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subject:"United States"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~person:"Pereira, T. Themido"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Hedging"
~subject:"Schätztheorie"
~subject:"Theorie"
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United States
Anlageverhalten
Asymmetric information
Economic growth
Estimation theory
Hedging
Schätztheorie
Theorie
Theory
23
Time series analysis
8
Zeitreihenanalyse
8
Estimation
5
Schätzung
5
USA
5
Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
1982-1996
2
1992-1996
2
Behavioural finance
2
Black-Scholes model
2
Black-Scholes-Modell
2
Economic convergence
2
Exchange rate
2
Productivity
2
Produktivität
2
Saisonale Schwankungen
2
Seasonal variations
2
Statistical test
2
Statistischer Test
2
Wechselkurs
2
Welt
2
Wirtschaftliche Konvergenz
2
World
2
Yield curve
2
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Book / Working Paper
16
Article
7
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Arbeitspapier
15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Article in journal
8
Aufsatz in Zeitschrift
8
Collection of articles of several authors
1
Sammelwerk
1
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English
23
Author
All
Engle, Robert F.
Franses, Philip Hans
Pereira, T. Themido
Nijkamp, Peter
35
Rietveld, Piet
19
Bergh, Jeroen C. J. M. van den
14
Dekker, Rommert
14
Zhang, Shuzhong
13
Verhoef, Erik T.
12
Lucas, André
11
Sturm, Jos F.
11
Vries, Casper G. de
10
Berg, Gerard J. van den
9
Haan, Laurens de
9
Houba, Harold
9
Pesaran, M. Hashem
9
Rosenberg, Joshua V.
9
Winden, Frans A. A. M. van
9
Dijk, Herman K. van
8
Koop, Gary
8
Ridder, Geert
8
Clements, Michael P.
7
Frenk, Johannes G.
7
Kleijn, Marcel J.
7
Koopman, Siem Jan
7
Laan, Gerard van der
7
Sundaram, Rangarajan K.
7
Acharya, Viral V.
6
Boot, Arnoud W. A.
6
Clark, Todd E.
6
MacKinnon, James G.
6
Marcellino, Massimiliano
6
Praag, Bernard M. S. van
6
Sonnemans, Joep
6
Daníelsson, Jón
5
Diebold, Francis X.
5
Dijk, Frans van
5
Frijters, Paul
5
Hall, Stephen G.
5
Janssen, Maarten C. W.
5
Li, Kai
5
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Published in...
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of applied econometrics
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Econometric Institute research papers
42
Report / Econometric Institute, Erasmus University Rotterdam
33
Discussion paper / Tinbergen Institute
24
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Department of Economics, University of California San Diego
18
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Working paper / National Bureau of Economic Research, Inc.
13
ERIM report series research in management
12
Economics letters
11
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Econometric reviews
8
Journal of econometrics
8
Journal of forecasting
8
NBER Working Paper
7
NBER working paper series
7
Working paper series / University of Zurich, Department of Economics
7
Advanced texts in econometrics
5
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Handbooks in economics
4
Rotterdam Institute for Business Economic Studies
4
Journal of economic surveys
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Macroeconomic dynamics
3
The review of economics and statistics
3
Applied economics
2
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometric theory
2
Econometrics : open access journal
2
IHS economics series : working paper
2
Journal of monetary economics
2
Journal of urban economics
2
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ECONIS (ZBW)
23
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1
Convergence of productivity : a comment
Wang, Zijun
- In:
Journal of applied econometrics
21
(
2006
)
7
,
pp. 1101-1102
Persistent link: https://www.econbiz.de/10003397486
Saved in:
2
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
3
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
4
New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
Saved in:
5
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:
6
Asympototically perfect and relative convergence of productivity
Hobijn, Bart
;
Franses, Philip Hans
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001465104
Saved in:
7
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:
8
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
9
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
10
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
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