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subject:"United States"
~person:"Degiannakis, Stavros"
~person:"Franses, Philip Hans"
~person:"Ma, Yizhong"
~subject:"Stochastic process"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Specification error"
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United States
Stochastic process
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13
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13
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9
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6
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6
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4
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1978-2008
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11
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Degiannakis, Stavros
Franses, Philip Hans
Ma, Yizhong
Sargent, Thomas J.
11
Spanos, Aris
11
Hansen, Lars Peter
10
Hendry, David F.
7
Phillips, Peter C. B.
6
Robotti, Cesare
6
Medeiros, Marcelo C.
5
Zhang, Xinyu
5
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4
Andrews, Donald W. K.
4
Castle, Jennifer
4
Doornik, Jurgen A.
4
Henry, Marc
4
McAleer, Michael
4
Swanson, Norman R.
4
Tetlow, Robert
4
Tsai, Cary Chi-Liang
4
Anselin, Luc
3
Asai, Manabu
3
Baumeister, Christiane
3
Buncic, Daniel
3
Catania, Leopoldo
3
Fabozzi, Frank J.
3
Geweke, John
3
Gospodinov, Nikolaj
3
Greenaway-McGrevy, Ryan
3
Hamilton, James D.
3
Herwartz, Helmut
3
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3
Jarrow, Robert A.
3
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3
Kan, Raymond
3
Kitamura, Yuichi
3
Koop, Gary
3
Korobilis, Dimitris
3
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3
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International journal of production research
3
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1
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1
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1
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1
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1
Journal of the Operational Research Society : OR
1
Metrika : international journal for theoretical and applied statistics
1
The Manchester School
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ECONIS (ZBW)
11
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1
Economic quality design under model uncertainty in micro-drilling manufacturing process
Han, Yunxia
;
Tu, Yiliu
;
Ouyang, Linhan
;
Wang, Jianjun
; …
- In:
International journal of production research
60
(
2022
)
3
,
pp. 1086-1104
Persistent link: https://www.econbiz.de/10013170416
Saved in:
2
Robust parameter design based on Gaussian process with model uncertainty
Feng, Zebiao
;
Wang, Jianjun
;
Ma, Yizhong
;
Tu, Yiliu
- In:
International journal of production research
59
(
2021
)
9
,
pp. 2772-2788
Persistent link: https://www.econbiz.de/10012516258
Saved in:
3
Bayesian hierarchical modelling for process optimisation
Ouyang, Linhan
;
Park, Chanseok
;
Ma, Yan
;
Ma, Yizhong
; …
- In:
International journal of production research
59
(
2021
)
15
,
pp. 4649-4669
Persistent link: https://www.econbiz.de/10012589340
Saved in:
4
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
5
Specification testing in Hawkes models
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10011658747
Saved in:
6
A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros
;
Dent, Pamela
;
Floros, Christos
- In:
The Manchester School
82
(
2014
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
Saved in:
7
Experts' adjustment to model-based SKU-level forecasts : does the forecast horizon matter?
Franses, Philip Hans
;
Legerstee, R.
- In:
Journal of the Operational Research Society : OR
62
(
2011
)
3
,
pp. 537-543
Persistent link: https://www.econbiz.de/10008936405
Saved in:
8
Model selection for forecast combination
Franses, Philip Hans
- In:
Applied economics
43
(
2011
)
13/15
,
pp. 1721-1727
Persistent link: https://www.econbiz.de/10009239322
Saved in:
9
Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
Saved in:
10
A note on monitoring time-varying parameters in an autoregression
Carsoule, Frédeŕic
;
Franses, Philip Hans
- In:
Metrika : international journal for theoretical and …
57
(
2003
)
1
,
pp. 51-62
Persistent link: https://www.econbiz.de/10001730928
Saved in:
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