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subject:"Prognoseverfahren"
~person:"Chiu, Ching Wai Jeremy"
~person:"Giacomini, Raffaella"
~type_genre:"Arbeitspapier"
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Prognoseverfahren
Statistical distribution
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Statistische Verteilung
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Theorie
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6
Bayes-Statistik
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Bayesian inference
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1947-2015
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Business cycle
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Macroeconomic tail events
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Macroeconomics
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Makroökonomik
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Chiu, Ching Wai Jeremy
Giacomini, Raffaella
Dijk, Herman K. van
21
Ravazzolo, Francesco
20
Mitchell, James
16
Casarin, Roberto
13
Grassi, Stefano
8
Shin, Minchul
8
Aastveit, Knut Are
7
Craig, Ben R.
7
Dijk, Dick van
7
Jore, Anne Sofie
7
Paolella, Marc S.
7
Hoogerheide, Lennart
6
Diks, Cees G. H.
5
Dionne, Georges
5
Glas, Alexander
5
Hassani, Samir Saissi
5
Keller, Joachim G.
5
McAleer, Michael
5
Rossi, Barbara
5
Sekhposyan, Tatevik
5
Becker, Christoph
4
Billio, Monica
4
Dürsch, Peter
4
Eife, Thomas A.
4
Epper, Thomas
4
Fehr, Ernst
4
Ganics, Gergely
4
Huber, Florian
4
Kenny, Geoff
4
Lenza, Michele
4
Panchenko, Valentyn
4
Senn, Julien
4
Asai, Manabu
3
Caporin, Massimiliano
3
Clark, Todd E.
3
Diebold, Francis X.
3
Dovern, Jonas
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Gerdrup, Karsten R.
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Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
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Macroeconomic tail events with non-linear Bayesian VARs
Chiu, Ching Wai Jeremy
;
Hacıoǧlu Hoke, Sinem
-
2016
Persistent link: https://www.econbiz.de/10011557391
Saved in:
2
VAR models with non-Gaussian shocks
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2016
Persistent link: https://www.econbiz.de/10012171810
Saved in:
3
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2015
Persistent link: https://www.econbiz.de/10011312174
Saved in:
4
Comparing density forecasts via weighted likehood ratio tests : asymptotic and bootstrap methods
Giacomini, Raffaella
-
2002
Persistent link: https://www.econbiz.de/10001711390
Saved in:
5
Hypernormal densities
Giacomini, Raffaella
;
Gottschling, Andreas
;
Häfke, …
-
2002
Persistent link: https://www.econbiz.de/10001711395
Saved in:
6
Comparing density forecasts via weighted likelihood ratio tests : asymptotic and bootstrap methods
Giacomini, Raffaella
-
2002
Persistent link: https://www.econbiz.de/10003887028
Saved in:
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