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subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Statistischer Test
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
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304
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264
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264
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216
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212
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116
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98
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97
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61
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59
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Sun, Yixiao
6
Cai, Zongwu
5
Lee, Ji Hyung
5
White, Halbert
5
Demetrescu, Matei
4
Hsiao, Cheng
4
Su, Liangjun
4
Taylor, Robert
4
Andersen, Torben
3
Andrews, Donald W. K.
3
Baltagi, Badi H.
3
Corradi, Valentina
3
Escanciano, Juan Carlos
3
Francq, Christian
3
Georgiev, Iliyan
3
Kim, Donggyu
3
Lavergne, Pascal
3
Li, Qi
3
Lu, Xun
3
McCracken, Michael W.
3
Moreira, Marcelo J.
3
Phillips, Peter C. B.
3
Robinson, Peter M.
3
Rodrigues, Paulo M. M.
3
Rossi, Barbara
3
Shi, Xiaoxia
3
Swanson, Norman R.
3
Tu, Yundong
3
Varneskov, Rasmus Tangsgaard
3
Armstrong, Timothy B.
2
Aït-Sahalia, Yacine
2
Caner, Mehmet
2
Cheng, Xu
2
Clark, Todd E.
2
Doko Tchatoka, Firmin
2
Elliott, Graham
2
Fan, Jianqing
2
Fan, Rui
2
Gao, Jiti
2
Ghysels, Eric
2
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of econometrics
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Journal of forecasting
72
Economics letters
66
Econometric reviews
65
Econometric theory
53
The econometrics journal
46
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24
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24
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22
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19
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19
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18
Quantitative economics : QE ; journal of the Econometric Society
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Insurance / Mathematics & economics
17
Journal of time series econometrics
16
Journal of empirical finance
15
Applied economics
14
Computational economics
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Journal of financial econometrics
14
European journal of operational research : EJOR
13
Journal of banking & finance
13
Oxford bulletin of economics and statistics
13
Finance research letters
12
Journal of applied econometrics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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10
Risks : open access journal
9
Astin bulletin : the journal of the International Actuarial Association
8
Cambridge working papers in economics
8
Journal of macroeconomics
8
International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Journal of econometric methods
7
Journal of financial economics
7
Journal of quantitative economics
7
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
212
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
Saved in:
3
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Fan, Yanqin
;
Shi, Xuetao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2005-2026
Persistent link: https://www.econbiz.de/10014471442
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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