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subject:"United States"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~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:"Zeitreihenanalyse"
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United States
Anlageverhalten
Asymmetric information
Economic growth
Estimation theory
Zeitreihenanalyse
Theorie
15
Theory
15
Schätztheorie
6
Time series analysis
5
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
USA
3
1982-1996
2
1992-1996
2
Behavioural finance
2
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Exchange rate
2
Hedging
2
Kapitaleinkommen
2
Saisonale Schwankungen
2
Seasonal variations
2
Volatility
2
Volatilität
2
Wechselkurs
2
Yield curve
2
Zinsstruktur
2
1959-1995
1
1986-1995
1
Börsenkurs
1
Equilibrium theory
1
Forecasting model
1
Gleichgewichtstheorie
1
Inflation
1
Market research
1
Market share
1
Marktanteil
1
Marktforschung
1
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Type of publication
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Book / Working Paper
11
Type of publication (narrower categories)
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Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
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English
11
Author
All
Engle, Robert F.
Franses, Philip Hans
Pereira, T. Themido
Rosenberg, Joshua V.
6
Dijk, Herman K. van
4
Haan, Laurens de
4
Kleibergen, Frank
4
Vries, Casper G. de
4
Daníelsson, Jón
3
Hoek, Henk
3
Li, Kai
3
Lucas, André
3
Ridder, Geert
3
Rietveld, Piet
3
Sneek, Kees
3
Cramer, Jan S.
2
Dijk, Dick van
2
Figlewski, Stephen
2
Hasan, Iftekhar
2
Hasbrouck, Joel
2
Heij, Christiaan
2
Kiviet, J. F.
2
Koop, Gary
2
Montfort, Kees van
2
Resnick, Sidney I.
2
Scherrer, Wolfgang
2
Sluis, Pieter J. van der
2
Straetmans, Stefan
2
Baker, Malcolm
1
Bijwaard, Govert
1
Bos, Charles S.
1
Boswijk, Herman Peter
1
Bouman, M.
1
Bowlus, Audra J.
1
Brenner, Menachem
1
Caserta, Silvia
1
Clayton, Matthew J.
1
De Ceuster, Marc J.
1
Deo, Rohit
1
Dhaene, Geert
1
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Published in...
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Report / Econometric Institute, Erasmus University Rotterdam
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
Discussion paper / Department of Economics, University of California San Diego
15
Discussion paper / Tinbergen Institute
15
Econometric Institute research papers
14
Working paper / National Bureau of Economic Research, Inc.
11
Economics letters
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of econometrics
7
Report / Erasmus Center for Financial Research, Erasmus University
6
Advanced texts in econometrics
5
Econometric reviews
5
International journal of forecasting
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
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 applied econometrics
4
NBER Working Paper
4
Research memorandum series / Tinbergen Instituut
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
ERIM report series research in management
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
NBER working paper series
3
The review of economics and statistics
3
Applied economics
2
Econometric theory
2
IHS economics series : working paper
2
Journal of monetary economics
2
Macroeconomic dynamics
2
Reihe Ökonomie
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
SSE EFI working paper series in economics and finance
2
The journal of finance : the journal of the American Finance Association
2
A companion to economic forecasting
1
Advances in futures and options research : a research annual
1
Applied economics letters
1
Chung-hua series of lectures by invited eminent economists
1
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Source
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ECONIS (ZBW)
11
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1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
3
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000984706
Saved in:
4
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
5
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
6
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
7
A bootstrap-based method to achieve optimality in estimating the extreme-value index
Haan, Laurens de
;
Peng, Liang
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000970300
Saved in:
8
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
9
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
10
A model selection approach to detect seasonal unit roots
Kawasaki, Yoshinori
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000950626
Saved in:
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