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person:"McCracken, Michael W."
~person:"Harvey, David I."
~person:"Lee, Tae-hwy"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
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Search: subject_exact:"CUSUM"
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Prognoseverfahren
Schätztheorie
Structural break
41
Strukturbruch
41
Theorie
21
Theory
21
Time series analysis
19
Zeitreihenanalyse
19
Einheitswurzeltest
15
Forecasting model
15
Unit root test
15
Estimation theory
12
Estimation
9
Schätzung
9
Bayes-Statistik
4
Bayesian inference
4
Statistical test
4
Statistischer Test
4
Structural breaks
4
1970-2005
3
Economic growth
3
Frühindikator
3
Leading indicator
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USA
3
United States
3
VAR model
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VAR-Modell
3
Wirtschaftswachstum
3
Cointegration
2
Confidence sets
2
Correlation
2
Economic forecast
2
Forecasting
2
Interest rate
2
Kointegration
2
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2
Level break
2
Saisonkomponente
2
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2
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9
Non-commercial literature
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English
24
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McCracken, Michael W.
Harvey, David I.
Lee, Tae-hwy
Pesaran, M. Hashem
45
Timmermann, Allan
27
Perron, Pierre
18
Rossi, Barbara
16
Hendry, David F.
15
Kapetanios, George
14
Urga, Giovanni
13
Pick, Andreas
12
Smith, L. Vanessa
12
Taylor, Robert
12
Schuermann, Til
11
Bauwens, Luc
10
Clark, Todd E.
10
Banerjee, Anindya
9
Clements, Michael P.
9
Leybourne, Stephen James
9
Pettenuzzo, Davide
9
Paap, Richard
8
Parsaeian, Shahnaz
8
Sibbertsen, Philipp
8
Yamamoto, Yohei
8
Fernald, John G.
7
Giacomini, Raffaella
7
Hsu, Eric
7
Koop, Gary
7
Kruse, Robinson
7
Price, Simon
7
Ravazzolo, Francesco
7
Schorfheide, Frank
7
Castle, Jennifer
6
Cheng, Xu
6
Giraitis, Liudas
6
Hall, Alastair R.
6
Liao, Zhipeng
6
Nielsen, Bent
6
Oka, Tatsushi
6
Spiegel, Mark
6
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Journal of econometrics
5
Working papers series in theoretical and applied economics
3
Econometric theory
2
Research working papers / Federal Reserve Bank of Kansas City
2
Working paper
2
CREATES Research Paper
1
Economics letters
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
FRB of Kansas City Working Paper
1
Finance and economics discussion series
1
International economic review
1
Journal of applied econometrics
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
24
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1
Optimal forecast under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10012888324
Saved in:
2
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
Saved in:
3
Efficient combined estimation under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2020
Persistent link: https://www.econbiz.de/10012602650
Saved in:
4
Efficient combined estimation under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 119-142)
.
2022
Persistent link: https://www.econbiz.de/10013201836
Saved in:
5
Optimal forecast under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 965-987
Persistent link: https://www.econbiz.de/10013464643
Saved in:
6
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
6
,
pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610
Saved in:
7
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
8
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
Saved in:
9
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
10
Improving forecast accuracy by combining recursive and rolling forecasts : running head: recursive and rolling forecasts
Clark, Todd E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783058
Saved in:
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