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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:"Engle, Robert F."
~person:"Franses, Philip Hans"
~person:"Jin, Xin"
~subject:"Agrarmarkt"
~subject:"Arbeitslosigkeit"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Korrelation"
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United States
Agrarmarkt
Arbeitslosigkeit
Asymmetric information
Economic growth
Korrelation
Theorie
42
Theory
42
Time series analysis
27
Zeitreihenanalyse
27
Saisonale Schwankungen
19
Seasonal variations
19
Estimation theory
14
Schätztheorie
14
Forecasting model
9
Prognoseverfahren
9
Correlation
4
Volatility
4
Volatilität
4
Aktienindex
3
Börsenkurs
3
Neural networks
3
Neuronale Netze
3
Share price
3
Stock index
3
USA
3
Bayes-Statistik
2
Bayesian inference
2
Beam sampling
2
Estimation
2
Exchange rate
2
Financial market
2
Finanzmarkt
2
Markov chain
2
Markov-Kette
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Sampling
2
Schätzung
2
Statistical distribution
2
Statistical theory
2
Statistische Methodenlehre
2
Statistische Verteilung
2
Stichprobenerhebung
2
Wechselkurs
2
ARCH model
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7
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Engle, Robert F.
Franses, Philip Hans
Jin, Xin
Diebold, Francis X.
3
Koop, Gary
3
Lucas, André
3
Steel, Mark F. J.
3
Atkinson, Scott Estes
2
Chen, Xiaohong
2
Darolles, Serge
2
Dufour, Jean-Marie
2
Fernandes, Marcelo
2
Gouriéroux, Christian
2
Grammig, Joachim
2
Heckman, James J.
2
Inoue, Atsushi
2
Kloek, Teunis
2
Koopman, Siem Jan
2
Maheu, John M.
2
Mroz, Thomas A.
2
Patton, Andrew J.
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
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bailey, Natalia
1
Baltagi, Badi H.
1
Bams, Dennis
1
Barro, Robert J.
1
Bates, David S.
1
Bec, Frédérique
1
Blasques, Francisco
1
Blundell, Richard W.
1
Bollerslev, Tim
1
Bomhoff, Eduard Jan
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
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Working paper series / University of Zurich, Department of Economics
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
Applied economics
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
ERIM report series research in management
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Jingji-lunwen
1
Journal of banking & finance
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
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
Transitions through the labor market : work, occupation, earnings and retirement
1
Transportation research / E : an international journal
1
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ECONIS (ZBW)
7
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1
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
2
Bayesian semiparametric modeling of realized covariance matrices
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10011610652
Saved in:
3
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:
4
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:
5
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:
6
Visualizing time-varying correlations across stock markets
Franses, Philip Hans
;
Groenen, Patrick J. F.
-
1999
Persistent link: https://www.econbiz.de/10001447137
Saved in:
7
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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