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subject:"Prognoseverfahren"
~person:"Bollerslev, Tim"
~person:"Lee, Tae-hwy"
~subject:"Autocorrelation"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
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Estimation theory
50
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19
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17
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Bollerslev, Tim
Lee, Tae-hwy
Phillips, Peter C. B.
38
Swanson, Norman R.
31
Lee, Lung-fei
28
Sun, Yixiao
24
Koopman, Siem Jan
20
Baltagi, Badi H.
19
Corradi, Valentina
18
Marcellino, Massimiliano
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Koop, Gary
17
McCracken, Michael W.
16
Cai, Zongwu
15
Hyndman, Rob J.
15
Kapetanios, George
15
Clark, Todd E.
14
Huber, Florian
14
Gao, Jiti
13
Rossi, Barbara
13
Diebold, Francis X.
12
Teräsvirta, Timo
12
Chevillon, Guillaume
11
Hendry, David F.
11
Jin, Fei
11
Pesaran, M. Hashem
11
West, Kenneth D.
11
Xu, Ke-Li
11
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10
Jordà, Òscar
10
Knüppel, Malte
10
Kumar, Dilip
10
Lucas, André
10
Prucha, Ingmar R.
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
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9
Audrino, Francesco
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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ECONIS (ZBW)
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1
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
Saved in:
2
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
6
,
pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610
Saved in:
3
Evaluation of the survey of professional forecasters in the Greenbook's loss function
Lee, Tae-hwy
;
Wang, Yiyao
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 345-360
Persistent link: https://www.econbiz.de/10012418673
Saved in:
4
Stein-Rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
-
2012
Persistent link: https://www.econbiz.de/10009627569
Saved in:
5
Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
-
2012
Persistent link: https://www.econbiz.de/10009531575
Saved in:
6
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
7
Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
Saved in:
8
Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
- In:
30th anniversary edition
,
(pp. 171-196)
.
2012
Persistent link: https://www.econbiz.de/10009711986
Saved in:
9
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
10
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
11
Generalized autoregressive condtional heteroscedasticity
Bollerslev, Tim
-
1985
Persistent link: https://www.econbiz.de/10001933645
Saved in:
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