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subject:"Schätzung"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Wirtschaftswachstum"
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Search: subject_exact:"Time series analysis"
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Schätzung
Wirtschaftswachstum
Time series analysis
274
Zeitreihenanalyse
274
Theorie
104
Theory
104
Forecasting model
95
Prognoseverfahren
95
Estimation
65
Estimation theory
63
Schätztheorie
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Volatilität
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Gao, Jiti
13
Linton, Oliver
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Athanasopoulos, George
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Cai, Biqing
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Caporin, Massimiliano
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Chang, Chia-Lin
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Cheng, Tingting
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Forbes, Catherine Scipione
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Gil-Alaña, Luis A.
2
Hyndman, Rob J.
2
Martin, Gael M.
2
McAleer, Michael
2
Peng, Bin
2
Poskitt, Donald Stephen
2
Vahid, Farshid
2
Xie, Zixiong
2
Yan, Yayi
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1
Chang, Kuang-Liang
1
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1
Chen, Shiu-sheng
1
Chen, Xiangjin B.
1
Chou, Yu-Hsi
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International review of economics & finance : IREF
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
115
Economic modelling
108
Applied economics
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Applied economics letters
89
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
International journal of forecasting
83
Economics letters
73
Discussion paper / Tinbergen Institute
71
CESifo working papers
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Energy economics
59
Journal of forecasting
52
Working paper
52
Journal of applied econometrics
42
Econometric reviews
41
The North American journal of economics and finance : a journal of financial economics studies
35
Journal of economic dynamics & control
33
Journal of empirical finance
33
Journal of macroeconomics
31
Economics and finance working paper series
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Macroeconomic dynamics
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The empirical economics letters : a monthly international journal of economics
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Discussion paper / Centre for Economic Policy Research
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Finance research letters
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CAMA working paper series
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Journal of international money and finance
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CREATES research paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
25
Journal of banking & finance
25
International journal of finance & economics : IJFE
24
International journal of economics and finance
23
Journal of financial econometrics
22
NBER Working Paper
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ECONIS (ZBW)
67
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Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
4
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
5
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:
6
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
7
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
Saved in:
8
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
9
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
10
Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
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