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subject:"Germany"
subject:"Prognoseverfahren"
~person:"Demetrescu, Matei"
~person:"Tu, Yundong"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Estimation theory
32
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32
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16
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16
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11
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10
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10
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Demetrescu, Matei
Tu, Yundong
Kumar, Dilip
10
Lütkepohl, Helmut
8
Cai, Zongwu
7
Kapetanios, George
7
Swanson, Norman R.
7
Baltagi, Badi H.
6
Lahiri, Kajal
6
Shang, Han Lin
6
Taylor, James W.
6
Teräsvirta, Timo
6
Baillie, Richard
5
Fosten, Jack
5
Koop, Gary
5
Lechner, Michael
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Rossi, Barbara
5
Ullah, Aman
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Zhang, Xinyu
5
Bauwens, Luc
4
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
Harvey, David I.
4
Hendry, David F.
4
Hoffman, Dennis L.
4
Kim, Donggyu
4
Koopman, Siem Jan
4
Nolte, Ingmar
4
Phillips, Peter C. B.
4
Rasche, Robert H.
4
Sbrana, Giacomo
4
Sekhposyan, Tatevik
4
Shi, Yanlin
4
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Journal of econometrics
6
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1
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
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ECONIS (ZBW)
11
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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
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:
3
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:
4
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:
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
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:
7
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:
8
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
9
Forecasting cointegrated nonstationary time series with time-varying variance
Tu, Yundong
;
Yi, Yanping
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10011743781
Saved in:
10
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:
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