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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:"Gonzalo, Jesús"
~person:"Linton, Oliver"
~person:"Newey, Whitney K."
~person:"Schmidt, Peter"
~subject:"Core"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
Core
Estimation theory
Estimation
Statistical distribution
Statistische Verteilung
USA
Theorie
114
Theory
114
Time series analysis
45
Zeitreihenanalyse
45
Forecasting model
29
Prognoseverfahren
29
Saisonale Schwankungen
21
Seasonal variations
21
United States
13
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Regression analysis
7
Regressionsanalyse
7
Stochastic process
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Stochastischer Prozess
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4
Statistischer Test
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Aktienindex
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57
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Diebold, Francis X.
Franses, Philip Hans
Gonzalo, Jesús
Linton, Oliver
Newey, Whitney K.
Schmidt, Peter
Dijk, Dick van
11
Phillips, Peter C. B.
10
Dijk, Herman K. van
9
Swanson, Norman R.
9
Gouriéroux, Christian
8
Koop, Gary
8
Li, Qi
8
Ghysels, Eric
7
Lee, Lung-fei
7
Lucas, André
7
Pesaran, M. Hashem
7
Serletis, Apostolos
7
Steel, Mark F. J.
7
Chib, Siddhartha
6
Galbraith, John W.
6
Hong, Yongmiao
6
Kleibergen, Frank
6
McAleer, Michael
6
West, Kenneth D.
6
Atkinson, Scott Estes
5
Aït-Sahalia, Yacine
5
Dufour, Jean-Marie
5
Gallant, A. Ronald
5
Godfrey, L. G.
5
Granger, C. W. J.
5
Haan, Laurens de
5
Heckman, James J.
5
Kohn, Robert
5
Koopman, Siem Jan
5
Magnus, Jan R.
5
Sentana, Enrique
5
Stern, Steven N.
5
Andersen, Torben
4
Baltagi, Badi H.
4
Barnett, William A.
4
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National Bureau of Economic Research
1
National Science Foundation
1
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Econometric theory
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
9
Economics letters
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Journal of applied econometrics
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Working paper / Massachusetts Institute of Technology, Department of Economics
7
Cambridge working papers in economics
6
Discussion paper / Tinbergen Institute
6
Econometric reviews
6
Technical working paper / National Bureau of Economic Research
6
Working papers / Financial Institutions Center
6
Working papers / Rodney L. White Center for Financial Research
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Journal of productivity analysis
5
The review of economics and statistics
5
Econometric Institute research papers
4
Financial Institutions Center
4
NBER Working Paper
4
Report / Erasmus Center for Financial Research, Erasmus University
4
CFS working paper series
3
Cambridge-INET working papers
3
Discussion paper series / LSE Financial Markets Group
3
NBER working paper series
3
Oxford bulletin of economics and statistics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
The review of economic studies
3
Working paper
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Working papers / Penn Institute for Economic Research
3
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
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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
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
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
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:
6
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:
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
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:
9
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
Saved in:
10
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
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