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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
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Prognoseverfahren
USA
Estimation theory
1,728
Schätztheorie
1,728
Theorie
421
Theory
421
Zeitreihenanalyse
331
Time series analysis
330
Nichtparametrisches Verfahren
316
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316
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271
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271
Estimation
225
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221
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157
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119
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100
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99
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62
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61
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59
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Lee, Ji Hyung
5
Abadie, Alberto
4
Angrist, Joshua D.
4
McCracken, Michael W.
4
Taylor, Robert
4
Andersen, Torben
3
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kim, Donggyu
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
Baltagi, Badi H.
2
Cai, Zongwu
2
Clark, Todd E.
2
Fan, Jianqing
2
Fan, Rui
2
Hansen, Bruce E.
2
Imbens, Guido
2
Kao, Chihwa
2
Koopman, Siem Jan
2
Krueger, Alan B.
2
LaFrance, Jeffrey T.
2
Mayer, Walter James
2
Mroz, Thomas A.
2
Ng, Serena
2
Pesaran, M. Hashem
2
Pope, Rulon D.
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Swanson, Norman R.
2
Agnew, G. K.
1
An, Jong beom
1
Athanasopoulos, George
1
Atkinson, Scott Estes
1
Bai, Jushan
1
Bakalli, Gaetan
1
Baker, Regina
1
Bams, Dennis
1
Bansal, Ravi
1
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Journal of econometrics
Technical working paper / National Bureau of Economic Research
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
International journal of forecasting
116
Journal of forecasting
75
The review of economics and statistics
45
Economics letters
40
Working paper / National Bureau of Economic Research, Inc.
35
Journal of applied econometrics
29
Discussion paper / Tinbergen Institute
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Applied economics
20
American journal of agricultural economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of empirical finance
18
CREATES research paper
17
Journal of banking & finance
17
Journal of financial and quantitative analysis : JFQA
17
Journal of the American Statistical Association : JASA
16
NBER working paper series
16
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Oxford bulletin of economics and statistics
15
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14
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
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Discussion paper / Centre for Economic Policy Research
13
Finance research letters
12
Insurance / Mathematics & economics
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Working papers / Rutgers University, Department of Economics
12
Applied economics letters
11
CESifo working papers
11
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ECONIS (ZBW)
119
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1
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:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
6
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
7
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
8
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
9
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
10
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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