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Time-varying smooth transition...
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United States
Zeitreihenanalyse
211
Theorie
203
Time series analysis
200
Theory
190
Prognoseverfahren
121
Forecasting model
112
Schätztheorie
94
Volatilität
94
Volatility
91
Estimation theory
90
ARCH-Modell
80
ARCH model
73
Nichtlineare Regression
72
Nonlinear regression
72
Schätzung
63
Estimation
59
USA
49
Business cycle
37
Kapitaleinkommen
36
Börsenkurs
35
Autokorrelation
34
Capital income
34
Autocorrelation
33
Konjunktur
33
Correlation
30
Korrelation
30
Bayes-Statistik
29
Share price
29
Strukturbruch
29
Bayesian inference
27
Structural break
27
Markov-Kette
26
Regression analysis
26
Regressionsanalyse
26
Markov chain
25
Statistische Verteilung
24
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23
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22
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22
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20
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3
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Book / Working Paper
25
Article
16
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Arbeitspapier
22
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22
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22
Article in journal
17
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17
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1
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1
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1
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English
41
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Dijk, Dick van
35
Franses, Philip Hans
7
Teräsvirta, Timo
6
Wel, Michel van der
5
Martens, Martin
4
Paap, Richard
4
Sensier, Marianne
4
Groenen, Patrick J. F.
3
Heij, Christiaan
3
Pooter, Michiel de
3
Ravazzolo, Francesco
3
Çakmaklı, Cem
3
Lucas, André
2
Lumsdaine, Robin L.
2
Opschoor, Anne
2
Scholtus, Martin L.
2
Taylor, Nicholas
2
Bannouh, Karim
1
Bataa, Erdenebat
1
Chulia-Soler, Helena
1
Chuliá, Helena
1
Diks, Cees G. H.
1
Fidrmuc, Jana P.
1
Fok, Dennis
1
Frijns, Bart
1
González, Andrés
1
Granger, C. W. J.
1
Hauwe, Sjoerd van den
1
He, Changli
1
Hubrich, Kirstin
1
Osborn, Denise R.
1
Ozturk, Sait R.
1
Palandri, Alessandro
1
Panchenko, Valentyn
1
Roosenboom, Peter
1
Rothman, Philip
1
Swanson, Norman R.
1
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Centre for Growth and Business Cycle Research <Manchester>
2
Norges Bank / Utredningsavdelingen
2
Ekonomiska forskningsinstitutet <Stockholm>
1
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Discussion paper / Tinbergen Institute
9
Discussion paper series
3
Econometric Institute research papers
3
Arbeidsnotat / Norges Bank
2
Arbeidsnotat / Norges Bank / Norges Bank
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Macroeconomic dynamics
2
CREATES research paper
1
ERIM report series research in management
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International finance discussion papers
1
Journal of banking & finance
1
Journal of econometrics
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
New Zealand economic papers
1
Review of finance : journal of the European Finance Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic journal : the journal of the Royal Economic Society
1
The review of economics and statistics
1
Working paper / National Bureau of Economic Research, Inc.
1
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1
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ECONIS (ZBW)
41
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1
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:
2
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
3
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754160
Saved in:
4
The effects of Federal funds target rate changes on S&P100 stock returns, volatilities, and correlations
Chulia-Soler, Helena
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003651504
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
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
Saved in:
7
Macroeconomic forecasting with real-time data : an empirical comparison
Heij, Christiaan
;
Dijk, Dick van
;
Groenen, Patrick J. F.
-
2009
Persistent link: https://www.econbiz.de/10003908624
Saved in:
8
Changes in international business cycle affiliations
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
-
2009
Persistent link: https://www.econbiz.de/10003935265
Saved in:
9
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:
10
Nonlinear analysis of electricity prices
Dijk, Dick van
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003558991
Saved in:
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