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person:"Trojani, Fabio"
subject:"Forecasting model"
~language:"eng"
~person:"Croux, Christophe"
~type_genre:"Arbeitspapier"
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Forecasting model
Estimation theory
35
Schätztheorie
35
Robust statistics
16
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16
Regression analysis
10
Regressionsanalyse
10
Time series analysis
8
Zeitreihenanalyse
8
Estimation
6
Multivariate Analyse
6
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6
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6
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6
ARCH model
5
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5
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5
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Dynamic programming
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Dynamische Optimierung
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Sparse estimation
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VAR-Modell
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Yield curve
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Zinsstruktur
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Econometrics
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Forecasting
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Trojani, Fabio
Croux, Christophe
Marcellino, Massimiliano
14
Swanson, Norman R.
13
Huber, Florian
11
Koop, Gary
11
Hyndman, Rob J.
9
Athanasopoulos, George
7
Cai, Zongwu
7
Clark, Todd E.
7
Corradi, Valentina
7
Vahid, Farshid
7
Audrino, Francesco
6
Dijk, Dick van
6
Jordà, Òscar
6
Koopman, Siem Jan
6
Rossi, Barbara
6
Diebold, Francis X.
5
Gao, Jiti
5
Guillén, Osmani Teixeira de Carvalho
5
Issler, João Victor
5
Mitchell, James
5
Armah, Nii Ayi
4
Chevillon, Guillaume
4
Craig, Ben R.
4
Giacomini, Raffaella
4
Hendry, David F.
4
Keller, Joachim G.
4
Knüppel, Malte
4
Linton, Oliver
4
Magnus, Jan R.
4
McCracken, Michael W.
4
Phillips, Peter C. B.
4
Sekhposyan, Tatevik
4
White, Halbert
4
Andersen, Torben
3
Cai, Michael
3
Cheng, Tingting
3
Crespo Cuaresma, Jesús
3
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3
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KBI
3
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1
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1
Working papers on finance
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ECONIS (ZBW)
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1
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
2
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
3
Sparse and robust factor modelling
Croux, Christophe
;
Exterkate, Peter
-
2011
Persistent link: https://www.econbiz.de/10009720758
Saved in:
4
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
5
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
6
Robust forecasting with exponential and Holt-Winters smoothing
Gelper, Sarah
(
contributor
);
Fried, Roland
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003623718
Saved in:
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