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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Dufour, Jean-Marie"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~subject:"ARCH model"
~subject:"Agrarmarkt"
~subject:"Arbeitslosigkeit"
~subject:"Asymmetric information"
~subject:"Econometrics"
~subject:"Economic growth"
~subject:"Korrelation"
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United States
ARCH model
Agrarmarkt
Arbeitslosigkeit
Asymmetric information
Econometrics
Economic growth
Korrelation
Theorie
41
Theory
41
Time series analysis
22
Zeitreihenanalyse
22
Saisonale Schwankungen
18
Seasonal variations
18
Estimation theory
12
Schätztheorie
12
USA
5
Statistical test
4
Statistischer Test
4
Forecasting model
3
Prognoseverfahren
3
CAPM
2
Correlation
2
Financial market
2
Finanzmarkt
2
Regression analysis
2
Regressionsanalyse
2
Statistical distribution
2
Statistical theory
2
Statistische Methodenlehre
2
Statistische Verteilung
2
Ökonometrie
2
00.10.1992
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Agricultural market
1
Aktienindex
1
Analysis of variance
1
Asset pricing
1
Asymmetry
1
Autocorrelation
1
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Article
9
Book / Working Paper
1
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Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
1
Collection of articles of several authors
1
Conference proceedings
1
Graue Literatur
1
Konferenzschrift
1
Non-commercial literature
1
Sammelwerk
1
Working Paper
1
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Language
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English
10
Author
All
Dufour, Jean-Marie
Engle, Robert F.
Franses, Philip Hans
Ghysels, Eric
5
McAleer, Michael
5
Aigner, Dennis J.
4
Dijk, Herman K. van
4
Goldsmith, Arthur H.
4
Granger, C. W. J.
4
Hong, Yongmiao
4
Hsiao, Cheng
4
Koop, Gary
4
Rombouts, Jeroen V. K.
4
Barnett, William A.
3
Darity, William A. <Jr.>
3
Darolles, Serge
3
Diebold, Francis X.
3
Geweke, John
3
Gouriéroux, Christian
3
Hallin, Marc
3
Heckman, James J.
3
Li, Qi
3
Maasoumi, Esfandiar
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Renault, Eric
3
Steel, Mark F. J.
3
Veum, Jonathan R.
3
Zakoïan, Jean-Michel
3
Amemiya, Takeshi
2
Atkinson, Scott Estes
2
Barigozzi, Matteo
2
Bauwens, Luc
2
Bollerslev, Tim
2
Cai, Zongwu
2
Carrasco, Marine
2
Chan, Ngai Hang
2
Chen, Xiaohong
2
Diewert, Walter E.
2
Fernandes, Marcelo
2
Golan, Amos
2
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Published in...
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Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Department of Economics, University of California San Diego
10
Working paper / National Bureau of Economic Research, Inc.
8
Cahier / Département de Sciences Économiques, Université de Montréal
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of applied econometrics
5
Working paper series / University of Zurich, Department of Economics
5
Handbooks in economics
4
Econometric Institute research papers
3
Macroeconomic dynamics
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Advanced texts in econometrics
2
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Discussion paper / Tinbergen Institute
2
Econometric analysis of financial and economic time series ; part a
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of monetary economics
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advances in econometrics
1
Advances in econometrics : a research annual
1
Advances in futures and options research : a research annual
1
Applied economics
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
ERIM report series research in management
1
Econometric reviews
1
Econometrics : open access journal
1
Economic modelling
1
Economica
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
International journal of forecasting
1
Jingji-lunwen
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
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Source
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ECONIS (ZBW)
10
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1
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10
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10
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1
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
Saved in:
2
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
3
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
4
Resampling methods in econometrics : editors' introduction
Dufour, Jean-Marie
;
Perron, Benoit
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003359534
Saved in:
5
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
6
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
7
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
Saved in:
8
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
Saved in:
9
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:
10
Testing rational expectations in agricultural markets using periodic models
Kuiper, Erno
;
Franses, Philip Hans
;
Kloek, Teunis
-
1993
Persistent link: https://www.econbiz.de/10000894161
Saved in:
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