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~person:"Smeekes, Stephan"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Statistical test
8
Statistischer Test
8
Forecasting model
6
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6
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6
Bootstrap approach
5
Bootstrap-Verfahren
5
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5
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3
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3
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3
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3
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3
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3
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2
Block bootstrap
2
Capital income
2
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2
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2
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2
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2
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Bootstrap Test
1
Bootstrap test
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Estimation theory
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1
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Smeekes, Stephan
McCracken, Michael W.
33
Clark, Todd E.
27
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20
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12
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11
Kunst, Robert M.
10
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9
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9
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8
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8
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7
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7
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7
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7
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7
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7
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7
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6
Giacomini, Raffaella
6
Gunter, Ulrich
6
Gutknecht, Daniel
6
Phillips, Peter C. B.
6
West, Kenneth D.
6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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4
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ECONIS (ZBW)
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1
Robust block bootstrap panel predictability tests
Westerlund, Joakim
;
Smeekes, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010199463
Saved in:
2
Testing
for Granger Causality in Large Mixed-Frequency VARs
Götz, Thomas
-
2016
We analyze Granger causality
testing
in a mixed-frequency VAR, where the difference in sampling frequencies of the …
Persistent link: https://www.econbiz.de/10012988652
Saved in:
3
Testing
for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
-
2015
We analyze Granger causality
testing
in a mixed-frequency VAR, where the difference in sampling frequencies of the …
Persistent link: https://www.econbiz.de/10011415576
Saved in:
4
Testing
for granger causality in large mixed-frequency VARs
Götz, Thomas
;
Hecq, Alain W. J.
;
Smeekes, Stephan
-
2015
-
RM/14/028 rev.
Persistent link: https://www.econbiz.de/10011392641
Saved in:
5
Robust block bootstrap panel predictability tests
Smeekes, Stephan
;
Westerlund, Joakim
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
Saved in:
6
Testing
for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
Saved in:
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