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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Estimation
305
Schätzung
301
Theorie
139
Theory
139
Estimation theory
80
Schätztheorie
80
Zeitreihenanalyse
74
Volatility
56
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112
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Chan, Joshua
4
Aguiar-Conraria, Luís
2
Ahn, Hie Joo
2
Amir Ahmadi, Pooyan
2
Berger, Tino
2
Carrasco, Marine
2
Cavaliere, Giuseppe
2
Cheung, Ying Lun
2
Clements, Michael P.
2
Everaert, Gerdie
2
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2
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2
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2
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2
Li, Jia
2
Long, Huaigang
2
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2
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2
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2
Poon, Aubrey
2
Ravazzolo, Francesco
2
Rossi, Barbara
2
Schienle, Melanie
2
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2
Song, Xiaojun
2
Su, Liangjun
2
Taamouti, Abderrahim
2
Venditti, Fabrizio
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Wang, Mu-Chun
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1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
464
Discussion paper / Centre for Economic Policy Research
393
Applied economics
133
Economic modelling
131
Finance research letters
120
Journal of econometrics
114
International journal of forecasting
107
Energy economics
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Applied economics letters
85
International review of economics & finance : IREF
83
The North American journal of economics and finance : a journal of financial economics studies
82
Economics letters
81
Journal of banking & finance
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
International review of financial analysis
64
Journal of empirical finance
61
American economic journal : a journal of the American Economic Association
54
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47
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41
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39
Research in international business and finance
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SpringerLink / Bücher
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Journal of applied econometrics
38
Pacific-Basin finance journal
36
Journal of international financial markets, institutions & money
35
The review of financial studies
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Econometric reviews
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The American economic review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
112
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1
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
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2
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
3
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
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4
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
5
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
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6
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
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7
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
8
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
9
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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10
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
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