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language:"eng"
subject:"Prognoseverfahren"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Statistical inference"
~subject:"VAR-Modell"
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Prognoseverfahren
Statistical inference
VAR-Modell
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
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Regression analysis
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Regressionsanalyse
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Cointegration
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Statistischer Test
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Nichtparametrisches Verfahren
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Markov-Kette
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cointegration
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Nichtlineare Regression
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Nonlinear regression
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Structural break
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VAR model
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Abbara, Omar
1
Anatolyev, Stanislav
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Candelon, Bertrand
1
Chan, Joshua
1
Chen, Haiqiang
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Chong, Terence Tai-Leung
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Croux, Christophe
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Donayre, Luiggi
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Donfack, Morvan Nongni
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Eisenstat, Eric
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Eo, Yunjong
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Escribano, Álvaro
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Koop, Gary
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Kristensen, Johannes Tang
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Lahiri, Kajal
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Licht, Adrian
1
Lieb, Lenard
1
Liu, Wei
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Lovcha, Yuliya
1
Maynard, Alex S.
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Morley, James C.
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Paccagnini, Alessia
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Reusens, Peter
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Stevanovic, Dalibor
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
179
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Journal of forecasting
73
CEMMAP working papers / Centre for Microdata Methods and Practice
58
Economics letters
55
Econometric theory
38
The econometrics journal
36
Journal of the American Statistical Association : JASA
31
Cowles Foundation Discussion Paper
30
Discussion paper / Tinbergen Institute
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Econometric reviews
28
Cowles Foundation discussion paper
25
CREATES research paper
24
Econometrics : open access journal
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Working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Quantitative economics : QE ; journal of the Econometric Society
20
CESifo working papers
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Discussion papers / CEPR
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Economic modelling
17
Journal of empirical finance
16
NBER working paper series
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Insurance / Mathematics & economics
15
Discussion paper series / IZA
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Journal of banking & finance
14
Working papers series in theoretical and applied economics
14
Computational economics
13
European journal of operational research : EJOR
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Journal of applied econometrics
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Journal of economic dynamics & control
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NBER Working Paper
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Journal of financial econometrics
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ECONIS (ZBW)
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
6
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
Saved in:
7
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples
Donayre, Luiggi
;
Eo, Yunjong
;
Morley, James C.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011886522
Saved in:
8
Estimation and inference of threshold regression models with measurement errors
Chong, Terence Tai-Leung
;
Chen, Haiqiang
;
Wong, Tsz-Nga
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011897392
Saved in:
9
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
Saved in:
10
Common time variation of parameters in reduced-form macroeconomic models
Stevanovic, Dalibor
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 159-183
Persistent link: https://www.econbiz.de/10011507469
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