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subject:"Forecasting model"
~person:"Harvey, David I."
~person:"Nolte, Ingmar"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Estimation theory
19
Schätztheorie
19
Time series analysis
12
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12
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8
Structural break
7
Strukturbruch
7
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5
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5
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Harvey, David I.
Nolte, Ingmar
Kumar, Dilip
10
Cai, Zongwu
7
Swanson, Norman R.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
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6
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6
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6
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5
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5
Lee, Ji Hyung
5
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5
Rossi, Barbara
5
Teräsvirta, Timo
5
Tu, Yundong
5
Ullah, Aman
5
Zhang, Xinyu
5
Baillie, Richard
4
Bauwens, Luc
4
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
Hendry, David F.
4
Kim, Donggyu
4
Koopman, Siem Jan
4
Phillips, Peter C. B.
4
Sbrana, Giacomo
4
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4
Shi, Yanlin
4
Taylor, Robert
4
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3
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3
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3
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3
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International journal of forecasting
1
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1
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1
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1
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Journal of forecasting
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
8
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
3
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
4
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:
5
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:
6
Improved inference in regression with overlapping observations
Britten-Jones, Mark
;
Neuberger, Anthony
;
Nolte, Ingmar
- In:
Journal of business finance & accounting : JBFA
38
(
2011
)
5/6
,
pp. 657-683
Persistent link: https://www.econbiz.de/10009269472
Saved in:
7
Forecast encompassing and parameter estimation
Harvey, David I.
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
suppl
,
pp. 815-835
Persistent link: https://www.econbiz.de/10003229053
Saved in:
8
Forecast evaluation tests in the presence of ARCH
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
Saved in:
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