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subject:"Game theory"
subject:"Lernprozess"
~isPartOf:"Journal of applied econometrics"
~subject:"Time series analysis"
~subject:"Volatilität"
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Game theory
Lernprozess
Time series analysis
Volatilität
Theorie
560
Theory
560
Estimation
142
Schätzung
142
Estimation theory
136
Schätztheorie
136
USA
94
United States
94
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89
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64
Prognoseverfahren
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Volatility
33
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English
121
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Franses, Philip Hans
4
Pesaran, M. Hashem
4
Carriero, Andrea
3
Clark, Todd E.
3
Clements, Michael P.
3
Koop, Gary
3
Koopman, Siem Jan
3
Marcellino, Massimiliano
3
Bollerslev, Tim
2
Creal, Drew
2
Dijk, Herman K. van
2
Galvão, Ana Beatriz C.
2
Ghysels, Eric
2
Hafner, Christian M.
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Jäger, Albert
2
Kapetanios, George
2
Kunst, Robert M.
2
Lucas, André
2
Neusser, Klaus
2
Nielsen, Morten Ørregaard
2
Paap, Richard
2
Psaradakis, Zacharias G.
2
Sola, Martin
2
Vredin, Anders
2
Warne, Anders
2
Amacher, Gregory S.
1
Andersen, Torben
1
Andreou, Elena
1
Bai, Yu
1
Bailey, Natalia
1
Baillie, Richard
1
Baltagi, Badi H.
1
Basistha, Arabinda
1
Bauwens, Luc
1
Becker, Ralf
1
Berg, Gerard J. van den
1
Bergström, Reinhold
1
Beyer, Andreas
1
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Journal of applied econometrics
Games and economic behavior
736
Economics letters
599
Journal of economic theory
560
Journal of econometrics
429
International journal of forecasting
343
Journal of economic dynamics & control
324
Discussion paper / Tinbergen Institute
320
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
302
Working paper / National Bureau of Economic Research, Inc.
297
Discussion paper / Center for Economic Research, Tilburg University
292
Discussion paper / Centre for Economic Policy Research
287
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
283
NBER working paper series
264
Journal of forecasting
260
Economic theory : official journal of the Society for the Advancement of Economic Theory
256
NBER Working Paper
252
Journal of economic behavior & organization : JEBO
248
Working paper
228
Econometric theory
198
International journal of game theory : official journal of the Game Theory Society
194
Economic modelling
186
CESifo working papers
173
Econometric reviews
166
Applied economics
158
CORE discussion paper : DP
156
The American economic review
152
Journal of banking & finance
142
Management science : journal of the Institute for Operations Research and the Management Sciences
139
The review of economic studies
138
Mathematical social sciences
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
128
European journal of operational research : EJOR
126
International economic review
126
Computational economics
124
European economic review : EER
124
Macroeconomic dynamics
123
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
122
Applied economics letters
117
Energy economics
116
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ECONIS (ZBW)
121
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
3
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
4
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
5
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
6
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
7
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
8
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
9
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
10
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
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