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accessRights:"restricted"
type_genre:"Working Paper"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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ARCH model
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Estimation theory
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Baltagi, Badi H.
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
109
International journal of forecasting
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Economics letters
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of forecasting
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Finance research letters
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Econometric reviews
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European journal of operational research : EJOR
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Journal of time series econometrics
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of risk
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of quantitative economics
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Applied economics
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Journal of mathematical finance
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Applied economics letters
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Journal of banking & finance
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Quantitative finance
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Scandinavian actuarial journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
The journal of risk model validation
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Astin bulletin : the journal of the International Actuarial Association
6
Energy economics
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International journal of production economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The European journal of finance
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International journal of production research
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Journal of international financial markets, institutions & money
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1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
2
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
3
Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors
Yang, Lixiong
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 533-551
Persistent link: https://www.econbiz.de/10012819480
Saved in:
4
Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach
Tsionas, Efthymios G.
;
Izzeldin, Marwan
;
Henningsen, Arne
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1345-1363
Persistent link: https://www.econbiz.de/10012819534
Saved in:
5
An ARFIMA multi-level model of dual-component expectations in repeated cross-sectional survey data
Silver, Steven D.
;
Raseta, Marko
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 683-699
Persistent link: https://www.econbiz.de/10012490331
Saved in:
6
Backtesting and estimation error : value-at-risk overviolation rate
Tsafack, Georges
;
Cataldo, James M.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
3
,
pp. 1351-1396
Persistent link: https://www.econbiz.de/10012616952
Saved in:
7
The robustness of forecast combination in unstable environments : a Monte Carlo study of advanced algorithms
Zhao, Yongchen
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
1
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012585892
Saved in:
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