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~subject:"Theorie"
~isPartOf:"Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Econometric theory
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometric reviews
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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European journal of operational research : EJOR
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Journal of forecasting
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SFB 649 discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IZA Discussion Paper
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Oxford bulletin of economics and statistics
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
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2
Homogeneity and sparsity analysis for high-dimensional panel data models
Wang, Wu
;
Zhu, Zhongyi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10014448669
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3
Panel data quantile regression for treatment effect models
Ishihara, Takuya
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 720-736
Persistent link: https://www.econbiz.de/10014448429
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4
Nonparametric prediction distribution from resolution-wise regression with heterogeneous data
Li, Jialu
;
Zhang, Wan
;
Wang, Peiyao
;
Li, Qizhai
;
Zhang, Kai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1157-1172
Persistent link: https://www.econbiz.de/10014448590
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5
Nonparametric quantile regression for homogeneity pursuit in panel data models
Zhang, Xiaoyu
;
Wang, Di
;
Lian, Heng
;
Li, Guodong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1238-1250
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6
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
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7
Fixed-k inference for conditional extremal quantiles
Sasaki, Yuya
;
Wang, Yulong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 829-837
Persistent link: https://www.econbiz.de/10013534559
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8
Locally stationary quantile regression for inflation and interest rates
Xu, Zhuying
;
Kim, Seonjin
;
Zhao, Zhibiao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 838-851
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9
Quantile correlation-based variable selection
Tang, Wenlu
;
Xie, Jinhan
;
Lin, Yuanyuan
;
Tang, Niansheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1081-1093
Persistent link: https://www.econbiz.de/10013539454
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10
Machine learning time series regressions with an application to nowcasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1094-1106
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11
Text selection
Kelly, Bryan T.
;
Manela, Asaf
;
Moreira, Alan
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 859-879
Persistent link: https://www.econbiz.de/10012653195
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12
Bayesian inference for regression copulas
Smith, Michael S.
;
Klein, Nadja
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 712-728
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13
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
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14
A comparison of two quantile models with endogeneity
Wüthrich, Kaspar
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 443-456
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15
Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
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16
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
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17
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
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18
Status traps
Durlauf, Steven N.
;
Kourtellos, Andros
;
Tan, Chih Ming
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 265-287
Persistent link: https://www.econbiz.de/10011704191
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19
Forecasting the distribution of economic variables in a data-rich environment
Manzan, Sebastiano
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 144-164
Persistent link: https://www.econbiz.de/10011389997
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20
A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878644
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21
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878645
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22
Uniformly best estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2008
Persistent link: https://www.econbiz.de/10003781024
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23
Bayesian nonparametric instrumental variables regression based on penalized splines and Dirichlet process mixtures
Wiesenfarth, Manuel
;
Hisgen, Carlos Matías
;
Kneib, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 468-482
Persistent link: https://www.econbiz.de/10010488460
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24
Scanner data and the treatment of quality change in nonrevisable price indexes
Haan, Jan de
;
Krsinich, Frances
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 341-358
Persistent link: https://www.econbiz.de/10010488555
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25
A Markov regression model for longitudinal data with an absorbing state
Schlittgen, Rainer
;
Listing, Joachim
-
2007
Persistent link: https://www.econbiz.de/10003479946
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26
Uniform inference in predictive regression models
Chen, Willa W.
;
Deo, Rohit S.
;
Yi, Yanping
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
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27
One for all and all for one : regression checks with many regressors
Lavergne, Pascal
;
Patilea, Valentin
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10009558973
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28
Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 150-160
Persistent link: https://www.econbiz.de/10009159097
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29
A Bayesian nonparametric approach to inference for quantile regression
Taddy, Matthew A.
;
Kottas, Athanasios
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 357-369
Persistent link: https://www.econbiz.de/10008736209
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30
Testing conditional uncorrelatedness
Su, Liangjun
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 18-29
Persistent link: https://www.econbiz.de/10003805419
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31
Who does not respond in the household expenditure survey : an exercise in extended Gini regressions
Schechtman, Edna
;
Yitzhaki, Shlomo
;
Artsev, Yevgeny
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
3
,
pp. 329-344
Persistent link: https://www.econbiz.de/10003754188
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32
Robust regression shrinkage and consistent variable selection through the LAD-lasso
Wang, Hansheng
;
Li, Guodong
;
Jiang, Guohua
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
3
,
pp. 347-355
Persistent link: https://www.econbiz.de/10003497012
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33
Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 398-410
Persistent link: https://www.econbiz.de/10003566050
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34
A failure in the measurement of inflation : results from a hedonic and matched experiment using scanner data
Silver, Mick S.
;
Heravi, Saeed M.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 269-281
Persistent link: https://www.econbiz.de/10003012865
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35
The hedonic regression time-dummy method and the monotonicity axioms
Melser, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 485-492
Persistent link: https://www.econbiz.de/10003193552
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36
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
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37
Imposing and testing curvature conditions on a box-cox cost function
Koebel, Bertrand M.
;
Falk, Martin
;
Laisney, François
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
2
,
pp. 319-335
Persistent link: https://www.econbiz.de/10001757499
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38
Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo
;
Kapetanios, George
;
Smith, …
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10001728862
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39
Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 532-546
Persistent link: https://www.econbiz.de/10001807009
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40
Some properties of the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
2001
Persistent link: https://www.econbiz.de/10001896176
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41
Minimax estimation in the linear regression model with fuzzy inequality constraints
Knautz, Henning
-
2000
Persistent link: https://www.econbiz.de/10001563868
Saved in:
42
Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10001543433
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43
Comparing inequality restricted estimators in hedonic pricing
Knautz, Henning
-
2000
Persistent link: https://www.econbiz.de/10001477731
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44
Stock returns and dividend yields revisited : a new way to look at an old problem
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 18-30
Persistent link: https://www.econbiz.de/10001441585
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45
Another look at the Kuks-Olman estimator
Arnold, Bernhard
;
Stahlecker, Peter
-
1999
Persistent link: https://www.econbiz.de/10001379094
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46
Relative squared error prediction in the generalized linear regression model
Arnold, Bernhard
;
Stahlecker, Peter
-
1999
Persistent link: https://www.econbiz.de/10001379097
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47
Lagged regression residuals and serial-correlation tests
Gooijer, Jan G. de
;
MacNeill, Ian B.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 236-247
Persistent link: https://www.econbiz.de/10001410687
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48
CoSmo : a constrained scatterplot smoother for estimating convex, montonic transformations
Dole, David
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 444-455
Persistent link: https://www.econbiz.de/10001412854
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49
A relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
1999
Persistent link: https://www.econbiz.de/10001432770
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50
Combining Bayesian and frequentist methods in the linear regression model with inequality constrained parameters
Knautz, Henning
-
1999
Persistent link: https://www.econbiz.de/10001432774
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