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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Cheung, Yin-Wong"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~subject:"Agrarmarkt"
~subject:"Arbeitslosigkeit"
~subject:"Asymmetric information"
~subject:"Economic growth"
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United States
Agrarmarkt
Arbeitslosigkeit
Asymmetric information
Economic growth
Theorie
42
Theory
42
Time series analysis
26
Zeitreihenanalyse
26
Saisonale Schwankungen
19
Seasonal variations
19
Estimation theory
16
Schätztheorie
16
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7
Prognoseverfahren
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Volatility
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USA
4
Aktienindex
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Estimation
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Cheung, Yin-Wong
Engle, Robert F.
Franses, Philip Hans
Diebold, Francis X.
3
Koop, Gary
3
Steel, Mark F. J.
3
Atkinson, Scott Estes
2
Chen, Xiaohong
2
Fernandes, Marcelo
2
Grammig, Joachim
2
Kloek, Teunis
2
Mroz, Thomas A.
2
Praag, Bernard M. S. van
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Timmermann, Allan
2
Zheng, Buhong
2
Abadie, Alberto
1
Andersen, Torben
1
Arcidiacono, Peter
1
Aït-Sahalia, Yacine
1
Baltagi, Badi H.
1
Bams, Dennis
1
Barro, Robert J.
1
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1
Bec, Frédérique
1
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1
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1
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1
Chay, Kenneth Y.
1
Chernozhukov, Victor
1
Chesher, Andrew
1
Chintagunta, Pradeep K.
1
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Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Report / Erasmus Center for Financial Research, Erasmus University
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Department of Economics, University of California San Diego
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Report / Econometric Institute, Erasmus University Rotterdam
3
Discussion paper / Tinbergen Institute
2
Journal of applied econometrics
2
Journal of monetary economics
2
Macroeconomic dynamics
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advanced texts in econometrics
1
Advances in futures and options research : a research annual
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
ERIM report series research in management
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
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
Journal of urban economics
1
Oxford bulletin of economics and statistics
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical working paper / National Bureau of Economic Research
1
The econometrics of economic policy
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
The review of financial studies
1
Working paper / Department of Economics, University of Aarhus
1
Working papers
1
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ECONIS (ZBW)
5
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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
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:
4
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
5
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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