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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~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:"Agrarmarkt"
~subject:"Arbeitslosigkeit"
~subject:"Asymmetric information"
~subject:"Econometrics"
~subject:"Economic growth"
~subject:"Korrelation"
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United States
Agrarmarkt
Arbeitslosigkeit
Asymmetric information
Econometrics
Economic growth
Korrelation
Theorie
43
Theory
43
Time series analysis
22
Zeitreihenanalyse
22
Saisonale Schwankungen
18
Seasonal variations
18
Estimation theory
12
Schätztheorie
12
USA
6
Statistical test
4
Statistischer Test
4
Forecasting model
3
Prognoseverfahren
3
Ökonometrie
3
Autocorrelation
2
Autokorrelation
2
Business cycle theory
2
CAPM
2
Correlation
2
Financial market
2
Finanzmarkt
2
Konjunkturtheorie
2
Multivariate Analyse
2
Multivariate analysis
2
Regression analysis
2
Regressionsanalyse
2
Statistical distribution
2
Statistical theory
2
Statistische Methodenlehre
2
Statistische Verteilung
2
00.10.1992
1
1961-1997
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
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9
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10
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2
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2
Arbeitspapier
1
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English
11
Author
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Dufour, Jean-Marie
Engle, Robert F.
Franses, Philip Hans
Ghysels, Eric
5
Aigner, Dennis J.
4
Barnett, William A.
4
Granger, C. W. J.
4
Heckman, James J.
4
Hong, Yongmiao
4
Hsiao, Cheng
4
Koop, Gary
4
McAleer, Michael
4
Prettner, Klaus
4
Afonso, Oscar
3
Darolles, Serge
3
Diebold, Francis X.
3
Diewert, Walter E.
3
Dijk, Dick van
3
Dijk, Herman K. van
3
Geweke, John
3
Gouriéroux, Christian
3
Li, Qi
3
Maasoumi, Esfandiar
3
Steel, Mark F. J.
3
Tesfaselassie, Mewael F.
3
Townsend, Robert M.
3
Turnovsky, Stephen J.
3
Amemiya, Takeshi
2
Anderson, Heather M.
2
Atkinson, Scott Estes
2
Cai, Zongwu
2
Carrasco, Marine
2
Chen, Xiaohong
2
Chu, Angus C.
2
Di Bartolomeo, Giovanni
2
Fernandes, Marcelo
2
Gallant, A. Ronald
2
Gersbach, Hans
2
Golan, Amos
2
Grammig, Joachim
2
Hahn, Volker
2
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Published in...
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Journal of econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Department of Economics, University of California San Diego
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Working paper series / University of Zurich, Department of Economics
5
Handbooks in economics
4
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
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 applied econometrics
2
Journal of monetary economics
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 Institute research papers
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
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
Jingji-lunwen
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of macroeconomics
1
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Source
All
ECONIS (ZBW)
11
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1
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10
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11
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Special issue on nonlinear modeling of multivariate macroeconomic relations
Franses, Philip Hans
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001625147
Saved in:
7
Multivariate star analysis of money-output relationship
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 506-532
Persistent link: https://www.econbiz.de/10001625162
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
Modeling multiple regimes in the business cycle
Dijk, Dick van
;
Franses, Philip Hans
- In:
Macroeconomic dynamics
3
(
1999
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10001618360
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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