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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~person:"Todorov, Viktor"
~subject:"Capital income"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
Schätztheorie
Conditional distribution
1
Estimation
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Forecasting model
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Interest rate
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Model selection
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Modellierung
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Multi-factor diffusion process
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Out-of-sample forecasts
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Swanson, Norman R.
Todorov, Viktor
Wang, Yudong
3
Cenesizoglu, Tolga
2
Christiansen, Charlotte
2
Gospodinov, Nikolaj
2
Hur, Jungshik
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Kapetanios, George
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Karanasos, Menelaos
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Li, Chen
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Maio, Paulo
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Martens, Martin
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Min, Byoung-Kyu
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Nelson, Charles R.
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Pan, Zhiyuan
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Qiao, Zhuo
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Salvador, Enrique
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Satchell, Stephen
2
Tzavalis, Elias
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Wu, Chongfeng
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Yu, Deshui
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Zaremba, Adam
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Abergel, Frédéric
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Abhyankar, Abhay
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Aboulamer, Anas
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Journal of empirical finance
Journal of econometrics
13
Journal of financial economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied financial economics
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Econometric reviews
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Econometric theory
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Economic inquiry : journal of the Western Economic Association International
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of applied econometrics
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Quantitative economics : QE ; journal of the Econometric Society
1
Quantitative finance and economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
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