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subject:"Germany"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of econometrics"
~subject:"Statistische Verteilung"
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Germany
Schätztheorie
Statistische Verteilung
Theorie
3,258
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450
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367
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367
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Steel, Mark F. J.
12
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9
Werker, Bas J. M.
9
Chib, Siddhartha
8
Drost, Feike C.
7
Fernández, Carmen
7
Kleijnen, Jack P. C.
7
Osiewalski, Jacek
7
Soest, Arthur van
7
Gouriéroux, Christian
6
Härdle, Wolfgang
6
Lee, Lung-fei
6
Li, Qi
6
Moors, Johannes J. A.
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Phillips, Peter C. B.
6
Groenendaal, Willem J. van
5
Kohn, Robert
5
Nijman, Theodore E.
5
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5
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5
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4
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4
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Granger, C. W. J.
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4
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4
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Lee, Myoung-jae
4
Ullah, Aman
4
Čížek, Pavel
4
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3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
Europäische Hochschulschriften / 5
787
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468
Economics letters
441
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406
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307
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261
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252
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Oxford bulletin of economics and statistics
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84
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International journal of forecasting
79
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78
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ECONIS (ZBW)
558
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1
Consumption partial insurance in the presence of tail income risk
Ghosh, Anisha
;
Theloudis, Alexandros
-
2023
Persistent link: https://www.econbiz.de/10014339954
Saved in:
2
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
4
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
5
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
6
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
7
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
8
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
9
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
10
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
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