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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Korrelation"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Asymmetric information
Economic growth
Estimation theory
Korrelation
Theorie
8
Theory
8
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
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Engle, Robert F.
Franses, Philip Hans
Gouriéroux, Christian
8
Phillips, Peter C. B.
7
Chib, Siddhartha
6
Lee, Lung-fei
6
Li, Qi
6
Diebold, Francis X.
5
Kohn, Robert
5
Koop, Gary
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5
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4
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4
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4
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3
Ali, Mukhtar M.
3
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Godfrey, L. G.
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Golan, Amos
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Osiewalski, Jacek
3
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Journal of econometrics
Working paper series / University of Zurich, Department of Economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of applied econometrics
4
Econometric reviews
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of monetary economics
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Oxford bulletin of economics and statistics
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Jingji-lunwen
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Journal of urban economics
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Review of derivatives research
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Testing integration and cointegration
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
7
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7
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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
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:
4
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
Saved in:
5
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
6
Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
Saved in:
7
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
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