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~subject:"Forecasting model"
~subject:"Schätzung"
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Forecasting model
Schätzung
Statistischer Test
6,412
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McCracken, Michael W.
33
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19
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18
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18
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Cai, Zongwu
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12
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
Xu, Ke-Li
9
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8
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8
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8
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8
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7
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7
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Springer Fachmedien Wiesbaden
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Journal of econometrics
55
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47
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38
Applied economics letters
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30
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22
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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OECD Guidelines for the Testing of Chemicals, Section 2
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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NBER Working Paper
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of risk model validation
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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SFB 649 discussion paper
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Econometric theory
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Journal of international money and finance
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ECONIS (ZBW)
1,796
EconStor
15
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1
Testing
with vectors of statistics : revisiting combined hypothesis tests with an application to specification
testing
Bjerkander, Lena S.
;
Dovern, Jonas
;
Manner, Hans
-
2024
received much attention in the econometrics literature. We study test performance in the context of specification
testing
for …
Persistent link: https://www.econbiz.de/10014505804
Saved in:
2
A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
3
Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries
Mogstad, Magne
;
Romano, Joseph P.
;
Shaikh, Azeem M.
; …
-
2023
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
Persistent link: https://www.econbiz.de/10013500955
Saved in:
4
New methods for
testing
, prediction, and estimation with applications to finance
Hediger, Simon
-
2023
Persistent link: https://www.econbiz.de/10014282051
Saved in:
5
Tests for jumps in yield spreads
Winkelmann, Lars
;
Yao, Wenying
-
2023
statistical approach in the context of an intersection union test in multiple
testing
. We document the relevance of coherent tests …
Persistent link: https://www.econbiz.de/10014343097
Saved in:
6
The predictive ability of technical trading rules : an empirical analysis of developed and emerging equity markets
Rink, Kevin
- In:
Financial markets and portfolio management
37
(
2023
)
4
,
pp. 403-456
Persistent link: https://www.econbiz.de/10014420500
Saved in:
7
Localizing strictly proper scoring rules supplementary material on localizing strictly proper scoring rules
Punder, Ramon de
;
Diks, Cees G. H.
;
Laeven, Roger J. A.
; …
- In:
CeNDEF working paper
(
2023
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014377691
Saved in:
8
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
9
Dealing with imperfect randomization : inference for the Highscope Perry Preschool Program
Heckman, James J.
;
Pinto, Rodrigo
;
Shaikh, Azeem M.
-
2023
of many outcomes of interest. Under weak assumptions, we construct a procedure for
testing
this family of null hypotheses …
Persistent link: https://www.econbiz.de/10014444383
Saved in:
10
Testing
hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
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