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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International economic review"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Report / 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:"Kapitaleinkommen"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
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Schätztheorie
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Estimation theory
Kapitaleinkommen
Statistical distribution
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Theorie
134
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134
Time series analysis
48
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Diebold, Francis X.
Franses, Philip Hans
Galbraith, John W.
Gonzalo, Jesús
Granger, C. W. J.
Linton, Oliver
Schmidt, Peter
Dijk, Dick van
12
McAleer, Michael
9
Swanson, Norman R.
9
Aït-Sahalia, Yacine
8
Dijk, Herman K. van
8
Li, Qi
8
Phillips, Peter C. B.
8
Timmermann, Allan
8
Andersen, Torben
7
Bollerslev, Tim
7
Chib, Siddhartha
7
Gouriéroux, Christian
7
Koop, Gary
7
Ghysels, Eric
6
Kohn, Robert
6
Lee, Lung-fei
6
Lucas, André
6
Sentana, Enrique
6
Steel, Mark F. J.
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Tauchen, George Eugene
6
Atkinson, Scott Estes
5
Dufour, Jean-Marie
5
Gallant, A. Ronald
5
Godfrey, L. G.
5
González-Rivera, Gloria
5
Haan, Laurens de
5
Kleibergen, Frank
5
Magnus, Jan R.
5
Maheu, John M.
5
Park, Joon Y.
5
Stern, Steven N.
5
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5
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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International economic review
International journal of forecasting
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Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
15
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13
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11
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8
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8
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8
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 / Department of Economics, University of California San Diego
6
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4
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Financial Institutions Center
4
Journal of productivity analysis
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Working papers / Penn Institute for Economic Research
4
Econometric Institute research papers
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
The Econometric and Tinbergen Institutes Lectures
3
Working paper
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
CORE discussion paper : DP
2
Cambridge working papers in economics
2
Cowles Foundation discussion paper
2
Discussion paper / Center for Economic Research, Tilburg University
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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
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
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
Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús
;
Olmo, Jose
- In:
International economic review
55
(
2014
)
3
,
pp. 819-838
Persistent link: https://www.econbiz.de/10010423939
Saved in:
6
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
7
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:
8
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
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
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
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