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source:"econis"
subject:"Schätztheorie"
~isPartOf:"CFS working paper series"
~isPartOf:"CORE discussion paper : DP"
~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:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Galbraith, John W."
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~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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Theorie
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127
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45
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45
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Diebold, Francis X.
Franses, Philip Hans
Galbraith, John W.
Gonzalo, Jesús
Granger, C. W. J.
Linton, Oliver
Schmidt, Peter
Härdle, Wolfgang
19
Bauwens, Luc
9
Dijk, Herman K. van
9
Gouriéroux, Christian
8
Hautsch, Nikolaus
8
Park, Byeong U.
8
Simar, Léopold
8
Swanson, Norman R.
8
Giot, Pierre
7
Mittnik, Stefan
7
Paolella, Marc S.
7
Steel, Mark F. J.
7
Chib, Siddhartha
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Broze, Laurence
5
Cybakov, Aleksandr B.
5
Dijk, Dick van
5
Haas, Markus
5
Kohn, Robert
5
Koop, Gary
5
Lucas, André
5
Nesterov, Jurij Evgenʹevič
5
Osiewalski, Jacek
5
Baltagi, Badi H.
4
Chen, Songnian
4
Corradi, Valentina
4
De Clippel, Geoffroy
4
Ghysels, Eric
4
Hall, Peter
4
King, Maxwell L.
4
Krueger, Dirk
4
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4
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National Bureau of Economic Research
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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CFS working paper series
CORE discussion paper : DP
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Report / Econometric Institute, Erasmus University Rotterdam
15
Econometric theory
12
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10
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9
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9
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7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Discussion paper / Tinbergen Institute
6
International economic review
6
Journal of applied econometrics
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Oxford bulletin of economics and statistics
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Journal of productivity analysis
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The review of economics and statistics
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
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3
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3
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2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper series / LSE Financial Markets Group
2
Econometric Institute research papers
2
Econometrics papers
2
Journal of empirical finance
2
NBER Working Paper
2
NBER working paper series
2
Nonparametric dynamic modelling
2
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
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:
7
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:
8
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:
9
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
10
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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