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isPartOf:"Discussion paper / Centre for Economic Policy Research"
subject:"USA"
~subject:"Bootstrap approach"
~subject:"Forecasting model"
~subject:"Kapitalmarkttheorie"
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USA
Bootstrap approach
Forecasting model
Kapitalmarkttheorie
Estimation theory
71
Schätztheorie
71
Theorie
30
Theory
30
Estimation
19
Schätzung
19
United States
11
Time series analysis
7
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7
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7
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Marcellino, Massimiliano
3
Jordà, Òscar
2
Adrian, Tobias
1
Bams, Dennis
1
Barnichon, Régis
1
Benkwitz, Alexander
1
Beyer, Robert
1
Brownlees, Christian
1
Cavicchioli, Maddalena
1
Chernov, Mikhail
1
Crump, Richard K.
1
Darvas, Zsolt M.
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Forni, Mario
1
Ghysels, Eric
1
Guérin, Pierre
1
Gürkaynak, Refet S.
1
Inoue, Atsushi
1
Kilian, Lutz
1
Kim, Yun Jung
1
Knüppel, Malte
1
Kozak, Serhiy
1
Kısacıkoğlu, Burçin
1
Lippi, Marco
1
Lochstoer, Lars A.
1
Lundeby, Stig
1
Lütkepohl, Helmut
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Manresa, Elena
1
Meenagh, David
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Redding, Stephen
1
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Schotman, Peter C.
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1
Theodoridis, Konstantinos
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Discussion paper / Centre for Economic Policy Research
Journal of econometrics
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
International journal of forecasting
120
Journal of forecasting
77
Economics letters
55
The review of economics and statistics
47
Working paper / National Bureau of Economic Research, Inc.
40
CEMMAP working papers / Centre for Microdata Methods and Practice
39
Discussion paper / Tinbergen Institute
39
Econometric reviews
39
Journal of applied econometrics
31
The econometrics journal
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Working paper / Department of Econometrics and Business Statistics, Monash University
28
CREATES research paper
27
Econometric theory
27
Journal of the American Statistical Association : JASA
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Applied economics
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Cowles Foundation discussion paper
21
Journal of banking & finance
20
Journal of empirical finance
20
NBER working paper series
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American journal of agricultural economics
19
Discussion paper series / IZA
18
European journal of operational research : EJOR
18
Working paper
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Computational economics
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Insurance / Mathematics & economics
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Journal of financial and quantitative analysis : JFQA
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Economic modelling
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Oxford bulletin of economics and statistics
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15
Journal of macroeconomics
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
The journal of futures markets
15
Applied economics letters
14
CESifo working papers
14
Finance research letters
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ECONIS (ZBW)
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1
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:
2
Conditional dynamics and the multi-horizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig
-
2018
Persistent link: https://www.econbiz.de/10012109645
Saved in:
3
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
4
Shrinking the cross section
Kozak, Serhiy
;
Nagel, Stefan
;
Santosh, Shrihari
-
2017
Persistent link: https://www.econbiz.de/10011819206
Saved in:
5
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:
6
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:
7
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
8
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
9
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:
10
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
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