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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Cai, Zongwu"
~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
35
Theory
35
Time series analysis
23
Zeitreihenanalyse
23
Saisonale Schwankungen
18
Seasonal variations
18
Estimation theory
13
Schätztheorie
13
Forecasting model
4
Prognoseverfahren
4
USA
3
Börsenkurs
2
Financial market
2
Finanzmarkt
2
Share price
2
Statistical theory
2
Statistische Methodenlehre
2
Ökonometrie
2
ARMA model
1
ARMA-Modell
1
Agricultural market
1
Aktienindex
1
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Bibliometrics
1
Bibliometrie
1
Business cycle theory
1
CAPM
1
Capital income
1
Correlation
1
Econometric model
1
Economic model
1
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1
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1
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5
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2
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English
6
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Cai, Zongwu
Engle, Robert F.
Franses, Philip Hans
Ghysels, Eric
5
Aigner, Dennis J.
4
Dufour, Jean-Marie
4
Hong, Yongmiao
4
Hsiao, Cheng
4
Koop, Gary
4
McAleer, Michael
4
Barnett, William A.
3
Darolles, Serge
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Geweke, John
3
Gouriéroux, Christian
3
Granger, C. W. J.
3
Heckman, James J.
3
Li, Qi
3
Maasoumi, Esfandiar
3
Steel, Mark F. J.
3
Amemiya, Takeshi
2
Atkinson, Scott Estes
2
Carrasco, Marine
2
Chen, Xiaohong
2
Diewert, Walter E.
2
Fernandes, Marcelo
2
Golan, Amos
2
Grammig, Joachim
2
Hendry, David F.
2
Inoue, Atsushi
2
Jin, Xin
2
Keane, Michael P.
2
Keuzenkamp, Hugo A.
2
Kloek, Teunis
2
Koopman, Siem Jan
2
Kumbhakar, Subal
2
Li, Tong
2
Lucas, André
2
Magnus, Jan R.
2
Maheu, John M.
2
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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
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
Handbooks in economics
4
Macroeconomic dynamics
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Advanced texts in econometrics
2
Discussion paper / Tinbergen Institute
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 / Tinbergen Institute / Tinbergen Institute
1
ERIM report series research in management
1
Econometric Institute research papers
1
Econometric analysis of financial and economic time series ; part B
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
Economic modelling
1
Economica
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
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
Report / Erasmus Center for Financial Research, Erasmus University
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
6
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1
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
2
Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
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
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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