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subject:"United States"
~isPartOf:"Journal of econometrics"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Korrelation"
~subject:"Theory"
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United States
Asymmetric information
Economic growth
Estimation theory
Korrelation
Theory
Theorie
8
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
USA
3
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2
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Engle, Robert F.
Franses, Philip Hans
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Teräsvirta, Timo
8
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Journal of econometrics
Econometric Institute research papers
42
Report / Econometric Institute, Erasmus University Rotterdam
33
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Tinbergen Institute
22
Discussion paper / Department of Economics, University of California San Diego
18
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Working paper / National Bureau of Economic Research, Inc.
13
ERIM report series research in management
12
Economics letters
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Econometric reviews
8
Journal of applied econometrics
8
Journal of forecasting
8
NBER Working Paper
7
NBER working paper series
7
Working paper series / University of Zurich, Department of Economics
7
Advanced texts in econometrics
5
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Handbooks in economics
4
Rotterdam Institute for Business Economic Studies
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Journal of economic surveys
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Macroeconomic dynamics
3
The review of economics and statistics
3
Applied economics
2
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometric theory
2
Econometrics : open access journal
2
IHS economics series : working paper
2
Journal of monetary economics
2
Journal of urban economics
2
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ECONIS (ZBW)
8
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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
Financial econometrics: a new discipline with new methods
Engle, Robert F.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10001546140
Saved in:
5
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:
6
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:
7
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:
8
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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