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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Baltagi, Badi H."
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~person:"Inoue, Atsushi"
~subject:"Agrarmarkt"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Korrelation"
~subject:"Multivariate Analyse"
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United States
Agrarmarkt
Asymmetric information
Economic growth
Korrelation
Multivariate Analyse
Theorie
45
Theory
45
Time series analysis
23
Zeitreihenanalyse
23
Saisonale Schwankungen
18
Seasonal variations
18
Estimation theory
17
Schätztheorie
17
Forecasting model
5
Prognoseverfahren
5
USA
5
Method of moments
4
Momentenmethode
4
Panel
3
Panel study
3
Auslandsinvestition
2
Cointegration
2
Correlation
2
Estimation
2
Financial market
2
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2
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2
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Microeconometrics
2
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2
Multinationales Unternehmen
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Schätzung
2
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2
Strukturbruch
2
Transnational corporation
2
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1
ARMA-Modell
1
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1
Aktienindex
1
Analysis of variance
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Baltagi, Badi H.
Engle, Robert F.
Franses, Philip Hans
Inoue, Atsushi
Koop, Gary
4
Phillips, Peter C. B.
4
Diebold, Francis X.
3
Gouriéroux, Christian
3
Hong, Yongmiao
3
Steel, Mark F. J.
3
Atkinson, Scott Estes
2
Chen, Bin
2
Chen, Xiaohong
2
Darolles, Serge
2
Dufour, Jean-Marie
2
Fernandes, Marcelo
2
Grammig, Joachim
2
Heckman, James J.
2
Jin, Xin
2
Koopman, Siem Jan
2
Lucas, André
2
Maheu, John M.
2
Mroz, Thomas A.
2
Patton, Andrew J.
2
Ryu, Hang-keun
2
Seo, Byeongseon
2
Slottje, Daniel Jonathan
2
Timmermann, Allan
2
Zheng, Buhong
2
Abadie, Alberto
1
Alonso, Andrés M.
1
Andersen, Torben
1
Arcidiacono, Peter
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bailey, Natalia
1
Bams, Dennis
1
Bates, David S.
1
Bec, Frédérique
1
Blasques, Francisco
1
Blundell, Richard W.
1
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Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Discussion paper / Department of Economics, University of California San Diego
5
Working paper series / University of Zurich, Department of Economics
5
Journal of applied econometrics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Macroeconomic dynamics
3
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Tinbergen Institute
2
Econometric reviews
2
Journal of monetary economics
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
Advances in spatial econometrics : methodology, tools and applications
1
Applied economics
1
Barcelona GSE working paper series : working paper
1
CESifo working papers
1
Center for Policy Research Working Paper
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
ERIM report series research in management
1
Econometric theory
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
Essays in honor of Cheng Hsiao
1
International economic review
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
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Review of derivatives research
1
Technical working paper / National Bureau of Economic Research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
7
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1
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
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
Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.
;
Inoue, Atsushi
;
Jana, Kalidas
;
Shin, …
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 488-512
Persistent link: https://www.econbiz.de/10003464282
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
Tests of cointegrating rank with a trend-break
Inoue, Atsushi
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
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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