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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:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"Theory"
~subject:"USA"
~subject:"Volatilität"
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Schätztheorie
Core
Estimation theory
Statistical distribution
Statistische Verteilung
Theory
USA
Volatilität
Theorie
133
Time series analysis
48
Zeitreihenanalyse
48
Forecasting model
36
Prognoseverfahren
36
Saisonale Schwankungen
22
Seasonal variations
22
United States
15
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10
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English
133
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Diebold, Francis X.
Franses, Philip Hans
Galbraith, John W.
Gonzalo, Jesús
Granger, C. W. J.
Linton, Oliver
Schmidt, Peter
Phillips, Peter C. B.
38
Makridakis, Spyros G.
22
Swanson, Norman R.
22
Koop, Gary
19
Timmermann, Allan
19
Ghysels, Eric
18
Pesaran, M. Hashem
18
Lee, Lung-fei
17
Serletis, Apostolos
17
Yu, Jun
17
Dijk, Dick van
16
Dijk, Herman K. van
16
McAleer, Michael
16
Barnett, William A.
15
Gouriéroux, Christian
15
Haan, Laurens de
15
Hyndman, Rob J.
14
Marcellino, Massimiliano
14
Turnovsky, Stephen J.
14
Corradi, Valentina
13
Hendry, David F.
13
Dufour, Jean-Marie
12
Koopman, Siem Jan
12
Lewbel, Arthur
12
Li, Qi
12
Lucas, André
12
Lütkepohl, Helmut
12
Magnus, Jan R.
12
Paap, Richard
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Herwartz, Helmut
11
Hong, Yongmiao
11
Hsiao, Cheng
11
Kan, A. H. G. Rinnooy
11
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National Bureau of Economic Research
1
National Science Foundation
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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International economic review
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam
Econometric Institute research papers
42
Economics letters
31
Discussion paper / Department of Economics, University of California San Diego
26
NBER Working Paper
24
Working paper / National Bureau of Economic Research, Inc.
24
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Tinbergen Institute
22
NBER working paper series
22
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
19
Econometric reviews
19
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Econometric theory
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Cambridge working papers in economics
16
Journal of applied econometrics
14
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
13
Working papers / Financial Institutions Center
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of forecasting
11
Oxford bulletin of economics and statistics
11
CFS working paper series
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
Discussion paper series / LSE Financial Markets Group
9
Journal of productivity analysis
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Technical working paper / National Bureau of Economic Research
9
Working papers / Penn Institute for Economic Research
9
Cambridge-INET working papers
8
Working papers / Rodney L. White Center for Financial Research
8
Cowles Foundation discussion paper
7
PIER Working Paper
7
The review of economics and statistics
7
Working paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
NBER technical working paper series
6
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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
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
3
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
4
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
5
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:
6
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:
7
Machine learning for regularized survey forecast combination : partially-egalitarian LASSO and its derivatives
Diebold, Francis X.
;
Shin, Minchul
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1679-1691
Persistent link: https://www.econbiz.de/10012305515
Saved in:
8
The behaviour of betting and currency markets on the night of the EU referendum
Auld, Tom
;
Linton, Oliver
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 371-389
Persistent link: https://www.econbiz.de/10012300656
Saved in:
9
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
10
Modeling intra-seasonal heterogeneity in hourly advertising-response models : Do forecasts improve?
Kiygi-Calli, Meltem
;
Weverbergh, Marcel
;
Franses, …
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 90-101
Persistent link: https://www.econbiz.de/10011754688
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