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~person:"Dijk, Dick van"
~person:"Mills, Terence C."
~subject:"New institutional economics"
~subject:"Time series analysis"
~subject:"Umweltbewertung"
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New institutional economics
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Dijk, Dick van
Mills, Terence C.
Gil-Alaña, Luis A.
167
Franses, Philip Hans
146
Caporale, Guglielmo Maria
132
Koopman, Siem Jan
131
Phillips, Peter C. B.
129
Lütkepohl, Helmut
73
Härdle, Wolfgang
71
Koop, Gary
71
Pesaran, M. Hashem
68
McAleer, Michael
65
Teräsvirta, Timo
64
Harvey, Andrew C.
61
Stock, James H.
60
Dijk, Herman K. van
58
Sibbertsen, Philipp
58
Maravall Herrero, Agustín
56
Kunst, Robert M.
55
Swanson, Norman R.
54
Granger, C. W. J.
53
Lucas, André
53
Marcellino, Massimiliano
52
Gupta, Rangan
51
Watson, Mark W.
51
Engle, Robert F.
50
Hyndman, Rob J.
50
Hassler, Uwe
49
Hallin, Marc
45
Kapetanios, George
44
Proietti, Tommaso
44
Bauwens, Luc
43
Gao, Jiti
43
Ghysels, Eric
43
Perron, Pierre
43
Taylor, Robert
42
Timmermann, Allan
42
Hendry, David F.
40
Ravazzolo, Francesco
40
Saikkonen, Pentti
40
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
81
Showing
1
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10
of
81
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1
Macroeconomic forecasting with matched principal components
Heij, Christiaan
;
Dijk, Dick van
;
Groenen, Patrick J. F.
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10003661236
Saved in:
2
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:
3
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
4
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
5
Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003739119
Saved in:
6
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Dijk, Dick van
-
2010
Persistent link: https://www.econbiz.de/10003937282
Saved in:
7
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
;
Dijk, Dick van
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 833-839
Persistent link: https://www.econbiz.de/10002223475
Saved in:
8
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
9
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
10
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10001410684
Saved in:
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