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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"CREATES research paper"
~isPartOf:"Economic modelling"
~subject:"Estimation"
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Prognoseverfahren
Estimation
Estimation theory
287
Schätztheorie
287
Time series analysis
93
Zeitreihenanalyse
93
Schätzung
71
Theorie
36
Theory
36
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Hillebrand, Eric
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Nielsen, Morten Ørregaard
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Bu, Ruijun
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Cavaliere, Giuseppe
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Demetrescu, Matei
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Hadri, Kaddour
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Kristensen, Dennis
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Kumar, Dilip
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Lee, Tae-hwy
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Lunde, Asger
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Silvennoinen, Annastiina
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Taylor, Robert
2
Teräsvirta, Timo
2
Varneskov, Rasmus Tangsgaard
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Acocella, Nicola
1
Ai, Xin
1
Ali, Faek Menla
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1
Castillo B., Paul
1
Chandon, Pierre
1
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Chen, Feng
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Faculty & research / Insead : working paper series
CREATES research paper
Economic modelling
Journal of econometrics
268
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
129
International journal of forecasting
117
Journal of forecasting
81
Econometric reviews
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Discussion paper series / IZA
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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CESifo working papers
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Journal of banking & finance
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The econometrics journal
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Journal of the American Statistical Association : JASA
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Econometrics : open access journal
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European journal of operational research : EJOR
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Journal of financial econometrics
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Working papers series in theoretical and applied economics
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The review of economics and statistics
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ECONIS (ZBW)
88
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
8
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
9
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
10
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
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