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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Share price
Kointegration
Estimation theory
599
Schätztheorie
599
Time series analysis
149
Zeitreihenanalyse
149
Theorie
147
Theory
147
Nichtparametrisches Verfahren
122
Nonparametric statistics
122
Estimation
91
Schätzung
91
Regression analysis
88
Regressionsanalyse
88
Panel
80
Panel study
80
Statistical test
67
Statistischer Test
67
Method of moments
42
Momentenmethode
42
Cointegration
35
Statistical theory
35
Statistische Methodenlehre
35
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33
Autokorrelation
33
Bayes-Statistik
31
Bayesian inference
31
Bootstrap approach
30
Bootstrap-Verfahren
30
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30
Monte Carlo simulation
29
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29
Volatility
27
Volatilität
27
Maximum likelihood estimation
25
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25
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25
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25
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25
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25
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35
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English
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Gao, Jiti
12
Hyndman, Rob J.
9
Athanasopoulos, George
4
Vahid, Farshid
4
Cai, Biqing
3
Dong, Chaohua
3
Martin, Gael M.
3
Bohn Nielsen, Heino
2
Cavaliere, Giuseppe
2
Cheng, Tingting
2
Frazier, David T.
2
Jiang, Bin
2
Koo, Bonsoo
2
Linton, Oliver
2
Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Peng, Bin
2
Taylor, Robert
2
Tjostheim, Dag
2
Tu, Yundong
2
Wagner, Martin
2
Yin, Jiying
2
Ando, Tomohiro
1
Armah, Nii Ayi
1
Armstrong, Jon Scott
1
Ashouri, Mahsa
1
Bailey, Natalia
1
Baltagi, Badi H.
1
Barassi, Marco R.
1
Ben Taieb, Souhaib
1
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Boswijk, Herman Peter
1
Breitung, Jörg
1
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1
Brune, Barbara
1
Brännäs, Kurt
1
Bura, Efstathia
1
Cappuccio, Nunzio
1
Carrion i Silvestre, Josep Lluís
1
Chevillon, Guillaume
1
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Econometric reviews
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
171
International journal of forecasting
115
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
50
Discussion paper / Tinbergen Institute
39
Econometric theory
37
Economic modelling
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Econometrics : open access journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CREATES research paper
26
The econometrics journal
24
Applied economics
22
Applied economics letters
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Journal of empirical finance
21
Cowles Foundation discussion paper
20
Journal of banking & finance
20
International journal of economics and financial issues : IJEFI
19
Working paper
19
CESifo working papers
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Finance research letters
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Quantitative finance
15
Computational economics
14
Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Journal of the American Statistical Association : JASA
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NBER working paper series
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Oxford bulletin of economics and statistics
14
Cowles Foundation Discussion Paper
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Insurance / Mathematics & economics
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NBER Working Paper
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Cambridge working papers in economics
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Discussion paper
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Journal of financial econometrics
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1
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
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:
3
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:
4
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
5
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:
6
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:
7
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
8
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:
9
Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin
;
Keith, Jonathan
;
Zhang, Xibin
-
2020
Persistent link: https://www.econbiz.de/10012697180
Saved in:
10
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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