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Search: subject_exact:"Schätzverfahren"
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Estimation theory
1,761
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466
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Phillips, Peter C. B.
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Linton, Oliver
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19
Li, Qi
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16
Aït-Sahalia, Yacine
13
Cai, Zongwu
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Chen, Xiaohong
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Gao, Jiti
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Gouriéroux, Christian
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Taylor, Robert
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Baltagi, Badi H.
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Fan, Yanqin
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Hsiao, Cheng
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Park, Joon Y.
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Pesaran, M. Hashem
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Andrews, Donald W. K.
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Bollerslev, Tim
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Koop, Gary
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Newey, Whitney K.
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Sun, Yixiao
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White, Halbert
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Andersen, Torben
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Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Ghysels, Eric
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Hong, Han
10
Leybourne, Stephen James
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Tauchen, George Eugene
10
Xiao, Zhijie
10
Bai, Jushan
9
Horowitz, Joel
9
Inoue, Atsushi
9
Koopman, Siem Jan
9
Kristensen, Dennis
9
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9
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
868
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
844
Econometric theory
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Journal of applied econometrics
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Econometric reviews
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Finance research letters
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The review of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Oxford bulletin of economics and statistics
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Journal of the American Statistical Association : JASA
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International review of financial analysis
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ECONIS (ZBW)
2,134
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
4
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
5
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
6
The role of expectations for currency crisis dynamics : the case of the Turkish lira
Beckmann, Joscha
;
Czudaj, Robert
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 625-642
Persistent link: https://www.econbiz.de/10014292220
Saved in:
7
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
8
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
9
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
10
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
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