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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied financial economics"
~isPartOf:"Handbook of economic forecasting ; 1"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Clements, Michael P."
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Koopman, Siem Jan"
~person:"Smith, Richard J."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Forecast"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
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Theorie
USA
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Theory
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Clements, Michael P.
Dijk, Herman K. van
Franses, Philip Hans
Koopman, Siem Jan
Smith, Richard J.
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
22
Lee, Lung-fei
17
Linton, Oliver
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Swanson, Norman R.
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Yu, Jun
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Chib, Siddhartha
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11
Timmermann, Allan
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10
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10
Clark, Todd E.
9
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9
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9
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9
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9
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(EC)2 Conference <1, 1990; 2, 1991>
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Applied financial economics
Handbook of economic forecasting ; 1
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
International journal of forecasting
27
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Applied economics and public policy
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Central European journal of economic modelling and econometrics
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ECONIS (ZBW)
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
3
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Saved in:
4
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
5
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
Forecasting interest rates with shifting endpoints
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
Saved in:
8
Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 458-477
Persistent link: https://www.econbiz.de/10009756496
Saved in:
9
Efficient aggregation of panel qualitative survey data
Mitchell, James
;
Smith, Richard J.
;
Weale, Martin
- In:
Journal of applied econometrics
28
(
2013
)
4
,
pp. 580-603
Persistent link: https://www.econbiz.de/10009757124
Saved in:
10
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
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