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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Dufour, Jean-Marie"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~person:"Ghysels, Eric"
~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
53
Theory
53
Time series analysis
23
Zeitreihenanalyse
23
Saisonale Schwankungen
21
Seasonal variations
21
Estimation theory
14
Schätztheorie
14
Forecasting model
6
Prognoseverfahren
6
Statistical test
6
Statistischer Test
6
Ökonometrie
6
USA
4
CAPM
3
Estimation
3
Financial market
3
Finanzmarkt
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Statistical distribution
3
Statistical theory
3
Statistische Methodenlehre
3
Statistische Verteilung
3
Volatility
3
Volatilität
3
Correlation
2
Macroeconometrics
2
Makroökonometrie
2
Simulation
2
00.10.1992
1
11.05.1990
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
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Article
10
Book / Working Paper
2
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Article in journal
10
Aufsatz in Zeitschrift
10
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
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Language
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English
12
Author
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Dufour, Jean-Marie
Engle, Robert F.
Franses, Philip Hans
Ghysels, Eric
Aigner, Dennis J.
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
Cai, Zongwu
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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Published in...
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Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Department of Economics, University of California San Diego
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
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
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Tinbergen Institute
2
Econometric Society Monographs
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Essays in econometrics
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Journal of monetary economics
2
The review of financial studies
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 / Deutsche Bundesbank
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
ERIM report series research in management
1
Econometric Institute research papers
1
Econometric Society monographs
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Economic modelling
1
Economica
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
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Source
All
ECONIS (ZBW)
12
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1
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12
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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
Resampling methods in econometrics : editors' introduction
Dufour, Jean-Marie
;
Perron, Benoit
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003359534
Saved in:
4
Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
-
2006
Persistent link: https://www.econbiz.de/10003376072
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
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
Saved in:
7
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
Saved in:
8
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
9
Recent developments in the econometrics of structural change
Dufour, Jean-Marie
(
contributor
);
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
70
(
1996
)
1
Persistent link: https://www.econbiz.de/10001192351
Saved in:
10
Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 415-442
Persistent link: https://www.econbiz.de/10001162289
Saved in:
1
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