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~isPartOf:"Journal of econometrics"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Franses, Philip Hans"
~person:"Hammoudeh, Shawkat"
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Kreditderivat"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~subject:"Risk measure"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Estimation
Haftung
Inflation
Kreditderivat
Monetary policy
Prognoseverfahren
Risk measure
Theory
Time series analysis
Welt
Ölpreis
Theorie
5
Zeitreihenanalyse
5
Estimation theory
4
Schätztheorie
4
Saisonale Schwankungen
3
Seasonal variations
3
Bibliometrics
2
Bibliometrie
2
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2
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1950-1992
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Science
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Type of publication
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Article
8
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Article in journal
Aufsatz im Buch
Conference paper
Multi-volume publication
Aufsatz in Zeitschrift
8
Language
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Bosnian
English
Author
All
Fabozzi, Frank J.
Franses, Philip Hans
Hammoudeh, Shawkat
Phillips, Peter C. B.
51
Linton, Oliver
31
Taylor, Robert
27
Ghysels, Eric
21
Timmermann, Allan
21
Gouriéroux, Christian
20
Pesaran, M. Hashem
19
Koop, Gary
18
Lee, Lung-fei
18
Swanson, Norman R.
18
Xiao, Zhijie
18
Bollerslev, Tim
17
Park, Joon Y.
17
Diebold, Francis X.
16
Gao, Jiti
16
Robinson, Peter M.
16
Tauchen, George Eugene
16
Todorov, Viktor
16
Yu, Jun
16
Aït-Sahalia, Yacine
15
Hsiao, Cheng
15
Hong, Yongmiao
14
Leybourne, Stephen James
14
White, Halbert
14
Baltagi, Badi H.
13
Chen, Xiaohong
13
Corradi, Valentina
13
Li, Qi
13
McAleer, Michael
13
Renault, Eric
13
Schmidt, Peter
13
Dufour, Jean-Marie
12
Elliott, Graham
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Andersen, Torben
11
Barnett, William A.
11
Cai, Zongwu
11
Chib, Siddhartha
11
Dijk, Herman K. van
11
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Journal of econometrics
Energy economics
41
Applied economics
24
International journal of forecasting
20
Valuation, financial modeling, and quantitative tools
16
The handbook of fixed income securities
15
Economics letters
14
International review of economics & finance : IREF
14
Journal of forecasting
14
Journal of international financial markets, institutions & money
13
The journal of fixed income
11
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
International review of financial analysis
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of banking & finance
8
The journal of portfolio management : JPM
8
Computational economics
7
Econometric reviews
7
Emerging markets review
7
Financial markets and instruments
7
International journal of theoretical and applied finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Applied economics letters
6
Applied financial economics
6
Economic modelling
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Journal of applied econometrics
6
Oxford bulletin of economics and statistics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of international money and finance
5
Journal of risk and financial management : JRFM
5
Research in international business and finance
5
European journal of operational research : EJOR
4
Journal of economic surveys
4
Pacific-Basin finance journal
4
Technological forecasting & social change : an international journal
4
The journal of asset management
4
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ECONIS (ZBW)
8
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8
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1
Cointegration in a historical perspective
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Dijk, Dick van
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 156-159
Persistent link: https://www.econbiz.de/10008826866
Saved in:
2
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:
3
Seasonality and non-linear price effects in scanner-data-based market-response models
Fok, Dennis
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 231-251
Persistent link: https://www.econbiz.de/10003451760
Saved in:
4
Testing for common deterministic trend slopes
Vogelsang, Timothy J.
;
Franses, Philip Hans
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10002538623
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
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:
7
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:
8
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:
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