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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~subject:"Estimation theory"
~subject:"VAR model"
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Zeitreihenanalyse
Estimation theory
VAR model
Theorie
560
Theory
560
Estimation
142
Schätzung
142
Schätztheorie
136
USA
94
United States
94
Time series analysis
89
Forecasting model
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English
222
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Koop, Gary
5
Pesaran, M. Hashem
5
Clark, Todd E.
4
Marcellino, Massimiliano
4
Carriero, Andrea
3
Clements, Michael P.
3
Franses, Philip Hans
3
Hall, Stephen G.
3
MacKinnon, James G.
3
Trivedi, Pravin K.
3
Baillie, Richard
2
Bianchi, Marco
2
Blundell, Richard W.
2
Creal, Drew
2
Deb, Partha
2
Dijk, Herman K. van
2
Fair, Ray C.
2
Galvão, Ana Beatriz C.
2
Hafner, Christian M.
2
Harvey, Andrew C.
2
Huber, Florian
2
Jäger, Albert
2
Kapetanios, George
2
Kodde, David A.
2
Koopman, Siem Jan
2
Kuan, Chung-ming
2
Kunst, Robert M.
2
Lee, Myoung-jae
2
Lucas, André
2
McAleer, Michael
2
McCracken, Michael W.
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Monfort, Alain
2
Neusser, Klaus
2
Nielsen, Morten Ørregaard
2
Osborn, Denise R.
2
Paap, Richard
2
Pagan, Adrian R.
2
Palm, Franz C.
2
Praag, Bernard M. S. van
2
Psaradakis, Zacharias G.
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Journal of applied econometrics
Journal of econometrics
684
Economics letters
646
Econometric theory
431
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
404
International journal of forecasting
333
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
286
Econometric reviews
264
Journal of forecasting
261
Discussion paper / Tinbergen Institute
234
Série des documents de travail / Centre de Recherche en Économie et Statistique
183
Applied economics
164
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
159
The review of economics and statistics
158
Oxford bulletin of economics and statistics
152
Working paper / National Bureau of Economic Research, Inc.
150
Economic modelling
149
Journal of quantitative economics : official journal of the Indian Econometric Society
146
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
139
Journal of economic dynamics & control
134
Working paper
129
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
128
Discussion paper / Center for Economic Research, Tilburg University
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Discussion paper / Centre for Economic Policy Research
104
CESifo working papers
103
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
97
Working paper / Department of Econometrics and Business Statistics, Monash University
96
CORE discussion paper : DP
95
EUI working paper / ECO
91
Cowles Foundation discussion paper
89
CREATES research paper
88
Statistical papers
87
The econometrics journal
84
International economic review
83
SFB 649 discussion paper
82
Applied economics letters
80
Computational economics
78
Working paper series
77
The review of economic studies
74
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ECONIS (ZBW)
222
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
3
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
4
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
5
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
6
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
7
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
8
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
9
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
10
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
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