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subject:"Prognoseverfahren"
~person:"Bollerslev, Tim"
~person:"Lee, Tae-hwy"
~subject:"Strukturbruch"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Strukturbruch
Estimation theory
50
Schätztheorie
50
Theorie
19
Theory
19
Time series analysis
17
Zeitreihenanalyse
17
Forecasting model
10
Estimation
8
Schätzung
8
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8
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8
Capital income
5
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5
Nichtparametrisches Verfahren
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Structural break
4
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High-frequency data
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Structural breaks
3
USA
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Bollerslev, Tim
Lee, Tae-hwy
Swanson, Norman R.
31
Corradi, Valentina
18
Marcellino, Massimiliano
18
Koop, Gary
17
McCracken, Michael W.
16
Cai, Zongwu
15
Gao, Jiti
15
Taylor, Robert
15
Urga, Giovanni
15
Clark, Todd E.
14
Harvey, David I.
14
Huber, Florian
14
Kapetanios, George
14
Perron, Pierre
14
Diebold, Francis X.
13
Hendry, David F.
13
Hyndman, Rob J.
13
Leybourne, Stephen James
13
Phillips, Peter C. B.
13
Rossi, Barbara
13
Xu, Ke-Li
13
Koopman, Siem Jan
12
Baltagi, Badi H.
11
Chevillon, Guillaume
11
Kumar, Dilip
11
West, Kenneth D.
11
Athanasopoulos, George
10
Jordà, Òscar
10
Knüppel, Malte
10
Pesaran, M. Hashem
10
Schorfheide, Frank
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Audrino, Francesco
9
Banerjee, Anindya
9
Lahiri, Kajal
9
Harris, David
8
Kejriwal, Mohitosh
8
Ullah, Aman
8
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CREATES research paper
2
Journal of econometrics
2
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2
30th anniversary edition
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
International finance discussion papers
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Journal of quantitative economics
1
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
12
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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
Efficient combined estimation under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2020
Persistent link: https://www.econbiz.de/10012602650
Saved in:
3
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:
4
Efficient combined estimation under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 119-142)
.
2022
Persistent link: https://www.econbiz.de/10013201836
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
12
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:
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