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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Ausreißer"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Theorie"
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Estimation theory
Ausreißer
Maximum-Likelihood-Schätzung
Theorie
Schätztheorie
310
Theory
127
Forecasting model
79
Prognoseverfahren
79
Time series analysis
75
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38
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Einmahl, John H. J.
24
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16
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15
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11
Werker, Bas J. M.
11
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10
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10
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9
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9
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8
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7
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7
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6
Melenberg, Bertrand
6
Moors, Johannes J. A.
6
Akker, Ramon van den
5
Groenendaal, Willem J. van
5
Verbeek, Marno
5
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4
Bera, Anil K.
4
Chen Zhou
4
He, Yi
4
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Strijbosch, L. W. G.
4
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3
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Koopman, Siem Jan
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3
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3
Roon, Frans de
3
Ahmed, Hanan
2
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2
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2
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2
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2
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Center for Economic Research <Tilburg>
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Journal of forecasting
Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
1,639
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics letters
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Oxford bulletin of economics and statistics
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168
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ECONIS (ZBW)
310
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51
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
52
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
53
Improvement of the Liu‐type Shiller estimator for distributed lag models
Özbay, Nimet
;
Kaçıranlar, Selahattin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 776-783
Persistent link: https://www.econbiz.de/10011860718
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54
PARX model for football match predictions
Angelini, Giovanni
;
De Angelis, Luca
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 795-807
Persistent link: https://www.econbiz.de/10011860730
Saved in:
55
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
56
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
57
Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
Güler, Kemal
;
Ng, Pin T.
;
Xiao, Zhijie
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 651-679
Persistent link: https://www.econbiz.de/10011861402
Saved in:
58
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
59
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
60
Regular variation and the identification of generalized accelerated failure-time models
Abbring, Jaap H.
;
Ridder, Geert
-
2011
Persistent link: https://www.econbiz.de/10009389610
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