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person:"Lesage, James P."
subject:"Prognoseverfahren"
~person:"Harvey, David I."
~person:"Shang, Han Lin"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Time series analysis
Estimation theory
56
Schätztheorie
56
Zeitreihenanalyse
21
Forecasting model
17
Regression analysis
12
Regressionsanalyse
12
Estimation
10
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10
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10
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10
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9
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Panel study
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MCMC estimation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Spillover-Effekt
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English
30
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Lesage, James P.
Harvey, David I.
Shang, Han Lin
Phillips, Peter C. B.
106
Gao, Jiti
78
Koopman, Siem Jan
56
Swanson, Norman R.
44
Franses, Philip Hans
43
Johansen, Søren
43
Lütkepohl, Helmut
42
Teräsvirta, Timo
41
Nielsen, Morten Ørregaard
38
Kapetanios, George
35
Koop, Gary
34
Pesaran, M. Hashem
33
Linton, Oliver
32
Hendry, David F.
31
Harvey, Andrew C.
29
Taylor, Robert
28
Leybourne, Stephen James
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Sibbertsen, Philipp
26
Lucas, André
25
Stock, James H.
25
Watson, Mark W.
25
West, Kenneth D.
25
Cai, Zongwu
24
Li, Degui
24
Maravall Herrero, Agustín
24
Nielsen, Bent
24
Perron, Pierre
24
Corradi, Valentina
23
Diebold, Francis X.
23
Marcellino, Massimiliano
23
Robinson, Peter M.
23
Caporale, Guglielmo Maria
22
Chambers, Marcus J.
22
Haldrup, Niels
22
Peng, Bin
22
Brännäs, Kurt
21
Dong, Chaohua
21
Hassler, Uwe
21
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Journal of econometrics
5
International journal of forecasting
3
Journal of forecasting
3
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Application of operations research to financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
CREATES Research Paper
1
Econometric theory
1
Insurance / Mathematics & economics
1
International regional science review
1
Journal of empirical finance
1
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
1
Scandinavian actuarial journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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ECONIS (ZBW)
30
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1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
2
Multi-population modelling and forecasting life-table death counts
Shang, Han Lin
;
Haberman, Steven
;
Xu, Ruofan
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 239-253
Persistent link: https://www.econbiz.de/10013380527
Saved in:
3
A comparison of hurst exponent estimators in long-range dependent curve time series
Shang, Han Lin
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012258318
Saved in:
4
Dynamic principal component regression for forecasting functional time series in a group structure
Shang, Han Lin
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 307-322
Persistent link: https://www.econbiz.de/10012262738
Saved in:
5
Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin
;
Yang, Yang
;
Kearney, Fearghal
- In:
Application of operations research to financial markets
,
(pp. 331-354)
.
2019
Persistent link: https://www.econbiz.de/10012160005
Saved in:
6
Dynamic principal component regression : application to age-specific mortality forecasting
Shang, Han Lin
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012116374
Saved in:
7
Forecasting of density functions with an application to cross-sectional and intraday returns
Kokoszka, Piotr
;
Miao, Hong
;
Petersen, Alexander
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1304-1317
Persistent link: https://www.econbiz.de/10012305317
Saved in:
8
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
9
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
Saved in:
10
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
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