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  • Search: subject:"Frequency domain inference"
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Subject
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Estimation 2 Estimation theory 2 Forecasting model 2 Fractional integration 2 Frequency domain inference 2 Prognoseverfahren 2 Schätztheorie 2 Schätzung 2 Time series analysis 2 VAR model 2 VAR-Modell 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 Bias 1 Cointegration 1 Endogeneity bias 1 Hypothesis testing 1 Induktive Statistik 1 Kointegration 1 Local spectrum procedure 1 Parameter instability 1 Regression analysis 1 Regressionsanalyse 1 Spurious inference 1 Statistical inference 1 Statistical test 1 Statistischer Test 1 Stochastic volatility 1 Structural break 1 Structural change 1 Strukturbruch 1 Strukturwandel 1 Systematischer Fehler 1 VAR models 1 Volatility forecasting 1
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Undetermined 2
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Andersen, Torben 2 Varneskov, Rasmus Tangsgaard 2
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Journal of econometrics 2
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 231 (2022) 2, pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
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Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 224 (2021) 1, pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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