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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~person:"Linton, Oliver"
~person:"Swanson, Norman R."
~subject:"Estimation theory"
~subject:"Quantile"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~subject:"USA"
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Schätztheorie
Estimation theory
Quantile
Statistische Verteilung
Time series analysis
USA
Theorie
106
Theory
106
Zeitreihenanalyse
45
Forecasting model
27
Prognoseverfahren
27
Saisonale Schwankungen
13
Seasonal variations
13
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
United States
10
Estimation
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Regression analysis
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Regressionsanalyse
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Schätzung
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68
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69
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Linton, Oliver
Swanson, Norman R.
Phillips, Peter C. B.
21
Koop, Gary
17
Diebold, Francis X.
15
Li, Qi
14
Steel, Mark F. J.
13
Ghysels, Eric
12
Schmidt, Peter
12
Harvey, Andrew C.
10
Hecq, Alain W. J.
10
King, Maxwell L.
10
Chib, Siddhartha
9
Gouriéroux, Christian
9
Hassler, Uwe
9
Leybourne, Stephen James
9
Lucas, André
9
Lütkepohl, Helmut
9
Mariano, Roberto S.
9
Perron, Pierre
9
Corradi, Valentina
8
Fan, Yanqin
8
Giles, David E. A.
8
Haldrup, Niels
8
Hall, Alastair R.
8
Herwartz, Helmut
8
Koopman, Siem Jan
8
Krämer, Walter
8
Lee, Lung-fei
8
Marcellino, Massimiliano
8
McAleer, Michael
8
McDonald, James B.
8
Newbold, Paul
8
Peel, David
8
Peña, Daniel
8
Taylor, Robert
8
Teräsvirta, Timo
8
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of forecasting
Working papers / Rutgers University, Department of Economics
34
Report / Econometric Institute, Erasmus University Rotterdam
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
Discussion paper / Department of Economics, University of California San Diego
17
Econometric theory
15
Econometric Institute research papers
14
Discussion paper / Tinbergen Institute
12
Econometric reviews
10
International journal of forecasting
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Oxford bulletin of economics and statistics
7
Report / Erasmus Center for Financial Research, Erasmus University
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Cowles Foundation discussion paper
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Journal of applied econometrics
5
Econometric Society monographs
4
Macroeconomic dynamics
4
Research memorandum series / Tinbergen Instituut
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Advanced texts in econometrics
3
Cambridge working papers in economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers in economics
3
ERIM report series research in management
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economic review
3
Journal of economic surveys
3
SSE EFI working paper series in economics and finance
3
The economic journal : the journal of the Royal Economic Society
3
The review of economics and statistics
3
Working paper
3
Annales d'économie et de statistique
2
Applied economics
2
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ECONIS (ZBW)
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1
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:
2
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
3
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
4
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:
5
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
6
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
Saved in:
7
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
8
Detecting big structural breaks in large factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
Saved in:
9
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
10
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
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