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van Dijk, Dick
33
Diks, Cees
13
Panchenko, Valentyn
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9
Franses, Philip Hans
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Paap, Richard
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International journal of forecasting
10
Journal of economic dynamics & control
9
Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Applied financial economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
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Economics letters
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Journal of forecasting
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Journal of international money and finance
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Journal of macroeconomics
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Marine policy : the international journal of ocean affairs
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Business economics : the journal of the National Association of Business Economists
1
Computational economics
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Econometric reviews
1
El trimestre económico
1
Emerging markets review
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Financial analysts' journal : FAJ
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International journal of central banking : IJCB
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International journal of corporate governance : IJCG
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Journal of development economics
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Journal of economic behavior & organization : JEBO
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Journal of empirical finance
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Journal of evolutionary economics : JEE
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Maandblad voor accountancy en bedrijfseconomie : MAB
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Oxford bulletin of economics and statistics
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The review of economics and statistics
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Likelihood-based scoring rules for comparing density forecasts in tails
Diks, Cees
;
Panchenko, Valentyn
;
van Dijk, Dick
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10009163367
Saved in:
2
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees
;
Panchenko, Valentyn
;
van Dijk, Dick
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1596-1610
Persistent link: https://www.econbiz.de/10008640062
Saved in:
3
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics
Diks, Cees
;
Hommes, Cars
;
Panchenko, Valentyn
;
Weide, Roy
- In:
Computational economics
32
(
2008
)
1
,
pp. 221
Persistent link: https://www.econbiz.de/10008076736
Saved in:
4
A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
30
(
2006
)
9
,
pp. 1647-1670
Persistent link: https://www.econbiz.de/10007287977
Saved in:
5
A note on the Hiemstra-Jones test for Granger non-causality
Diks, Cees
;
Panchenko, Valentyn
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10009949845
Saved in:
6
Rank-based entropy tests for serial independence
Diks, Cees
;
Panchenko, Valentyn
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009949913
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7
Book Reviews - Non-Linear Time Series Models in Empirical Finance
Franses, Philip Hans
;
Dijk, Dick van
;
Kmenta, Jan
- In:
Business economics : the journal of the National …
36
(
2001
)
2
,
pp. 62
Persistent link: https://www.econbiz.de/10006447498
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8
Time-Varying Smooth Transition Autoregressive Models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10008215778
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9
Special Section on Consumer Price Research - 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/10008218548
Saved in:
10
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/10008222813
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