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isPartOf:"TRACE discussion papers / Tinbergen Institute"
subject:"Probability theory"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~type:"article"
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Probability theory
Prognoseverfahren
Estimation theory
1,626
Schätztheorie
1,626
Theorie
366
Theory
366
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
308
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307
Regression analysis
267
Regressionsanalyse
267
Estimation
215
Schätzung
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Panel
156
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Statistical test
148
Statistischer Test
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Volatility
116
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Method of moments
99
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Induktive Statistik
82
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Cointegration
62
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61
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61
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59
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59
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Lee, Ji Hyung
5
Rodrigues, Paulo M. M.
4
Taylor, Robert
4
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kim, Donggyu
3
McCracken, Michael W.
3
Tu, Yundong
3
Andersen, Torben
2
Cai, Zongwu
2
Clark, Todd E.
2
Fan, Jianqing
2
Fan, Rui
2
Hajivassiliou, Vassilis Argyrou
2
Hansen, Bruce E.
2
Koopman, Siem Jan
2
Ng, Serena
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Simoni, Anna
2
Swanson, Norman R.
2
Wang, Yulong
2
Athanasopoulos, George
1
Aït-Sahalia, Yacine
1
Bai, Jushan
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
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1
Bauwens, Luc
1
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Bollerslev, Tim
1
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1
Börsch-Supan, Axel
1
Chaudhuri, Saraswata
1
Chen, Haiqiang
1
Cheng, Xu
1
Chevillon, Guillaume
1
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TRACE discussion papers / Tinbergen Institute
Journal of econometrics
International journal of forecasting
114
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Insurance / Mathematics & economics
21
Econometric reviews
20
Econometric theory
20
Statistics in transition : an international journal of the Polish Statistical Association
20
European journal of operational research : EJOR
19
Journal of the American Statistical Association : JASA
16
The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Finance research letters
12
Astin bulletin : the journal of the International Actuarial Association
11
Order statistics: applications
11
Applied economics
10
Computational economics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of banking & finance
10
Journal of empirical finance
10
Quantitative finance
10
Risks : open access journal
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of quantitative economics
9
Economic modelling
8
International journal of production economics
8
Journal of applied econometrics
8
Journal of financial econometrics
8
Journal of risk and financial management : JRFM
8
Oxford bulletin of economics and statistics
8
Scandinavian actuarial journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
International Journal of Energy Economics and Policy : IJEEP
7
Journal of macroeconomics
7
Statistical papers
7
Applied economics letters
6
Econometrics : open access journal
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Journal of economic dynamics & control
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Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
5
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
6
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
7
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
8
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
9
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
10
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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