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subject:"Prognoseverfahren"
~person:"Garratt, Anthony"
~person:"Fosten, Jack"
~isPartOf:"Journal of econometrics"
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Prognoseverfahren
Bootstrap approach
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Bootstrap-Verfahren
1
Estimation
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Estimation theory
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Forecasting model
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Growth-at-Risk
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Interval prediction
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Method of moments
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Garratt, Anthony
Fosten, Jack
Lee, Ji Hyung
5
Taylor, Robert
4
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kim, Donggyu
3
McCracken, Michael W.
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
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Andersen, Torben
2
Cai, Zongwu
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Clark, Todd E.
2
Fan, Jianqing
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Fan, Rui
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Hansen, Bruce E.
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Koopman, Siem Jan
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Ng, Serena
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Rossi, Barbara
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Sekhposyan, Tatevik
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Swanson, Norman R.
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Athanasopoulos, George
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Bai, Jushan
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DeJong, David Neil
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Dias, Gustavo Fruet
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Journal of econometrics
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Discussion papers / University of Leicester, Department of Economics
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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