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subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~person:"Chevillon, Guillaume"
~person:"Georgiev, Iliyan"
~person:"Knüppel, Malte"
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Forecasting model
Estimation theory
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Chevillon, Guillaume
Georgiev, Iliyan
Knüppel, Malte
Lee, Ji Hyung
5
Taylor, Robert
4
Corradi, Valentina
3
Demetrescu, Matei
3
Kim, Donggyu
3
McCracken, Michael W.
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
Andersen, Torben
2
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Clark, Todd E.
2
Fan, Jianqing
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Fan, Rui
2
Hansen, Bruce E.
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Koopman, Siem Jan
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Ng, Serena
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Rossi, Barbara
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Sekhposyan, Tatevik
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Swanson, Norman R.
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Athanasopoulos, George
1
Bai, Jushan
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bauwens, Luc
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DeJong, David Neil
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Journal of econometrics
International journal of forecasting
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Bundesbank Series 1 Discussion Paper
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Department of Economics discussion paper series / University of Oxford
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ECONIS (ZBW)
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1
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:
2
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:
3
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
4
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
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