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~institution:"Econometrisch Instituut <Rotterdam>"
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Time series analysis
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Franses, Philip Hans
8
Dijk, Dick van
5
Dijk, Herman K. van
4
Paap, Richard
3
Hafner, Christian M.
2
Brito, Marisa P. de
1
Harvey, Andrew C.
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Laan, Erwin A. van der
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Siliverstovs, Boriss
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Toktay, L. Beril
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Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
471
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
71
Ekonomiska forskningsinstitutet <Stockholm>
67
European University Institute / Department of Economics
39
Federal Reserve Bank of St. Louis
32
OECD
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European University Institute / Department of Law
21
Centre for Quantitative Economics & Computing
18
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Springer Fachmedien Wiesbaden
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Umeå universitet
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
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Institut für Weltwirtschaft
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London School of Economics and Political Science
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Christel DeHaan Tourism and Travel Research Institute <Nottingham>
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Institut für Höhere Studien
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Konjunkturforschungsstelle <Zürich>
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Österreichisches Institut für Wirtschaftsforschung
10
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Econometric Institute research papers
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ECONIS (ZBW)
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Selecting a nonlinear time series model using weighted tests of equal forecast accuracy
Dijk, Dick van
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783554
Saved in:
2
Forecasting industrial production with linear, nonlinear, and structural change models
Siliverstovs, Boriss
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783904
Saved in:
3
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
4
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
Saved in:
5
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
6
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702113
Saved in:
7
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722218
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8
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Saved in:
9
On modeling panels of time series
Franses, Philip Hans
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692936
Saved in:
10
Does Africa grow slower than Asia and Latin America?
Paap, Richard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783539
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