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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~subject:"United States"
~subject:"Yield curve"
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Prognoseverfahren
USA
United States
Yield curve
Estimation theory
77
Schätztheorie
77
Time series analysis
25
Zeitreihenanalyse
25
Estimation
23
Schätzung
23
Capital income
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Baillie, Richard
3
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
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1
Ball, Clifford A.
1
Bauwens, Luc
1
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1
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Bohn Nielsen, Heino
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1
Cheung, Yin-Wong
1
Chiang, I-Hsuan Ethan
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Gospodinov, Nikolaj
1
Granger, C. W. J.
1
Hirukawa, Masayuki
1
Huang, Roger D.
1
Hurvich, Clifford M.
1
Hyung, Namwon
1
Jayetileke, Harshanie L.
1
Kapetanios, George
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Li, Chen
1
Liao, Yin
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Lin, Charles S. Y.
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MacDonald, Ronald
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Papailias, Fotis
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Rahbek, Anders
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Ren, Yu
1
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1
Startz, Richard
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Sun, Licheng
1
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Torous, Walter N.
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Tu, Yundong
1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
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Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
International journal of forecasting
119
Journal of econometrics
111
Journal of forecasting
78
The review of economics and statistics
45
Economics letters
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Working paper / National Bureau of Economic Research, Inc.
37
Discussion paper / Tinbergen Institute
30
Journal of applied econometrics
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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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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics
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Journal of banking & finance
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Finance research letters
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American journal of agricultural economics
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Journal of financial and quantitative analysis : JFQA
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CREATES research paper
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Discussion paper
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the American Statistical Association : JASA
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The review of financial studies
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Journal of macroeconomics
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The econometrics journal
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Discussion paper series / IZA
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Econometric theory
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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The journal of futures markets
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Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Journal of financial economics
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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11
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
12
Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of empirical finance
29
(
2014
),
pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
Saved in:
13
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
14
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
15
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
16
Regime shifts in interest rate volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10002900508
Saved in:
17
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
Saved in:
18
Special issue on the predictability of asset returns
Bekaert, Geert
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001655349
Saved in:
19
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
20
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
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