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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~person:"Koopman, Siem Jan"
~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
35
Theory
35
Time series analysis
23
Zeitreihenanalyse
23
Saisonale Schwankungen
18
Seasonal variations
18
Estimation theory
13
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13
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3
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3
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Engle, Robert F.
Franses, Philip Hans
Koopman, Siem Jan
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
Inoue, Atsushi
2
Jin, Xin
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
Baltagi, Badi H.
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
Discussion paper / Tinbergen Institute
23
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
5
Working paper series / University of Zurich, Department of Economics
5
Journal of applied econometrics
4
Macroeconomic dynamics
3
Econometric reviews
2
Journal of monetary economics
2
The review of economics and statistics
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
Applied economics
1
CREATES research paper
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
ERIM report series research in management
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
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Estudos e documentos de trabalho
1
International journal of forecasting
1
Jingji-lunwen
1
Journal of banking & finance
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of empirical finance
1
Journal of financial econometrics
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
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
6
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1
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
2
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
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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