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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the Royal Statistical Society"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"González-Rivera, Gloria"
~person:"Paccagnini, Alessia"
~person:"Peña, Daniel"
~person:"Ruiz, Esther"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Bootstrap approach"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Bootstrap approach
Estimation
Markov chain
Markov-Kette
Time varying parameters
Theorie
36
Theory
36
Time series analysis
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
González-Rivera, Gloria
Paccagnini, Alessia
Peña, Daniel
Ruiz, Esther
Spanos, Aris
Taylor, Robert
13
Franses, Philip Hans
12
Koopman, Siem Jan
12
Leybourne, Stephen James
12
Hyndman, Rob J.
10
Koop, Gary
10
Makridakis, Spyros G.
10
Marcellino, Massimiliano
10
Assimakopoulos, V.
8
Dijk, Herman K. van
8
Harvey, David I.
8
Hendry, David F.
8
Lucas, André
8
Perron, Pierre
8
Spiliotis, Evangelos
8
Ghysels, Eric
7
Kapetanios, George
7
Phillips, Peter C. B.
7
Proietti, Tommaso
7
Bauwens, Luc
6
Chan, Joshua
6
Clements, Michael P.
6
Herwartz, Helmut
6
Koehler, Anne B.
6
Maasoumi, Esfandiar
6
McCabe, Brendan Peter Martin
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Schorfheide, Frank
6
Steel, Mark F. J.
6
Swanson, Norman R.
6
Timmermann, Allan
6
An, Sungbae
5
Dijk, Dick van
5
Fiebig, Denzil G.
5
Horváth, Lajos
5
Kang, Yanfei
5
Kilian, Lutz
5
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Bank of Finland research discussion papers
CAMA working paper series
Econometric reviews
International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Journal of the Royal Statistical Society
Economics letters
5
Journal of econometrics
5
Journal of forecasting
4
Applied economics
3
Información comercial española / Cuadernos económicos
3
Oxford bulletin of economics and statistics
3
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2
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2
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2
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2
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1
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1
Contributions to financial econometrics : theoretical and practical issues
1
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1
Handbook of empirical economics and finance
1
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1
International journal of computational economics and econometrics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Investigaciones económicas
1
Journal of applied econometrics
1
Journal of commodity markets
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
Review of quantitative finance and accounting
1
SERIEs : Journal of the Spanish Economic Association
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The review of economic studies
1
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ECONIS (ZBW)
30
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1
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
2
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
3
Factor extraction using Kalman filter and smoothing : this is not just another survey
Poncela, Pilar
;
Ruiz, Esther
;
Miranda, Karen
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1399-1425
Persistent link: https://www.econbiz.de/10013274284
Saved in:
4
Sparse estimation of dynamic principal components for forecasting high-dimensional time series
Peña, Daniel
;
Smucler, Ezequiel
;
Yohai, Victor J.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1498-1508
Persistent link: https://www.econbiz.de/10013274304
Saved in:
5
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
Saved in:
6
Agustín Maravall : an interview with the International Journal of Forecasting
Maravall Herrero, Agustín
(
interviewee
); …
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1241-1251
Persistent link: https://www.econbiz.de/10012546634
Saved in:
7
MGARCH models: trade-off between feasibility and flexibility
Almeida, Daniel de
;
Hotta, Luiz K.
;
Ruiz, Esther
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012030840
Saved in:
8
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
9
Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
10
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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