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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"CREATES research paper"
~isPartOf:"Economic modelling"
~subject:"Estimation"
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Prognoseverfahren
Estimation
Estimation theory
287
Schätztheorie
287
Time series analysis
93
Zeitreihenanalyse
93
Schätzung
71
Theorie
36
Theory
36
Nichtparametrisches Verfahren
32
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32
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Hillebrand, Eric
3
Nielsen, Morten Ørregaard
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Bu, Ruijun
2
Cavaliere, Giuseppe
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Demetrescu, Matei
2
Hadri, Kaddour
2
Kristensen, Dennis
2
Kumar, Dilip
2
Lee, Tae-hwy
2
Lunde, Asger
2
Silvennoinen, Annastiina
2
Taylor, Robert
2
Teräsvirta, Timo
2
Varneskov, Rasmus Tangsgaard
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Acocella, Nicola
1
Ai, Xin
1
Ali, Faek Menla
1
Alleva, Giorgio
1
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1
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1
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1
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1
Castillo B., Paul
1
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1
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Faculty & research / Insead : working paper series
CREATES research paper
Economic modelling
Journal of econometrics
268
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
129
International journal of forecasting
117
Journal of forecasting
81
Econometric reviews
63
Discussion paper series / IZA
61
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
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57
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53
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53
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50
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42
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40
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The econometrics journal
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Journal of the American Statistical Association : JASA
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Quantitative economics : QE ; journal of the Econometric Society
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Econometrics : open access journal
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Computational economics
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European journal of operational research : EJOR
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Journal of financial econometrics
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Working papers series in theoretical and applied economics
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ECONIS (ZBW)
88
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31
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
32
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
33
An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan
;
McNown, Robert F.
;
Khoon, Goh Soo
- In:
Economic modelling
80
(
2019
),
pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
Saved in:
34
Modelling Sri Lankan consumption patterns using error corrected LA-AIDS
Rathnayaka, Shashika D.
;
Selvanathan, Saroja
; …
- In:
Economic modelling
80
(
2019
),
pp. 185-191
Persistent link: https://www.econbiz.de/10012200510
Saved in:
35
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
36
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
37
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico
;
Łasak, Katarzyna
-
2014
Persistent link: https://www.econbiz.de/10010350966
Saved in:
38
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza
;
Guillén, Osmani Teixeira de …
- In:
Economic modelling
73
(
2018
),
pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
Saved in:
39
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
40
Stein-Rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
-
2012
Persistent link: https://www.econbiz.de/10009627569
Saved in:
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