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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Essays in econometrics"
~isPartOf:"Journal of econometrics"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Hsiao, Cheng"
~person:"Magnus, Jan R."
~person:"Pesaran, M. Hashem"
~person:"Swanson, Norman R."
~subject:"ARMA-Modell"
~subject:"Diffusion index"
~subject:"Statistische Verteilung"
~subject:"Statistischer Test"
~subject:"Stochastischer Prozess"
~subject:"USA"
~subject:"Volatilität"
~subject:"Ökonometrie"
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Schätztheorie
ARMA-Modell
Diffusion index
Statistische Verteilung
Statistischer Test
Stochastischer Prozess
USA
Volatilität
Ökonometrie
Theorie
63
Theory
63
Estimation theory
19
Time series analysis
19
Zeitreihenanalyse
19
Forecasting model
12
Prognoseverfahren
12
Econometrics
10
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6
Panel study
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Cointegration
5
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United States
4
Einheitswurzeltest
3
Forecasting
3
Großbritannien
3
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3
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3
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3
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44
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Hsiao, Cheng
Magnus, Jan R.
Pesaran, M. Hashem
Swanson, Norman R.
Phillips, Peter C. B.
16
Ghysels, Eric
12
McAleer, Michael
11
Diebold, Francis X.
8
Dufour, Jean-Marie
8
Gouriéroux, Christian
8
Granger, C. W. J.
8
Koop, Gary
8
Renault, Eric
8
Yu, Jun
8
Aït-Sahalia, Yacine
7
Chib, Siddhartha
7
King, Maxwell L.
7
Lee, Lung-fei
7
Li, Qi
7
Steel, Mark F. J.
7
Andrews, Donald W. K.
6
Hong, Yongmiao
6
Kohn, Robert
6
Park, Joon Y.
6
Taylor, Robert
6
Xiao, Zhijie
6
Andersen, Torben
5
Bollerslev, Tim
5
Boswijk, Herman Peter
5
Chen, Songnian
5
Corradi, Valentina
5
Dijk, Herman K. van
5
Golan, Amos
5
Hallin, Marc
5
Horowitz, Joel
5
Khalaf, Lynda
5
Linton, Oliver
5
Paap, Richard
5
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Essays in econometrics
Journal of econometrics
Working papers / Rutgers University, Department of Economics
31
CESifo working papers
22
Cambridge working papers in economics
17
Journal of applied econometrics
15
Report / Econometric Institute, Erasmus University Rotterdam
15
DAE working paper
14
Discussion paper / Center for Economic Research, Tilburg University
10
Econometric Institute research papers
9
Discussion paper series / IZA
8
Econometric reviews
8
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
7
Economics letters
7
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
6
International journal of forecasting
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Macroeconomic dynamics
5
Report / Erasmus Center for Financial Research, Erasmus University
5
CESifo Working Paper Series
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Oxford bulletin of economics and statistics
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
DNB working paper
3
IZA Discussion Paper
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Advances in econometrics : a research annual
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
Blackwell handbooks in economics
2
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion papers in economics
2
Econometric Society Monographs
2
Econometric Society monographs
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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ECONIS (ZBW)
Showing
1
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44
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1
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
2
Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
Saved in:
3
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:
4
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
5
Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Testing for structural stability of factor augmented forecasting models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 100-118
Persistent link: https://www.econbiz.de/10010497112
Saved in:
10
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
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