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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bootstrap approach"
~subject:"Kointegration"
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Prognoseverfahren
Share price
Bootstrap approach
Kointegration
Estimation theory
162
Schätztheorie
162
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
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Nonparametric statistics
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Estimation
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Statistical theory
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Statistische Methodenlehre
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Bootstrap-Verfahren
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Australia
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Australien
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Börsenkurs
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Causality analysis
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Gao, Jiti
13
Hyndman, Rob J.
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Martin, Gael M.
5
Athanasopoulos, George
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Vahid, Farshid
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Dong, Chaohua
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Peng, Bin
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Poskitt, Donald Stephen
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Frazier, David T.
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Grose, Simone D.
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Jiang, Bin
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Koo, Bonsoo
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Linton, Oliver
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Litvinova, Svetlana
2
Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Silvapulle, Mervyn J.
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Tjostheim, Dag
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Yin, Jiying
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Armstrong, Jon Scott
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Ashouri, Mahsa
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Bailey, Natalia
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Haghbin, Hossein
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Hillebrand, Eric
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Issler, João Victor
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
230
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Journal of forecasting
73
Economics letters
65
Econometric reviews
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Econometric theory
49
Discussion paper / Tinbergen Institute
48
The econometrics journal
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CREATES research paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Cowles Foundation discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of the American Statistical Association : JASA
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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
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International journal of economics and financial issues : IJEFI
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Insurance / Mathematics & economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Discussion papers of interdisciplinary research project 373
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Finance research letters
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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
16
NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Journal of time series econometrics
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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
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
3
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:
4
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
5
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:
6
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
Saved in:
7
Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
Saved in:
8
Bagging weak predictors
Hillebrand, Eric
;
Lukas, Manuel
;
Wei, Wei
-
2020
Persistent link: https://www.econbiz.de/10012607673
Saved in:
9
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
10
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
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