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subject:"Stichprobenerhebung"
type:"article"
~person:"Carroll, Raymond J."
~person:"Koop, Gary"
~subject:"Zeitreihenanalyse"
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Stichprobenerhebung
Zeitreihenanalyse
Estimation theory
39
Schätztheorie
39
Theorie
15
Theory
15
Time series analysis
12
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Bayes-Statistik
8
Bayesian inference
8
Estimation
7
Schätzung
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Forecasting model
6
Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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VAR model
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VAR-Modell
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1988
2
Forecasting
2
Hierarchical prior
2
IV-Schätzung
2
Induktive Statistik
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Instrumental variables
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Mixed frequency
2
Nichtlineare Regression
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Nonlinear regression
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Sampling
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Statistical error
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Statistical inference
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Statistischer Fehler
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Stochastic volatility
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USA
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United States
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Variational inference
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Vector autoregression
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1701-1998
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English
14
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Carroll, Raymond J.
Koop, Gary
Phillips, Peter C. B.
32
Leybourne, Stephen James
18
Teräsvirta, Timo
17
Gao, Jiti
16
Harvey, Andrew C.
16
Johansen, Søren
16
Taylor, Robert
16
Linton, Oliver
15
Lütkepohl, Helmut
15
Chambers, Marcus J.
14
Hassler, Uwe
13
Perron, Pierre
13
Hendry, David F.
11
Mills, Terence C.
11
Robinson, Peter M.
11
Baillie, Richard
10
Ghysels, Eric
10
Kapetanios, George
10
Koopman, Siem Jan
10
Lucas, André
10
Tauchen, George Eugene
10
Xiao, Zhijie
10
Zhu, Ke
10
Baltagi, Badi H.
9
Chan, Ngai Hang
9
Chen, Xiaohong
9
Engle, Robert F.
9
Granger, C. W. J.
9
Harvey, David I.
9
Li, Jia
9
Li, Qi
9
McElroy, Tucker
9
Nelson, Daniel B.
9
Nielsen, Morten Ørregaard
9
Stock, James H.
9
Sun, Yixiao
9
Watson, Mark W.
9
Westerlund, Joakim
9
Bauwens, Luc
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Journal of econometrics
4
Journal of the American Statistical Association : JASA
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Analysis of data on health
1
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
The econometrics journal
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The review of economics and statistics
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ECONIS (ZBW)
14
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1
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
2
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
3
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
4
A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary
;
Potter, Simon M.
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10008839935
Saved in:
5
Shrinkage estimators for robust and efficient inference in haplotype-based case-control studies
Chen, Yi-hau
;
Chatterjee, Nilanjan
;
Carroll, Raymond J.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 220-233
Persistent link: https://www.econbiz.de/10003878182
Saved in:
6
A design-adaptive local polynomial estimator for the errors-in-variables problem
Dilaigle, Aurore
;
Fan, Jianqing
;
Carroll, Raymond J.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 348-359
Persistent link: https://www.econbiz.de/10003878198
Saved in:
7
More efficient local polynomial estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie
;
Linton, Oliver
;
Carroll, Raymond J.
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 980-992
Persistent link: https://www.econbiz.de/10001975429
Saved in:
8
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary
;
Potter, Simon M.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
Saved in:
9
Estimation in choice-based sampling with measurement error and bootstrap analysis
Wang, C. Y.
- In:
Journal of econometrics
77
(
1997
)
1
,
pp. 65-86
Persistent link: https://www.econbiz.de/10001335091
Saved in:
10
Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary
(
contributor
)
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10001211364
Saved in:
1
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