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source:"econis"
subject:"Schätztheorie"
~isPartOf:"CFS working paper series"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Cybakov, Aleksandr B."
~person:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Galbraith, John W."
~person:"Gonzalo, Jesús"
~person:"Linton, Oliver"
~person:"Schmidt, Peter"
~subject:"Core"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
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126
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44
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Cybakov, Aleksandr B.
Diebold, Francis X.
Franses, Philip Hans
Galbraith, John W.
Gonzalo, Jesús
Linton, Oliver
Schmidt, Peter
Andrews, Donald W. K.
22
Härdle, Wolfgang
19
Newey, Whitney K.
18
Phillips, Peter C. B.
15
Horowitz, Joel
11
Imbens, Guido
11
Bauwens, Luc
9
Dijk, Herman K. van
9
Gouriéroux, Christian
9
Robinson, Peter M.
9
Stock, James H.
9
Swanson, Norman R.
9
Chernozhukov, Victor
8
Hautsch, Nikolaus
8
Mittnik, Stefan
8
Park, Byeong U.
8
Simar, Léopold
8
Dufour, Jean-Marie
7
Giot, Pierre
7
Lewbel, Arthur
7
Li, Qi
7
Paolella, Marc S.
7
Steel, Mark F. J.
7
White, Halbert
7
Chib, Siddhartha
6
Gallant, A. Ronald
6
Hamilton, James D.
6
Kitamura, Yuichi
6
Lee, Lung-fei
6
Manski, Charles F.
6
Nelson, Daniel B.
6
Perron, Pierre
6
Pesaran, M. Hashem
6
Powell, James
6
Bai, Jushan
5
Broze, Laurence
5
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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CORE discussion paper : DP
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of forecasting
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Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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15
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9
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9
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7
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3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
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3
Working papers / Penn Institute for Economic Research
3
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2
Discussion paper series / LSE Financial Markets Group
2
Econometric Institute research papers
2
Econometrics papers
2
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2
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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1
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
2
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
3
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
4
Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003210688
Saved in:
5
Better to give than to receive : predictive directional measurement of volatility spillovers
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 57-66
Persistent link: https://www.econbiz.de/10009581397
Saved in:
6
Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory
;
Hagmann, Matthias
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 713-754
Persistent link: https://www.econbiz.de/10009534943
Saved in:
7
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003349894
Saved in:
8
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
9
A generalized asymmetric Student-t distribution with application to financial econometrics
Zhu, Dongming
;
Galbraith, John W.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 297-305
Persistent link: https://www.econbiz.de/10008663016
Saved in:
10
Testing for stochastic monotonicity
Lee, Sokbae
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
2
,
pp. 585-602
Persistent link: https://www.econbiz.de/10003841300
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