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subject:"Forecasting model"
subject:"Schätzung"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Forecasting model
Schätzung
Estimation
384
Theorie
170
Theory
170
Estimation theory
136
Schätztheorie
136
USA
101
United States
100
Time series analysis
98
Zeitreihenanalyse
98
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Volatility
62
Volatilität
62
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54
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47
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47
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44
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44
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32
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32
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28
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28
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27
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27
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25
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24
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24
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VAR model
24
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24
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23
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21
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21
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19
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384
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Su, Liangjun
6
Gao, Jiti
4
Pesaran, M. Hashem
4
Carrasco, Marine
3
Franses, Philip Hans
3
Gospodinov, Nikolaj
3
Hsu, Yu-Chin
3
Lan, Wei
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Lucas, André
3
Ravazzolo, Francesco
3
Sentana, Enrique
3
Tauchen, George Eugene
3
Westerlund, Joakim
3
Bansal, Ravi
2
Berg, Gerard J. van den
2
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Caner, Mehmet
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Cheung, Ying Lun
2
Delle Monache, Davide
2
Demetrescu, Matei
2
Diebold, Francis X.
2
Einmahl, John H. J.
2
Enders, Walter
2
Ericsson, Neil R.
2
Escanciano, Juan Carlos
2
Galvão Júnior, Antônio Fialho
2
Gerlach, Richard H.
2
Groen, Jan J. J.
2
Haldrup, Niels
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Horváth, Lajos
2
Hoshino, Tadao
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper series / IZA
3,013
Working paper / National Bureau of Economic Research, Inc.
2,571
NBER working paper series
2,306
NBER Working Paper
2,131
Applied economics
1,753
Discussion paper / Centre for Economic Policy Research
1,416
CESifo working papers
1,414
IZA Discussion Paper
1,275
Applied economics letters
1,173
Working paper
912
Economic modelling
831
Discussion paper
757
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
Economics letters
691
ZEW discussion papers
566
Energy economics
515
International review of economics & finance : IREF
495
Journal of econometrics
463
Journal of international money and finance
460
CESifo Working Paper Series
454
Finance research letters
448
Applied financial economics
444
Discussion papers / CEPR
436
Journal of banking & finance
433
Discussion paper / Tinbergen Institute
427
Discussion papers / Deutsches Institut für Wirtschaftsforschung
427
Journal of applied econometrics
362
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
337
International review of financial analysis
336
Kiel working paper
323
The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
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The American economic review
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The empirical economics letters : a monthly international journal of economics
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The review of economics and statistics
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Finance and economics discussion series
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IMF working papers
289
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
286
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
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371
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
372
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
373
High-frequency data and volatility in foreign-exchange rates
Zhou, Bin
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 45-52
Persistent link: https://www.econbiz.de/10001203182
Saved in:
374
A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
Saved in:
375
Evidence on structural instability in macroeconomic time series relations
Stock, James H.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
Saved in:
376
Frontier estimation and firm-specific inefficiency measures in the presence of heteroscedasticity
Caudill, Steven B.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 105-111
Persistent link: https://www.econbiz.de/10001177099
Saved in:
377
Sustainability of the deficit process with structural shifts
Quintos, Carmela E.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 409-417
Persistent link: https://www.econbiz.de/10001190295
Saved in:
378
Can speculative trading explain the volume-volatility relation?
Foster, F. Douglas
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001190310
Saved in:
379
Comparing predictive accuracy
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
3
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001182358
Saved in:
380
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Saved in:
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