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VAR model
Forecasting model
98
Prognoseverfahren
98
Theorie
46
Theory
46
Time series analysis
28
Zeitreihenanalyse
28
Capital income
22
Kapitaleinkommen
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15
Schätzung
15
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United States
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10
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9
Estimation theory
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Börsenkurs
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Factor analysis
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Faktorenanalyse
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Risk premium
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Share price
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Anleihe
5
Bayes-Statistik
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Bayesian inference
5
Bond
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Nielsen, Morten Ørregaard
2
Andersen, Torben
1
Ankargren, Sebastian
1
Callot, Laurent A. F.
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Dias, Gustavo Fruet
1
Dolatabadim, Sepideh
1
Engsted, Tom
1
Kapetanios, George
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Kock, Anders Bredahl
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Lanne, Markku
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Narayan, Kumar Paresh
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Nyberg, Henri
1
Pedersen, Thomas Q.
1
Shibaev, Sergei S.
1
Unosson, Måns
1
Varneskov, Rasmus Tangsgaard
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Xu, Ke
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CREATES research paper
International journal of forecasting
81
Journal of forecasting
39
Discussion paper / Centre for Economic Policy Research
34
Working paper series / European Central Bank
31
Working paper
29
Journal of applied econometrics
24
Journal of econometrics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Applied economics
20
Economics letters
19
Economic modelling
18
Federal Reserve Bank of Cleveland working paper series
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
CAMA working paper series
16
ECB Working Paper
16
CESifo working papers
15
Discussion papers / CEPR
14
Energy economics
11
IMF working papers
11
Applied economics letters
10
CAMA Working Paper
9
Discussion paper
9
International Journal of Energy Economics and Policy : IJEEP
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Ifo working papers
8
Journal of monetary economics
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
8
Working paper series
8
Department of Economics working paper
7
Econometrics : open access journal
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Ensaios econômicos
7
Journal of economic dynamics & control
7
Journal of macroeconomics
7
Strathclyde discussion papers in economics
7
Sveriges Riksbank working paper series
7
Temi di discussione / Banca d'Italia
7
The North American journal of economics and finance : a journal of financial economics studies
7
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1
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
2
A mixed-frequency Bayesian vector autoregression with a steady-state prior
Ankargren, Sebastian
;
Unosson, Måns
;
Yang, Yukai
-
2018
Persistent link: https://www.econbiz.de/10011946422
Saved in:
3
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
-
2018
Persistent link: https://www.econbiz.de/10011946486
Saved in:
4
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard
;
Shibaev, Sergei S.
-
2016
Persistent link: https://www.econbiz.de/10011573274
Saved in:
5
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
6
Generalized
forecast
error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku
;
Nyberg, Henri
-
2014
Persistent link: https://www.econbiz.de/10010358974
Saved in:
7
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
8
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
-
2009
Persistent link: https://www.econbiz.de/10003865691
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