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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"The review of economic studies"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Magnus, Jan R."
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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ARCH model
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26
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19
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19
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Magnus, Jan R.
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Kleijnen, Jack P. C.
73
Tijs, Stef
69
Borm, Peter
67
Talman, Dolf
63
Brânzei, Rodica
37
Hertog, Dirk den
37
Kort, Peter M.
34
Hamers, Herbert
33
Einmahl, John H. J.
31
Herings, Peter Jean-Jacques
29
Werker, Bas J. M.
29
Bovenberg, Ary Lans
28
Boone, Jan
27
Hendrickx, Ruud L. P.
26
Laan, Gerard van der
25
Soest, Arthur van
25
Engwerda, Jacob Christiaan
24
Nijman, Theodore E.
24
Steel, Mark F. J.
24
Damme, Eric E. C. van
23
De Waegenaere, Anja
23
Eijffinger, Sylvester C. W.
23
Melenberg, Bertrand
22
Yang, Zaifu
22
Huizinga, Harry
20
Potters, Jan
20
Meijdam, Lex
19
Norde, Henk
19
Ploeg, Frederick van der
19
Raa, Thijs ten
17
Schaling, Eric
17
Beetsma, Roel
16
Reijnierse, Hans
16
Dam, Edwin Robert van
15
Gilles, Robert Paul
15
Moors, Johannes J. A.
15
Smulders, Sjak
15
Uhlig, Harald
15
Voorneveld, Mark
15
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
The review of economic studies
Cowles Foundation discussion paper
130
SFB 649 discussion paper
121
Journal of econometrics
77
Econometric theory
58
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Discussion papers of interdisciplinary research project 373
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
CORE discussion paper : DP
24
Applied economics
22
The econometrics journal
18
Econometric reviews
13
Economics letters
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
10
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
9
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8
Economia internazionale
8
Journal of applied econometrics
8
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
American journal of agricultural economics
6
Journal of economic behavior & organization : JEBO
6
Resource and energy economics
6
IRTG 1792 discussion paper
5
International economic review
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Oxford bulletin of economics and statistics
5
Public choice
5
Working paper
5
Applied economics letters
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of empirical finance
4
Journal of post-Keynesian economics : JPKE
4
Journal of the American Statistical Association : JASA
4
OPEC review : energy economics and related issues
4
The American economic review
4
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28
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1
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
2
On the choice of prior in Bayesian model averaging
Einmahl, John H. J.
;
Kumar, Kamlesh
;
Magnus, Jan R.
-
2011
Persistent link: https://www.econbiz.de/10008807390
Saved in:
3
Burr utility
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
-
2010
Persistent link: https://www.econbiz.de/10003992254
Saved in:
4
Climate change, economic growth, and health
Ikefuji, Masako
;
Magnus, Jan R.
;
Sakamoto, Hiroaki
-
2010
Persistent link: https://www.econbiz.de/10003997740
Saved in:
5
Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
-
2010
Persistent link: https://www.econbiz.de/10008748390
Saved in:
6
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656441
Saved in:
7
Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form
Hong, Yongmiao
;
Lee, Yoon-jin
- In:
The review of economic studies
72
(
2005
)
2
,
pp. 499-541
Persistent link: https://www.econbiz.de/10002692476
Saved in:
8
Robust estimation of dimension reduction space
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002744203
Saved in:
9
On theil's errors
Magnus, Jan R.
(
contributor
);
Sinha, Ashoke K.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773672
Saved in:
10
Forecast accuracy after pretesting with an application to the stock market
Danilov, Dmitry L.
(
contributor
);
Magnus, Jan R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692432
Saved in:
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