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subject:"Forecasting model"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Strukturbruch"
~subject:"United States"
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Forecasting model
Strukturbruch
United States
Estimation theory
193
Schätztheorie
193
Time series analysis
72
Zeitreihenanalyse
72
Theorie
56
Theory
56
Estimation
42
Schätzung
42
Volatility
20
Volatilität
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ARCH model
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ARCH-Modell
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Regression analysis
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Regressionsanalyse
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Cointegration
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Kointegration
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Nichtparametrisches Verfahren
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English
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Angrist, Joshua D.
4
Abadie, Alberto
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Diebold, Francis X.
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Imbens, Guido
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Krueger, Alan B.
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Schweikert, Karsten
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Escribano, Álvaro
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Technical working paper / National Bureau of Economic Research
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Journal of econometrics
132
International journal of forecasting
116
Journal of forecasting
76
Economics letters
52
The review of economics and statistics
45
Working paper / National Bureau of Economic Research, Inc.
35
Discussion paper / Tinbergen Institute
30
Journal of applied econometrics
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Econometric reviews
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Applied economics
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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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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Econometric theory
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American journal of agricultural economics
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Applied economics letters
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CREATES research paper
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Journal of empirical finance
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NBER working paper series
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Oxford bulletin of economics and statistics
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Journal of the American Statistical Association : JASA
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Finance research letters
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Discussion paper series / IZA
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The journal of futures markets
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Economic modelling
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Journal of macroeconomics
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The review of financial studies
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Discussion paper / Centre for Economic Policy Research
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Journal of time series econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
6
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
7
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
8
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
9
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
Saved in:
10
RALS-LM unit root test with trend breaks and non-normal errors : application to the Prebisch-Singer hypothesis
Meng, Ming
;
Lee, Junsoo
;
Payne, James E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10011650185
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