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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~accessRights:"free"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Prognose"
~subject:"Theorie"
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Estimation theory
Maximum-Likelihood-Schätzung
Prognose
Theorie
Forecasting model
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Prognoseverfahren
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Schätztheorie
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Bayes-Statistik
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Bayesian inference
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Bootstrap approach
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Capital income
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Financial market
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Finanzmarkt
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Kapitaleinkommen
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Learning process
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Portfolio selection
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Portfolio-Management
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Regressionsanalyse
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Stochastic process
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Stochastischer Prozess
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Time series analysis
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VAR model
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VAR-Modell
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Zeitreihenanalyse
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consumption–wealth ratio
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function-on-function linear regression
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functional principal component analysis
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high-frequency financial data
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mixed-frequency data
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parameter learning
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penalized least squares
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portfolio optimization
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predictive regressions
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stochastic volatility
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vector autoregressive model
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Ji, Kaiying
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Leippold, Markus
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Shang, Han Lin
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Yang, Hanlin
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Journal of forecasting
CEMMAP working papers / Centre for Microdata Methods and Practice
364
NBER Working Paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
214
Discussion paper / Tinbergen Institute
199
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195
Cowles Foundation discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrics : open access journal
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Discussion papers of interdisciplinary research project 373
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111
CESifo working papers
92
Quantitative economics : QE ; journal of the Econometric Society
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SFB 649 discussion paper
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Econometrics papers
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Mathematics Preprint Archive
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Statistics in transition : an international journal of the Polish Statistical Association
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KBI
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Cambridge working papers in economics
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Economics discussion papers
37
International journal of economics and financial issues : IJEFI
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35
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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