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~isPartOf:"Journal of econometrics"
~subject:"Bootstrap-Verfahren"
~subject:"Forecasting model"
~subject:"Kointegration"
~subject:"Panel data"
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Bootstrap-Verfahren
Forecasting model
Kointegration
Panel data
Regression analysis
455
Regressionsanalyse
455
Estimation theory
268
Schätztheorie
268
Nichtparametrisches Verfahren
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Phillips, Peter C. B.
6
Lee, Ji Hyung
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Taylor, Robert
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Demetrescu, Matei
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2
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2
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2
Gao, Jiti
2
Harvey, David I.
2
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2
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Wagner, Martin
2
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2
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1
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1
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Journal of econometrics
International journal of forecasting
83
Journal of forecasting
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
26
Econometric theory
21
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Applied economics
18
Cowles Foundation Discussion Paper
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The econometrics journal
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Cowles Foundation discussion paper
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Econometric reviews
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Economic modelling
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Energy economics
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Advances in business and management forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
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Finance research letters
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Journal of applied econometrics
13
Discussion paper / Tinbergen Institute
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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11
European journal of operational research : EJOR
11
Journal of empirical finance
11
Risks : open access journal
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working papers in economics and statistics
10
Discussion papers / CEPR
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International review of economics & finance : IREF
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9
Research paper series / Swiss Finance Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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9
International Journal of Energy Economics and Policy : IJEEP
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International review of financial analysis
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Oxford bulletin of economics and statistics
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Working paper series / European Central Bank
8
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ECONIS (ZBW)
105
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1
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
2
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
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3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
5
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
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6
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
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7
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
8
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
9
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
10
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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