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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"CAMA working paper series"
~subject:"Bootstrap-Verfahren"
~subject:"Correlation"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Bootstrap-Verfahren
Correlation
Estimation theory
55
Schätztheorie
55
Forecasting model
16
Time series analysis
16
Zeitreihenanalyse
16
Estimation
8
Schätzung
8
Statistical distribution
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vector autoregression
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Chan, Joshua
4
Jacobi, Liana
2
Zhu, Dan
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Badescu, Andrei L.
1
Bearden, J. Neil
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Doko Tchatoka, Firmin
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Dupin, Gilles
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Eisenstat, Eric
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Filipowicz, Allan
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Fung, Tsz Chai
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Gao, Guangyuan
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Gefang, Deborah
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Gigante, Patrizia
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Haque, Qazi
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Hofert, Marius
1
Jain, Kriti
1
Koenig, Emmanuel
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Koike, Takaaki
1
Koop, Gary
1
Le Moine, Pierre
1
Li, Deyuan
1
Li, Hong
1
Lin, X. Sheldon
1
Ling, Chen
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Liu, Qing
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Lobo, Miguel Sousa
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Meng, Shengwang
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Monfort, Alain
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Pauwels, Laurent
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Peng, Liang
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Picech, Liviana
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Poon, Aubrey
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Radchenko, Peter
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Ratiarison, Eric
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Riegel, Ulrich
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Shang, Han Lin
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Shi, Peng
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Sigalotti, Luciano
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Strachan, Rodney W.
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Faculty & research / Insead : working paper series
Astin bulletin : the journal of the International Actuarial Association
CAMA working paper series
Journal of econometrics
185
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Journal of forecasting
73
Economics letters
61
Econometric reviews
42
Discussion paper / Tinbergen Institute
39
CEMMAP working papers / Centre for Microdata Methods and Practice
38
Journal of the American Statistical Association : JASA
37
Econometric theory
35
The econometrics journal
34
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Cowles Foundation discussion paper
23
CREATES research paper
21
Journal of banking & finance
21
Working paper
21
Computational economics
20
Econometrics : open access journal
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of financial econometrics
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
Journal of empirical finance
19
Applied economics letters
18
Cambridge working papers in economics
18
European journal of operational research : EJOR
18
Finance research letters
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Insurance / Mathematics & economics
18
CESifo working papers
16
Economic modelling
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Queen's Economics Department working paper
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SFB 649 discussion paper
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Applied economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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KBI
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NBER Working Paper
14
Discussion paper series / IZA
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
NBER working paper series
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Cowles Foundation Discussion Paper
12
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1
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
-
2020
Persistent link: https://www.econbiz.de/10012225075
Saved in:
2
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
3
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
4
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2018
Persistent link: https://www.econbiz.de/10012202254
Saved in:
5
Reducing dimensions in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
-
2018
Persistent link: https://www.econbiz.de/10012203786
Saved in:
6
Higher moment constraints for predictive density combination
Pauwels, Laurent
;
Radchenko, Peter
;
Vasnev, Andrey L.
-
2020
Persistent link: https://www.econbiz.de/10012225206
Saved in:
7
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
8
Calendar year effect modeling for claims reserving in HGLM
Gigante, Patrizia
;
Picech, Liviana
;
Sigalotti, Luciano
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 763-786
Persistent link: https://www.econbiz.de/10012125147
Saved in:
9
Compatibility and attainability of matrices of correlation-based measures of concordance
Hofert, Marius
;
Koike, Takaaki
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 885-918
Persistent link: https://www.econbiz.de/10012125190
Saved in:
10
Dynamic principal component regression : application to age-specific mortality forecasting
Shang, Han Lin
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012116374
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