-Werner
22
Moschini, Giancarlo
21
Snower, Dennis J.
21
Chavas, Jean-Paul
20
Chu, Chengbin
19
Chu, Feng
19
Amir, Rabah
18
Lence, Sergio H.
18
Pope, Rulon D.
18
Sexton, Richard J.
18
Andersen, Torben M.
17
Yu, Jun
17
Zheng, Feifeng
17
Alston, Julian Mark
16
Jiang, Zhibin
16
Just, Richard E.
16
Koop, Gary
16
Lee, Lung-fei
16
Tiwari, Manoj Kumar
16
Gouriéroux, Christian
15
Lehrer, Ehud
15
Samuelson, Larry
15
Swanson, Norman R.
15
Zilberman, David
15
Cheng, T. C. E.
14
Linton, Oliver
14
Pesaran, M. Hashem
14
Chan, Felix Tung Sun
13
Herwartz, Helmut
13
Monderer, Dov
13
Samet, Dov
13
Chalfant, James Allen
12
Diebold, Francis X.
12
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American journal of agricultural economics
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
Economics working paper
Empirica : journal of european economics
Games and economic behavior
International journal of industrial organization
International journal of production research
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Discussion paper / Centre for Economic Policy Research
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Annales d'économie et de statistique
2
Discussion papers / CEPR
2
Econometric reviews
2
Econometric theory
2
International economic review
2
Journal of applied econometrics
2
Macroeconomic dynamics
2
Research paper series / Swiss Finance Institute
2
The journal of finance : the journal of the American Finance Association
2
CORE discussion paper : DP
1
Documents de travail / Banque de France
1
Duration transition and count data models
1
Econometric methods and financial time series
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of time series econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Southern economic journal
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Staff working paper / Bank of Canada
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The Canadian journal of economics
1
The Manchester School
1
The review of financial studies
1
Themes in modern econometrics
1
Working paper / National Bank of Belgium / National Bank of Belgium
1
Working paper series / Economic Policy Research Unit, Institute of Economics, University of Copenhagen
1
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ECONIS (ZBW)
13
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1
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
2
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
3
Volatility forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
4
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
Saved in:
5
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
6
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
- In:
Journal of econometrics
115
(
2003
)
1
,
pp. 91-123
Persistent link: https://www.econbiz.de/10001758137
Saved in:
7
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
8
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
9
On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
Saved in:
10
Recent developments in the econometrics of structural change
Dufour, Jean-Marie
(
contributor
);
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
70
(
1996
)
1
Persistent link: https://www.econbiz.de/10001192351
Saved in:
1
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