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subject:"Germany"
subject:"Prognoseverfahren"
~isPartOf:"Econometric reviews"
~language:"eng"
~subject:"Cointegration"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Cointegration
Volatility
Estimation theory
437
Schätztheorie
437
Theorie
131
Theory
131
Time series analysis
87
Zeitreihenanalyse
87
Nichtparametrisches Verfahren
81
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81
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64
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54
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21
Maximum likelihood estimation
19
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18
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18
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Teräsvirta, Timo
4
Maasoumi, Esfandiar
3
Bohn Nielsen, Heino
2
Cavaliere, Giuseppe
2
McAleer, Michael
2
Taylor, Robert
2
Wagner, Martin
2
Amado, Cristina
1
Ando, Tomohiro
1
Armah, Nii Ayi
1
Baltagi, Badi H.
1
Barassi, Marco R.
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Boswijk, Herman Peter
1
Breitung, Jörg
1
Bresson, Georges
1
Brownlees, Christian
1
Brune, Barbara
1
Brännäs, Kurt
1
Bura, Efstathia
1
Cai, Yuzhi
1
Cai, Zongwu
1
Cappuccio, Nunzio
1
Carrion i Silvestre, Josep Lluís
1
Catani, Paul
1
Chen, Qiang
1
Chevillon, Guillaume
1
De Angelis, Luca
1
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1
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1
Gu, Wentao
1
Guo, Feifei
1
Hansen, Peter Reinhard
1
Hellström, Jörgen
1
Hendry, David F.
1
Hirukawa, Masayuki
1
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1
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Econometric reviews
Journal of econometrics
240
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Journal of forecasting
73
Economics letters
66
Discussion paper / Tinbergen Institute
56
Econometric theory
50
Economic modelling
39
CREATES research paper
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of empirical finance
33
The econometrics journal
33
Econometrics : open access journal
31
Applied economics letters
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Cowles Foundation discussion paper
23
Applied economics
22
Quantitative finance
21
Discussion paper
20
Journal of financial econometrics
20
International journal of economics and financial issues : IJEFI
19
Journal of banking & finance
19
Journal of the American Statistical Association : JASA
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Finance research letters
18
NBER Working Paper
18
Oxford bulletin of economics and statistics
18
Computational economics
17
NBER working paper series
17
CESifo working papers
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Working paper
16
Discussion papers of interdisciplinary research project 373
15
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1
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
5
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
6
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
7
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
8
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
9
Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei
;
Ma, Yanyuan
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
Saved in:
10
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
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