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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"
~subject:"Agrarmarkt"
~subject:"Arbeitslosigkeit"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Korrelation"
~subject:"Time series analysis"
~type:"article"
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United States
Agrarmarkt
Arbeitslosigkeit
Asymmetric information
Economic growth
Korrelation
Time series analysis
Theorie
8
Theory
8
Estimation theory
4
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4
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4
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3
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2
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Engle, Robert F.
Franses, Philip Hans
Phillips, Peter C. B.
13
Koop, Gary
10
Swanson, Norman R.
7
Chen, Xiaohong
5
Hallin, Marc
5
Hong, Yongmiao
5
Linton, Oliver
5
Steel, Mark F. J.
5
Yu, Jun
5
Barigozzi, Matteo
4
Diebold, Francis X.
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Gouriéroux, Christian
4
Hendry, David F.
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Mariano, Roberto S.
4
Park, Joon Y.
4
Patton, Andrew J.
4
Taylor, Robert
4
Teräsvirta, Timo
4
Velasco, Carlos
4
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4
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4
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3
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3
Baillie, Richard
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3
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3
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Granger, C. W. J.
3
Horváth, Lajos
3
Inoue, Atsushi
3
Jong, Robert M. de
3
Kohn, Robert
3
Korobilis, Dimitris
3
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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
Economics letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
5
International journal of forecasting
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied econometrics
3
Journal of economic surveys
3
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2
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2
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2
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2
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2
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1
Advances in futures and options research : a research annual
1
Applied economics letters
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
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1
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Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Journal of banking & finance
1
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1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of financial economics
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Journal of financial markets
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Journal of international money and finance
1
Journal of macroeconomics
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Journal of urban economics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Practical issues in cointegration analysis
1
Predictability and nonlinear modelling in natural sciences and economics
1
Review of derivatives research
1
Statistical papers
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
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ECONIS (ZBW)
6
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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
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
Saved in:
5
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
6
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
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