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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Estimation theory
738
Schätztheorie
738
Theorie
213
Theory
213
Estimation
182
Schätzung
181
Time series analysis
174
Zeitreihenanalyse
174
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124
Nonparametric statistics
124
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34
Simulation
34
Bootstrap approach
33
Bootstrap-Verfahren
33
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33
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Kumar, Dilip
3
Ling, Shiqing
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Tsay, Ruey S.
3
Bauwens, Luc
2
Cai, Zongwu
2
Lechner, Michael
2
Liesenfeld, Roman
2
Maheswaran, S.
2
Otter, Pieter W.
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Peng, Liang
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Poskitt, Donald Stephen
2
Russell, Jeffrey R.
2
Sheppard, Kevin
2
Zhang, Xinyu
2
Ai, Xin
1
Aielli, Gian Piero
1
Amado, Cristina
1
Ang, Andrew
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Baillie, Richard T.
1
Bandi, Federico M.
1
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1
Bera, Anil K.
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Chen, Ying
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Christiano, Lawrence J.
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Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
121
International journal of forecasting
116
Journal of forecasting
73
Econometric theory
47
Economics letters
46
Discussion paper / Tinbergen Institute
42
Econometric reviews
25
The econometrics journal
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of empirical finance
22
Working paper / Department of Econometrics and Business Statistics, Monash University
22
CREATES research paper
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
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20
Finance research letters
20
Europäische Hochschulschriften / 5
18
Applied economics
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Journal of banking & finance
16
Journal of the American Statistical Association : JASA
16
Insurance / Mathematics & economics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk and financial management : JRFM
15
Applied economics letters
14
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics
14
Journal of risk
14
Journal of time series econometrics
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Computational economics
12
Discussion paper / Center for Economic Research, Tilburg University
12
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Discussion paper series / IZA
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Econometrics : open access journal
12
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Working papers / Rutgers University, Department of Economics
12
European journal of operational research : EJOR
11
International Journal of Energy Economics and Policy : IJEEP
11
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ECONIS (ZBW)
94
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
3
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
4
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:
5
Predicting the global minimum variance portfolio
Reh, Laura
;
Krüger, Fabian
;
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 440-452
Persistent link: https://www.econbiz.de/10014448239
Saved in:
6
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
7
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
8
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
9
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
Saved in:
10
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
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