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subject:"United States"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"International journal of forecasting"
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United States
Estimation theory
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117
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Discussion paper / Centre for Economic Policy Research
Journal of financial and quantitative analysis : JFQA
International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
The review of economics and statistics
43
Working paper / National Bureau of Economic Research, Inc.
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1
Modeling and predicting U.S. recessions using machine learning techniques
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 647-671
Persistent link: https://www.econbiz.de/10012792860
Saved in:
2
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
3
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
Saved in:
4
Model and survey estimates of the term structure of US macroeconomic uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 591-604
Persistent link: https://www.econbiz.de/10011746192
Saved in:
5
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
6
Interpreting estimates of forecast bias
Ericsson, Neil R.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 563-568
Persistent link: https://www.econbiz.de/10011922928
Saved in:
7
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
8
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
9
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
10
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
11
Regression based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
-
2015
Persistent link: https://www.econbiz.de/10010509481
Saved in:
12
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
Saved in:
13
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
14
Estimating the equity premium
Donaldson, R. Glen
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
Saved in:
15
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
16
Errors, robustness, and the fourth quadrant
Taleb, Nassim Nicholas
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 744-759
Persistent link: https://www.econbiz.de/10003921416
Saved in:
17
Testing Granger causality in the presence of threshold effects
Li, Jing
- In:
International journal of forecasting
22
(
2006
)
4
,
pp. 771-780
Persistent link: https://www.econbiz.de/10003385876
Saved in:
18
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
19
A further test of the influence of leading indicators on the probability of US business cycle phase shifts
Layton, Allan P.
- In:
International journal of forecasting
14
(
1998
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001242432
Saved in:
20
Spurious correlation in exchange rate target zone modelling : testing the drift-adjustment method on the US Dollar, Random walk and chaos
Darvas, Zsolt M.
-
1998
Persistent link: https://www.econbiz.de/10013422537
Saved in:
21
Direct estimation of the risk neutral factor dynamics of affine term structure models
Bams, Dennis
-
1998
Persistent link: https://www.econbiz.de/10013422670
Saved in:
22
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
23
Analysis of spatial contiguity influences on state price level formation
Dowd, Michael Robert
- In:
International journal of forecasting
13
(
1997
)
2
,
pp. 245-253
Persistent link: https://www.econbiz.de/10001230127
Saved in:
24
Modelling the great lakes freeze : forecasting and seasonality in the market for ferrous scrap
Albertson, Kevin
- In:
International journal of forecasting
12
(
1996
)
3
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001334815
Saved in:
25
Forecasting with vector autoregressive (VAR) models subject to business cycle restrictions
Simkins, Scott P.
- In:
International journal of forecasting
11
(
1995
)
4
,
pp. 569-583
Persistent link: https://www.econbiz.de/10001203020
Saved in:
26
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
27
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
28
The estimation of quality-adjusted auction returns with varying transaction intervals
Taylor, William M.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 131-142
Persistent link: https://www.econbiz.de/10001122222
Saved in:
29
Standard errors in event studies
Salinger, Michael A.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001122227
Saved in:
30
Long-horizon mean-reverting stock prices revisited
McQueen, Grant R.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001122230
Saved in:
31
Robust measurement of beta risk
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
Saved in:
32
The probability of a trade at the ask : an examination of interday and intraday behavior
Porter, David C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10001125361
Saved in:
33
The treasury yield curve as a cointegrated system
Bradley, Michael G.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 449-463
Persistent link: https://www.econbiz.de/10001129735
Saved in:
34
Estimation of stock price variances and serial covariances from discrete observations
Harris, Lawrence E.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10001096425
Saved in:
35
An examination of the robustness of the weekend effect
Connolly, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
Saved in:
36
Excess stock price volatility as a misspecified Euler equation
Joerding, Wayne H.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
3
,
pp. 253-267
Persistent link: https://www.econbiz.de/10001056076
Saved in:
37
The influence of market conditions on event-study residuals
Klein, April
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 345-351
Persistent link: https://www.econbiz.de/10001037474
Saved in:
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