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subject:"Germany"
subject:"Prognoseverfahren"
~person:"Demetrescu, Matei"
~person:"Rasche, Robert H."
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
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19
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Demetrescu, Matei
Rasche, Robert H.
Kumar, Dilip
10
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8
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7
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7
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ECONIS (ZBW)
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
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:
3
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:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
6
Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei
- In:
Economics letters
124
(
2014
)
2
,
pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
Saved in:
7
A vector error-correction forecasting model of the US economy
Anderson, Richard G.
;
Hoffman, Dennis L.
;
Rasche, Robert H.
- In:
Journal of macroeconomics
24
(
2002
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10001729047
Saved in:
8
Comments on: "A vector error-correction forecasting model of the US economy"
Swanson, Norman R.
- In:
Journal of macroeconomics
24
(
2002
)
4
,
pp. 599-606
Persistent link: https://www.econbiz.de/10001729049
Saved in:
9
Comments on: "A vector error-correction forecasting model of the US economy"
Lastrapes, William Dean
- In:
Journal of macroeconomics
24
(
2002
)
4
,
pp. 607-611
Persistent link: https://www.econbiz.de/10001729050
Saved in:
10
The stability of long-run money demand in five industrial countries
Hoffman, Dennis L.
- In:
Journal of monetary economics
35
(
1995
)
2
,
pp. 317-339
Persistent link: https://www.econbiz.de/10001182030
Saved in:
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