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subject:"Prognoseverfahren"
subject:"USA"
~person:"Hanck, Christoph"
~subject:"Kointegration"
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Prognoseverfahren
USA
Kointegration
Estimation theory
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Hanck, Christoph
Phillips, Peter C. B.
58
Gao, Jiti
32
Swanson, Norman R.
32
Pesaran, M. Hashem
27
Koop, Gary
23
Johansen, Søren
21
Diebold, Francis X.
19
Marcellino, Massimiliano
19
Corradi, Valentina
18
Hendry, David F.
18
Kapetanios, George
18
Wagner, Martin
18
Chevillon, Guillaume
16
McCracken, Michael W.
16
Watson, Mark W.
16
Cai, Zongwu
15
Nielsen, Morten Ørregaard
15
Clark, Todd E.
14
Huber, Florian
14
Koopman, Siem Jan
14
Audrino, Francesco
13
Caporale, Guglielmo Maria
13
Hyndman, Rob J.
13
Rahbek, Anders
13
Rossi, Barbara
13
Wang, Qiying
13
West, Kenneth D.
13
Baltagi, Badi H.
12
Franses, Philip Hans
12
Pittis, Nikitas
12
Athanasopoulos, George
11
Croux, Christophe
11
Demetrescu, Matei
11
Mairesse, Jacques
11
Stock, James H.
11
Vahid, Farshid
11
White, Halbert
11
Zadrozny, Peter A.
11
Granger, C. W. J.
10
Jordà, Òscar
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Journal of applied econometrics
1
Oxford bulletin of economics and statistics
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Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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2
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
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