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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Lucas, André"
~subject:"Volatility"
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Estimation theory
Volatility
Schätztheorie
4
Maximum likelihood estimation
2
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Lucas, André
Imbens, Guido
14
Heckman, James J.
9
Li, Qi
9
Watson, Mark W.
8
Stock, James H.
7
Su, Liangjun
7
Abadie, Alberto
6
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6
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6
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6
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5
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5
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5
Engle, Robert F.
5
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5
Härdle, Wolfgang
5
Ichimura, Hidehiko
5
Kline, Patrick
5
Lechner, Michael
5
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5
Racine, Jeffrey
5
Tsay, Ruey S.
5
Zhang, Xinyu
5
Ahn, Hyungtaik
4
Caner, Mehmet
4
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4
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4
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Journal of forecasting
Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Tinbergen Institute
20
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3
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3
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Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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2
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
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3
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001441592
Saved in:
4
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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