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subject:"Forecasting model"
subject:"United Kingdom"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
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Forecasting model
United Kingdom
Estimation theory
1,714
Schätztheorie
1,714
Theorie
386
Theory
386
Zeitreihenanalyse
333
Time series analysis
332
Nichtparametrisches Verfahren
320
Nonparametric statistics
320
Regression analysis
273
Regressionsanalyse
273
Estimation
238
Schätzung
234
Panel
156
Panel study
156
Statistical test
154
Statistischer Test
154
Volatility
136
Volatilität
136
Method of moments
100
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99
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86
Autokorrelation
86
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85
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84
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83
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83
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83
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72
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72
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71
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71
Instrumental variables
69
Statistical distribution
68
Statistische Verteilung
68
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65
Kapitaleinkommen
65
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64
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63
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63
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Lee, Ji Hyung
5
Taylor, Robert
4
Tu, Yundong
4
Baillie, Richard
3
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kim, Donggyu
3
McCracken, Michael W.
3
Rodrigues, Paulo M. M.
3
Andersen, Torben
2
Bauwens, Luc
2
Cai, Zongwu
2
Clark, Todd E.
2
Dacorogna, Michel M.
2
Fan, Jianqing
2
Fan, Rui
2
Hansen, Bruce E.
2
Kapetanios, George
2
Koopman, Siem Jan
2
Ng, Serena
2
Pesaran, M. Hashem
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Shephard, Neil G.
2
Swanson, Norman R.
2
Yi, Yanping
2
Amihud, Yakov
1
Athanasopoulos, George
1
Bai, Jushan
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Berens, Tobias
1
Blasques, Francisco
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
Chen, Haiqiang
1
Cheng, Xu
1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
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Journal of econometrics
Journal of empirical finance
International journal of forecasting
114
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Economics letters
28
Discussion paper / Tinbergen Institute
26
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Oxford bulletin of economics and statistics
17
Discussion paper
14
Journal of applied econometrics
14
The econometrics journal
14
Econometric theory
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of banking & finance
13
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13
Applied economics
12
Insurance / Mathematics & economics
12
Journal of the American Statistical Association : JASA
12
Econometric reviews
11
Finance research letters
11
NBER working paper series
11
Working papers / Rutgers University, Department of Economics
11
Discussion papers in economics
10
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10
European journal of operational research : EJOR
10
Quantitative finance
10
CREATES research paper
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
NBER Working Paper
9
Risks : open access journal
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Working paper / National Bureau of Economic Research, Inc.
9
Working papers series in theoretical and applied economics
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
8
CESifo working papers
8
Computational economics
8
Discussion paper / A
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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ECONIS (ZBW)
94
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
5
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
6
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
7
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
8
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
9
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
10
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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