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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:"Koop, Gary"
~person:"Steel, Mark F. J."
~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
64
Theory
64
Time series analysis
32
Zeitreihenanalyse
32
Saisonale Schwankungen
19
Seasonal variations
19
Estimation theory
16
Schätztheorie
16
Bayes-Statistik
8
Bayesian inference
8
Markov chain
8
Markov-Kette
8
USA
8
Forecasting model
7
Prognoseverfahren
7
Estimation
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
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Schätzung
6
VAR model
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VAR-Modell
5
Statistical test
4
Statistical theory
4
Statistische Methodenlehre
4
Statistischer Test
4
Stochastic process
4
Stochastischer Prozess
4
Technical efficiency
4
Technische Effizienz
4
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
Volatility
3
Volatilität
3
Ökonometrie
3
Autocorrelation
2
Autokorrelation
2
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13
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Dufour, Jean-Marie
Engle, Robert F.
Franses, Philip Hans
Koop, Gary
Steel, Mark F. J.
Ghysels, Eric
5
Aigner, Dennis J.
4
Hong, Yongmiao
4
Hsiao, Cheng
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
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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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
8
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
Econometric reviews
3
Journal of applied econometrics
3
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 / Tinbergen Institute
2
Econometric exercises
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
Journal of macroeconomics
2
Journal of monetary economics
2
Staff reports / Federal Reserve Bank of New York
2
Strathclyde discussion papers in economics
2
The econometrics journal
2
The review of economics and statistics
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
Annales d'économie et de statistique
1
Applied economics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Discussion papers / University of Leicester, Department of Economics
1
ERIM report series research in management
1
Econometric Institute research papers
1
Econometric analysis of financial and economic time series ; part a
1
Economic modelling
1
Economica
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
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ECONIS (ZBW)
13
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1
Introduction for the annals issue of the Journal of econometrics on "Bayesian models, methods and applications"
Geweke, John
;
Koop, Gary
;
Paap, Richard
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 99-100
Persistent link: https://www.econbiz.de/10009691177
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
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:
4
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
5
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:
6
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:
7
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:
8
A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 47-79
Persistent link: https://www.econbiz.de/10001497678
Saved in:
9
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:
10
Bayesian efficiency analysis through individual effects : hospital cost frontiers
Koop, Gary
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001211369
Saved in:
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